Spyros Spyrou : Citation Profile


Are you Spyros Spyrou?

Athens University of Economics and Business (AUEB)

10

H index

11

i10 index

304

Citations

RESEARCH PRODUCTION:

26

Articles

15

Papers

RESEARCH ACTIVITY:

   15 years (2001 - 2016). See details.
   Cites by year: 20
   Journals where Spyros Spyrou has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 5 (1.62 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psp77
   Updated: 2022-01-23    RAS profile: 2016-12-28    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Spyros Spyrou.

Is cited by:

Gebka, Bartosz (6)

Verousis, Thanos (6)

Gil-Alana, Luis (5)

Caporale, Guglielmo Maria (5)

Plastun, Alex (5)

Maghyereh, Aktham (4)

Lublóy, Ágnes (4)

Shahbaz, Muhammad (4)

Stefanescu, Razvan (4)

Islam, Faridul (4)

GUPTA, RANGAN (4)

Cites to:

Shleifer, Andrei (12)

French, Kenneth (11)

Fama, Eugene (9)

Stein, Jeremy (7)

welch, ivo (7)

Salmon, Mark (6)

Vishny, Robert (6)

Hwang, Soosung (6)

Chiang, Thomas (5)

Summers, Lawrence (5)

Ciccarelli, Matteo (5)

Main data


Where Spyros Spyrou has published?


Journals with more than one article published# docs
Applied Financial Economics4
International Review of Financial Analysis4
Applied Economics Letters3
Applied Economics2
Review of Behavioral Finance2

Working Papers Series with more than one paper published# docs
Post-Print / HAL14

Recent works citing Spyros Spyrou (2021 and 2020)


YearTitle of citing document
2020Long short-term memory networks and laglasso for bond yield forecasting: Peeping inside the black box. (2020). Niranjan, Mahesan ; McGroarty, Frank ; Gerding, Enrico ; Nunes, Manuel. In: Papers. RePEc:arx:papers:2005.02217.

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2021Bibliometric Analysis Of Herding Behavior In Times Of Crisis. (2021). Ul, Saif ; Santi, Fitri ; Nurazi, Ridwan ; Marietza, Fenny. In: Papers. RePEc:arx:papers:2106.13598.

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2020An analysis of sovereign credit risk premia in the euro area: are they explained by local or global factors?. (2020). Cecchetti, Sara. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1271_20.

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2020The type of corporate announcements and its implication on trading behaviour. (2020). Zheng, Liyi . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:629-659.

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2020Investor herd behaviour in Africa’s emerging and frontier markets. (2020). Boamah, Nicholas Addai ; Aawaar, Godfred ; Akotey, Joseph Oscar. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-23.

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2020Does mood affect institutional herding?. (2020). Ozturkkal, Belma ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:26:y:2020:i:c:s2214635019303119.

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2020The effect of return jumps on herd behavior. (2020). Wanidwaranan, Phasin ; Padungsaksawasdi, Chaiyuth. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020300599.

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2021Static and regime-dependent herding behavior: An emerging market case study. (2021). Sifat, Imtiaz ; Ah, Abdollah. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635021000101.

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2021Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets. (2021). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos A. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000137.

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2021Herding for profits: Market breadth and the cross-section of global equity returns. (2021). Mikutowski, Mateusz ; Karathanasopoulos, Andreas ; Szyszka, Adam ; Zaremba, Adam. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:348-364.

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2020The policy mix in the US and EMU: Evidence from a SVAR analysis. (2020). Afonso, Antonio ; Gonalves, Luis. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818300822.

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2021Herding in Open-end Funds: Evidence from China. (2021). Li, Shouwei ; Wang, HU ; Ma, Yuyin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000516.

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2021The COVID-19 Pandemic and Sovereign Bond Risk. (2021). Andrieș, Alin Marius ; Sprincean, Nicu ; Ongena, Steven. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001431.

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2021Herding behaviour in P2P lending markets. (2021). Talavera, Oleksandr ; Zhang, Wei ; Caglayan, Mustafa. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:27-41.

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2021Chasing the ‘green bandwagon’ in times of uncertainty. (2021). Dragomirescu-Gaina, Catalin ; Philippas, Dionisis ; Galariotis, Emilios. In: Energy Policy. RePEc:eee:enepol:v:151:y:2021:i:c:s0301421521000598.

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2020Do corporations learn from mispricing? Evidence from takeovers and corporate performance. (2020). Barbopoulos, Leonidas G ; Adra, Samer. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521917300972.

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2020Identifying influential energy stocks based on spillover network. (2020). Sun, Qingru ; Tang, Renwu ; Gao, Xiangyun ; Wang, ZE. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305179.

