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The 2008 financial crisis and the dynamics of price discovery among stock prices, CDS spreads, and bond spreads for US 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/10010191936

Pricing dynamics between single stock futures and the underlying spot security

Boney, Vaneesha; Giannikos, Christos; Guirguis, Hany - In: International journal of business and economics 17 (2018) 2, pp. 179-191

Persistent link: https://www.econbiz.de/10011997113

The 2008 Financial Crisis and the Dynamics of Price Discovery Among Stock Prices, CDS Spreads, and Bond Spreads for US Financial Firms

Giannikos, Christos - 2019

This paper examines the dynamics of price discovery among three informationally connected markets: the stock market, the bond market, and the CDS market. The recent financial crisis in the US has provided a perfect natural experiment to study the impact of stress on price discovery. We study...

Persistent link: https://www.econbiz.de/10012905518

Accentuated intraday stock price volatility : what is the cause?

Ozenbas, Deniz; Pagano, Michael S.; Schwartz, Robert A. - In: The journal of portfolio management : a publication of … 36 (2009/10) 3, pp. 45-55

Persistent link: https://www.econbiz.de/10003980024

On balance sheets, idiosyncratic risk and aggregate volatility

San Vicente Portes, Luis; Ozenbas, Deniz - In: The B.E. journal of macroeconomics 9 (2009) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10009576673

Intra-day price volatility : a reflection of trading friction

Ozenbas, Deniz - 2002

Persistent link: https://www.econbiz.de/10003777049

Intraday volatility and the implementation of a closing call auction at Borsa Istanbul

Inci, Ahmet Can; Ozenbas, Deniz - In: Emerging markets review 33 (2017), pp. 79-89

Persistent link: https://www.econbiz.de/10011803326

The post-offering performance of IPOs in the health care industry

Guirguis, Hany; Onochie, Joseph I.; Rosen, Harry - In: Journal of economics and finance 25 (2001) 2, pp. 194-205

Persistent link: https://www.econbiz.de/10001619002

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) 7/9, pp. 709-722

Persistent link: https://www.econbiz.de/10009624327

What is value in an equity market?

Suen, Michael; Guirguis, Hany; Beckers, Stan; Theodore, Ted - In: Journal of investment management : JOIM 15 (2017) 3, pp. 53-70

Persistent link: https://www.econbiz.de/10011914851