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Investors' fear and herding in the stock market
Economou, Fotini; Hassapis, Christis; Philippas, Nikolaos - In: Applied economics 50 (2018) 34/35, pp. 3654-3663
Persistent link: https://www.econbiz.de/10012059396
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Herding in the Athens stock exchange during different crisis periods
Economou, Fotini - In: Handbook of investors' behavior during financial crises, (pp. 303-317). 2017
Persistent link: https://www.econbiz.de/10011743093
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Testing for Herding in the Athens Stock Exchange During the Crisis Period
Economou, Fotini - 2016
This paper investigates herding behavior in the Athens Stock Exchange focusing on the recent crisis period. To this end we employ a survivor bias free dataset of all listed stocks from 2007 to May 2015. We apply the cross sectional dispersion approach and provide results that extend and are...
Persistent link: https://www.econbiz.de/10012998502
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Testing for herding in the Athens Stock Exchange during the crisis period
Economou, Fotini; Katsikas, Epameinondas; Vickers, Gregory - In: Finance research letters 18 (2016), pp. 334-341
Persistent link: https://www.econbiz.de/10011657298
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Uncovering asymmetries in the relationship between fear and the stock market using a hidden co-integration approach
Economou, Fotini; Panagopoulos, Yannis; Tsouma, Ekaterini - In: Research in international business and finance 44 (2018), pp. 459-470
Persistent link: https://www.econbiz.de/10011983086
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An analysis of the market model using data from fledging market
Philippas, Nikolaos - In: Rivista internazionale di scienze economiche e … 45 (1998) 4, pp. 745-768
Persistent link: https://www.econbiz.de/10001255757
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Exploring the interaction between stock price index and exchange rates : an asymmetric threshold approach
Koulakiotis, Athanasios; Kiohos, Apostolis; Babalos, … - In: Applied economics 47 (2015) 13/15, pp. 1273-1285
Persistent link: https://www.econbiz.de/10010512069
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Financial crisis, liquidity and dynamic linkages between large and small stocks : evidence from the Athens Stock Exchange
Koulakiotis, Athanasios; Babalos, Vassilios; … - In: Journal of international financial markets, … 40 (2016), pp. 46-62
Persistent link: https://www.econbiz.de/10011475828
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Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016
The 2008-2009 global financial crisis has raised new questions about the relationship between equity fund flows and stock market returns. This paper analyses it using US monthly data over the period 2000:1-2015:08. A VAR-GARCH(1,1)-in-mean model with a BEKK representation is estimated, and a...
Persistent link: https://www.econbiz.de/10011479824
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Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean Analysis
Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016
The 2008-2009 global financial crisis has raised new questions about the relationship between equity fund flows and stock market returns. This paper analyses it using US monthly data over the period 2000:1-2015:08. A VAR-GARCH(1,1)-in-mean model with a BEKK representation is estimated, and a...
Persistent link: https://www.econbiz.de/10011482859