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2020Is herding spurious or intentional? Evidence from analyst recommendation revisions and sentiment. (2020). Holmes, Phil ; Guo, Jiaqi ; Altanlar, Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301836.

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2021From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions. (2021). Donadelli, Michael ; Tzouvanas, Panagiotis ; Kizys, Renatas. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000053.

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2021When do investors gamble in the stock market?. (2021). Gong, Cynthia M ; Xiong, Xiong ; Wen, Zhuzhu. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000557.

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2021An examination of the effect of stock market liquidity on bank market power. (2021). Uylangco, Katherine ; Samarasinghe, Ama. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001459.

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2020Pension funds and stock market development in OECD countries: Novel evidence from a panel VAR. (2020). Stavroyiannis, Stavros ; Babalos, Vassilios. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s154461231930025x.

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2020How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries. (2020). Li, Jianping ; Sun, Xiaolei ; Wang, Jun. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319306981.

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2021Rating Announcements, CDS Spread and Volatility During the European Sovereign Crisis. (2021). Salvade, Federica ; Raimbourg, Philippe. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320302695.

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2021Cumulation, crash, coherency: A cryptocurrency bubble wavelet analysis. (2021). Roberts, Stephen ; Weydemann, Leonard ; Hochfilzer, Leonhard ; Fruehwirt, Wolfgang. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320303421.

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2020Signal-herding in cryptocurrencies. (2020). Tziogkidis, Panagiotis ; Philippas, Dionisis ; Rjiba, Hatem. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300755.

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2020The prevalence of price overreactions in the cryptocurrency market. (2020). Czudaj, Robert ; Borgards, Oliver. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300780.

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2020Do investors follow the herd in option markets?. (2020). Voukelatos, Nikolaos ; Verousis, Thanos ; Bernales, Alejandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426616000406.

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2020Collectivism and commonality in liquidity. (2020). Samet, Anis ; Saad, Mohsen. In: Journal of Business Research. RePEc:eee:jbrese:v:116:y:2020:i:c:p:137-162.

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2020Monetary policy and herd behavior: International evidence. (2020). Spyrou, Spyros ; Makrychoriti, Panagiota ; Krokida, Styliani-Iris. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:170:y:2020:i:c:p:386-417.

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2021Regulatory mood-congruence and herding: Evidence from cannabis stocks. (2021). Gebka, Bartosz ; Kallinterakis, Vasileios ; Andrikopoulos, Panagiotis. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:842-864.

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2020Herding in the Singapore stock Exchange. (2020). Ramlakhan, Prakash ; Bhatnagar, Chandra Shekhar ; Arjoon, Vaalmikki. In: Journal of Economics and Business. RePEc:eee:jebusi:v:109:y:2020:i:c:s0148619519300712.

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2021Herding by corporates in the US and the Eurozone through different market conditions. (2021). Vioto, Davide ; Tunaru, Radu ; Duygun, Meryem. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302679.

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2021Investor sentiment and sovereign bonds. (2021). Li, Yulin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000371.

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2021Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system. (2021). Gabauer, David. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000049.

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2020The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 50. (2020). Yu, Shang-Ru ; Huang, Paoyu ; Day, Min-Yuh ; Ni, Yensen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120300078.

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2021On the persistence of market sentiment: A multifractal fluctuation analysis. (2021). Schadner, Wolfgang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:581:y:2021:i:c:s037843712100515x.

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2021EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness. (2021). Chatziantoniou, Ioannis ; Gabauer, David. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:1-14.

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2021A new approach to portfolio management in the Brazilian equity market: Does assets efficiency level improve performance?. (2021). MacIel, Leandro. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:38-56.

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2020Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19*. (2020). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yu-Ann. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:134:y:2020:i:c:s1364032120306377.

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2021The impact of sentiment on emerging stock markets. (2021). Thampy, Ashok ; Pathak, Jalaj ; Basu, Sankarshan ; Anand, Abhinav. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:161-177.

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2021Peer effects and social learning in banks’ investments in information technology. (2021). Nilakantan, Rahul ; Gangopadhyay, Partha. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:456-463.

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2021Regret-sensitive equity premium. (2021). Nakamura, Yutaka ; Fujii, Yoichiro. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:302-307.

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2020Uncovering the global network of economic policy uncertainty. (2020). Zhao, Wan-Li ; Marfatia, Hardik ; Ji, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919311845.

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2020Uncertainty and herding behavior: evidence from cryptocurrencies. (2020). Marco, Chi Keung ; Coskun, Esra Alp ; KAHYAOGLU, Hakan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300957.

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2021.

