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Modelling the Blind Principal Bid Basket Trading Cost
Giannikos, Christos; Guirguis, Hany; Suen, Tin Shan - In: European financial management : the journal of the … 18 (2012) 2, pp. 271-303
Persistent link: https://www.econbiz.de/10009842920
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THE 2008 FINANCIAL CRISIS AND THE DYNAMICS OF PRICE DISCOVERY AMONG STOCK PRICES, CDS SPREADS, AND BOND SPREADS FOR U.S. FINANCIAL FIRMS
Giannikos, Christos; Guirguis, Hany; Suen, Michael - In: The journal of derivatives : the official publication … 21 (2013) 1, pp. 27-48
Persistent link: https://www.econbiz.de/10010180579
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Labour Relations and Asset Returns
Danthine, Jean-Pierre; Donaldson, John B. - In: The review of economic studies 69 (2002) 238, pp. 41-64
Persistent link: https://www.econbiz.de/10007664314
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A note on NNS models: introducing physical capital; avoiding rationing
Danthine, Jean-Pierre; Donaldson, John B. - In: Economics letters 77 (2002) 3, pp. 433-438
Persistent link: https://www.econbiz.de/10006765969
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Extreme observations and non-normality in ARCH and GARCH
Bali, Rakesh; Guirguis, Hany - In: International review of economics & finance : IREF 16 (2007) 3, pp. 332-346
Persistent link: https://www.econbiz.de/10007755886
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The Impact of Switching Regimes and Monetary Shocks: An Empirical Analysis of REITs
Anderson, Randy I; Boney, Vaneesha; Guirguis, Hany - In: The journal of real estate research 34 (2012) 2, pp. 157-183
Persistent link: https://www.econbiz.de/10009994924
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Have leveraged and traditional ETFs impacted the volatility of real estate stock prices?
Curcio, Richard J.; Anderson, Randy I.; Guirguis, Hany; … - In: Applied financial economics 22 (2012) 9, pp. 709-723
Persistent link: https://www.econbiz.de/10009837707
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Timing the value style index in a Markov regime-switching model
Guirguis, Hany; Theodore, Ted; Suen, Michael - In: Journal of investment management : JOIM 10 (2012) 1, pp. 52-64
Persistent link: https://www.econbiz.de/10010048627
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A note on the effect of expected changes in monetary policy on long-term interest rates
Guirguis, Hany S.; Giannikos, Christos - In: Journal of applied economics 10 (2007) 1, pp. 99-114
Persistent link: https://www.econbiz.de/10009925920
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Short sale contraints : the impact on the return distribution
Dalvi, Manoj; Giannikos, Christos; Gousgounis, Eleni - In: Macroeconomics and finance in emerging market economies 5 (2012) 1, pp. 92-105
Persistent link: https://www.econbiz.de/10010004713