This study examines, for the first time consistently, the performance of value strategies in the Athens Stock Exchange (ASE) based on the price to earnings ratios, dividend yields (DYs), size (market value), market to book ratios, financial leverage ratios and systematic risk. We tested the...

In this paper the phenomenon of short-term overreaction and the existence of price limits on the Athens Stock Exchange (ASE) are examined. An 8% price limit was imposed in August 1992 and remained in place until February 2000. The sample consists of 114 shares traded on the ASE for the period...

This article develops an equilibrium model for the Greek housing market that incorporates both macroeconomic and country-specific variables that affect demand for and supply of houses. In the overall upward phase of the 26-year period examined (1985Q1--2010Q4), our investigation of short-term...