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2020The Effects of Factors of Production Shocks on Labor Productivity: New Evidence Using Panel VAR Analysis. (2020). Abdul Karim, Zulkefly ; Basri, Nurliyana Mohd ; Sulaiman, Noorasiah . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8710-:d:432028.

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2021Timely Loss Recognition Helps Nothing. (2021). Chen, Shu-Heng ; Huang, Jing-Bo ; Lin, Kun-Ben. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:7815-:d:593339.

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2021Economic Fluctuation, Local Government Bond Risk and Risk-Taking of City Commercial Banks. (2021). Chen, Shiying ; Zheng, Changjun ; Dong, Zhenhuan. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:17:p:9871-:d:627931.

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2021Analysis of Sectoral Herding through Quantile Regression: A Study of S&P BSE 500 Stocks. (2021). Kalra, Himanshi ; Shrotryia, Vijay Kumar. In: International Journal of Business and Economics. RePEc:ijb:journl:v:20:y:2021:i:1:p:1-16.

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2021The Inflation Hedging Effectiveness of Residential Property-Evidence from Three Emerging Asian Markets. (2021). Nam, Henry Koon. In: International Real Estate Review. RePEc:ire:issued:v:24:n:02:2021:p:221-251.

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2020Subjective/ Behavioural Factors Influence the PSI 20 and IBEX 35. (2020). Soares, Antonio Pedro ; Nogueira, Pedro Manuel ; Costa, Stefan Abrantes. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:11:y:2020:i:5:p:13-27.

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2021Index Future Trading and Spot Market Volatility in Frontier Markets: Evidence from Ho Chi Minh Stock Exchange. (2021). Kim, Anh Thi ; Truong, Loc Dong ; van Vo, Dut. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:3:d:10.1007_s10690-020-09325-1.

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2020U.S. Monetary Policy and Herding: Evidence from Commodity Markets. (2020). Apergis, Nicholas ; Hayat, Tasawar ; Christou, Chritina ; Saeed, Tareq. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:48:y:2020:i:3:d:10.1007_s11293-020-09680-4.

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2021Asymmetrical impacts from overnight returns on stock returns. (2021). Truong, Quang Thai ; Hu, Ming-Che ; Huang, Alex Yihou . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:3:d:10.1007_s11156-020-00911-y.

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2021Do investors in SMEs herd? Evidence from French and UK equity markets. (2021). Miloudi, Anthony ; Galariotis, Emilios ; Bouattour, Mondher ; Benkraiem, Ramzi. In: Small Business Economics. RePEc:kap:sbusec:v:56:y:2021:i:4:d:10.1007_s11187-019-00284-0.

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2020Sovereign bond spreads and CDS premia in the Eurozone: A causality analysis || Diferenciales de bonos soberanos y primas de CDS en la zona euro: un análisis de causalidad. (2020). Garcia, Margarita Martin ; Valle, Cecilia Tellez ; Martin, Jose Luis ; Ramon-Jeronimo, Maria A. In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration. RePEc:pab:rmcpee:v:30:y:2020:i:1:p:58-78.

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2021Consumer Herding Behavior in Online Buying: A Literature Review. (2021). Ali, Mazhar ; Shamsi, Aamir ; Amir, Huma. In: MPRA Paper. RePEc:pra:mprapa:107435.

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2020Testing for Heteroskedastic Mixture of Ordinary Least Squares Errors. (2020). Jianguo, Wei ; Senarathne, Chamil W. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:2:p:73-91.

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2020.

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2021Herding and feedback trading in cryptocurrency markets. (2021). Koutmos, Dimitrios ; King, Timothy. In: Annals of Operations Research. RePEc:spr:annopr:v:300:y:2021:i:1:d:10.1007_s10479-020-03874-4.

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2021The sky is the limit?! Evaluating the existence of a speculative bubble in European football. (2021). Follert, Florian ; Richau, Lukas ; Emrich, Eike ; Frenger, Monika. In: Journal of Business Economics. RePEc:spr:jbecon:v:91:y:2021:i:6:d:10.1007_s11573-020-01015-8.

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2021A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns. (2021). Pinho, Carlos ; Nogueira, Pedro Manuel. In: Journal of Behavioral Finance. RePEc:taf:hbhfxx:v:22:y:2021:i:4:p:420-442.

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2021OPEC meetings, oil market volatility and herding behaviour in the Saudi Arabia stock market. (2021). Awartani, Basel ; Gabbori, Dina ; Virk, Nader ; Maghyereh, Aktham. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:870-888.

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2020When is informed trading more prevalent?—An examination of options trading around Indian M&A announcements. (2020). Mohil, Soniya ; Patro, Archana ; Nayyar, Reena. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:6:p:1011-1029.

