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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

Missing values in panel data unit root tests

Karavias, Yiannis; Tzavalis, Elias; Zhang, Haotian - In: Econometrics : open access journal 10 (2022) 1, pp. 1-11

Missing data or missing values are a common phenomenon in applied panel data research and of great interest for panel data unit root testing. The standard approach in the literature is to balance the panel by removing units and/or trimming a common time period for all units. However, this...

Persistent link: https://www.econbiz.de/10013041203

A fixed-image version of Breitung's panel data unit root test

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

Persistent link: https://www.econbiz.de/10010490592

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

A common shift in real interest rates across countries

Tzavalis, Elias - In: Applied financial economics 9 (1999) 4, pp. 365-369

Persistent link: https://www.econbiz.de/10001454659

Which alternative to choose: does the excess sensitivity hypothesis or a time varying term premium explain the failure of the rational expectations hypothesis of the term structure?

Tzavalis, Elias - 1997

Persistent link: https://www.econbiz.de/10000980792

An introduction to the theory and the econometric tests of the rational expectations hypothesis of the term structure of interest rates

Tzavalis, Elias - 1993

Persistent link: https://www.econbiz.de/10000891677

[Rezension von: Lo, Andrew W., ...,, A non-random walk down Wall Street]

Tzavalis, Elias - In: Economica 69 (2002), pp. 179

Persistent link: https://www.econbiz.de/10001647456

The term premium and the puzzles of the expectations hypothesis of the term structure

Tzavalis, Elias - In: Economic modelling 21 (2004) 1, pp. 73-93

Persistent link: https://www.econbiz.de/10001857852

A re-examination of the regional expectations hypothesis of the term structure : reconciling the evidence from long-run and short-run tests

Tzavalis, Elias; Wickens, Michael R. - In: International journal of finance & economics : IJFE 3 (1998) 3, pp. 229-239

Persistent link: https://www.econbiz.de/10001434205

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