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Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals

Karavias, Yiannis; Spilioti, Stella; Tzavalis, Elias - In: Review of quantitative finance and accounting 56 (2021) 4, pp. 1593-1621

Persistent link: https://www.econbiz.de/10012549879

Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors

Symeonides, Spyridon D.; Karavias, Yiannis; Tzavalis, Elias - In: Journal of time series econometrics 9 (2017) 1, pp. 1-41

Persistent link: https://www.econbiz.de/10011671115

Testing for unit roots in short panels allowing for a structural break

Karavias, Yiannis; Tzavalis, Elias - In: Computational Statistics & Data Analysis 76 (2014) C, pp. 391-407

Panel data unit root tests which allow for a common structural break in the individual effects or linear trends of the AR(1) panel data model are suggested. These allow the date of the break to be unknown. The tests assume that the time-dimension of the panel (T) is fixed (finite) while the...

Persistent link: https://www.econbiz.de/10010776988

A fixed-T version of Breitung’s panel data unit root test

Karavias, Yiannis; Tzavalis, Elias - In: Economics Letters 124 (2014) 1, pp. 83-87

We extend Breitung’s (2000) panel data unit root test to the case of fixed time (T) dimension while still allowing for heteroscedastic and serially correlated error terms. The analytic local power function of the new test is derived assuming that only the cross section dimension of the panel...

Persistent link: https://www.econbiz.de/10010784990

Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects

Argyropoulos, Efthymios; Tzavalis, Elias - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 1, pp. 49-70

Persistent link: https://www.econbiz.de/10011311197

On the determinants of NPLs : lessons from Greece

Charalambakis, Evangelos; Dendramis, Yiannis; Tzavalis, … - In: Political economy perspectives on the Greek crisis : …, (pp. 289-309). 2017

Persistent link: https://www.econbiz.de/10011916951

The EMU effects on asset market holdings and the recent financial crisis

Palaiodimos, George; Tzavalis, Elias - In: International review of financial analysis 42 (2015), pp. 153-161

Persistent link: https://www.econbiz.de/10011573382

Shifts in volatility driven by large stock market shocks

Dendramis, Yiannis; Kapetanios, George; Tzavalis, Elias - In: Journal of economic dynamics & control 55 (2015), pp. 130-147

Persistent link: https://www.econbiz.de/10011587216

Retrieving risk neutral moments and expected quadratic variation from option prices

Rompolis, Leonidas S.; Tzavalis, Elias - In: Review of quantitative finance and accounting 48 (2017) 4, pp. 955-1002

Persistent link: https://www.econbiz.de/10011796976

Forecasting economic activity from yield curve factors

Argyropoulos, Efthymios; Tzavalis, Elias - In: The North American journal of economics and finance : a … 36 (2016), pp. 293-311

Persistent link: https://www.econbiz.de/10011672685