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Works by Spyros Spyrou:


YearTitleTypeCited
2010Size and momentum in European equity markets: empirical findings from varying beta Capital Asset Pricing Model In: Accounting and Finance.
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article5
2005Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange In: European Financial Management.
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article32
2005Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange.(2005) In: Post-Print.
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This paper has another version. Agregated cites: 32
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2008Short-term patterns in government bond returns following market shocks: International evidence In: International Review of Financial Analysis.
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article4
2008Short-term patterns in government bond returns following market shocks: International evidence.(2008) In: Post-Print.
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This paper has another version. Agregated cites: 4
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2011Are broad market shocks anticipated by investors? Evidence from major equity and index options markets In: International Review of Financial Analysis.
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article0
2016Herd behavior and equity market liquidity: Evidence from major markets In: International Review of Financial Analysis.
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article19
2016Herd behavior and equity market liquidity: Evidence from major markets.(2016) In: Post-Print.
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2016Bond market investor herding: Evidence from the European financial crisis In: International Review of Financial Analysis.
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article13
2016Bond market investor herding: Evidence from the European financial crisis.(2016) In: Post-Print.
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paper
2016Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach In: Journal of Financial Stability.
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article24
2016Sovereign CDS Spread Determinants and Spill-Over Effects During Financial Crisis: A Panel VAR Approach.(2016) In: Post-Print.
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2015Herding on fundamental information: A comparative study In: Journal of Banking & Finance.
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article49
2015Herding on fundamental information: A comparative study.(2015) In: Post-Print.
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2010Value at risk models for volatile emerging markets equity portfolios In: The Quarterly Review of Economics and Finance.
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article14
2014Conference calls around merger and acquisition announcements: Do they reduce information asymmetry? UK Evidence In: Research in International Business and Finance.
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article5
2004Return Predictability, Contrarian & Momentum Profits:The Case of the Athens Stock Exchange In: Ekonomia.
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article0
2013Investor sentiment and yield spread determinants: evidence from European markets In: Journal of Economic Studies.
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article6
2013Herding in financial markets: a review of the literature In: Review of Behavioral Finance.
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article34
2016The equity premium puzzle: new evidence on the optimal holding period and optimal asset allocation In: Review of Behavioral Finance.
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article3
2011Informed trading before stock price shocks: An empirical analysis using stock option trading volume In: Post-Print.
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2012Trading before stock price shocks: An empirical analysis using stock option trading volume In: Post-Print.
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2012Trading before stock price shocks: An empirical analysis using stock option trading volume.(2012) In: Post-Print.
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This paper has another version. Agregated cites: 0
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2007Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange In: Post-Print.
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paper15
2007Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange.(2007) In: Applied Financial Economics.
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2006Short-term Contrarian Strategies in the London Stock Exchange: Are They Profitable? Which Factors Affect Them? In: Post-Print.
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paper3
2006The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market: a Kalman filter approach In: Post-Print.
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paper1
2006The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market: a Kalman filter approach.(2006) In: Applied Financial Economics.
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2003Profits From Buying Losers And Selling Winners In The London Stock Exchange In: Post-Print.
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2014Trading in option contracts before large price changes: A comparative study of US and UK markets In: Post-Print.
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paper1
2009Measuring market risk for financial assets with moderate tail fatness: the case of global government bond portfolios In: International Journal of Decision Sciences, Risk and Management.
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article0
2005Index Futures Trading and Spot Price Volatility In: Journal of Emerging Market Finance.
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article7
2016Sovereign CDS Spread Determinants and Spill-Over Effects In: Proceedings of International Academic Conferences.
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2003Fundamental variables and the cross-section of expected stock returns: the case of Hong Kong In: Applied Economics Letters.
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article5
2007Mergers and acquisitions of non-financial firms in Europe: the case of the Athens Stock Exchange In: Applied Economics Letters.
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2001Stock returns and inflation: evidence from an emerging market In: Applied Economics Letters.
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article11
2009Time-variation in the value premium and the CAPM: evidence from European markets In: Applied Financial Economics.
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article1
2012Sentiment changes, stock returns and volatility: evidence from NYSE, AMEX and NASDAQ stocks In: Applied Financial Economics.
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article6
2001Stock and credit market expansion and economic development in emerging markets: further evidence utilizing cointegration analysis In: Applied Economics.
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article10
2004Are stocks a good hedge against inflation? evidence from emerging markets In: Applied Economics.
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2011Informed trading around merger and acquisition announcements: Evidence from the UK equity and options markets In: Journal of Futures Markets.
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