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Purpose – The paper aims to investigate the monthly and trading month effects in the stock market returns of the ASE using daily data before and after the crisis of 1999‐2001. In addition, the study seeks to consider data from both periods of the ASE, before and after the upgrade of the...
Persistent link: https://www.econbiz.de/10014940000
Purpose – The paper's aim is to examine the influence of the Greek political elections on the course of the Athens Stock Exchange (ASE). Using daily data from the ASE General Price Index, it seeks to empirically examine the effect of political elections (Parliamentary and European elections)...
Persistent link: https://www.econbiz.de/10014940002
Purpose – The paper's objectives are: to address the issue of cointegration (efficient market hypothesis) between Greek spot and futures markets over the period of the crisis, 1999‐2001; to investigate the short‐run and long‐run efficiency of the FTSE/ASE‐20 stock index futures contract...
Persistent link: https://www.econbiz.de/10014940004
Persistent link: https://www.econbiz.de/10008778762
Persistent link: https://www.econbiz.de/10003567659
Persistent link: https://www.econbiz.de/10003718978
This article examines the development of Greek systemic banks for the period 2003-2018, using data such as the ATM network and branches at a regional level. We test the impact of the ATM network and branches on the deposits of Greek commercial banks as well as the impact of local GDP on the...
Persistent link: https://www.econbiz.de/10012387141
The present research investigates the impact of trading volume on stock return volatility using data from the Greek banking system. For our analysis, the empirical study uses daily measures of volatility constructed from intraday data for the period 5 January 2001-30 December 2020. This period...
Persistent link: https://www.econbiz.de/10013200349
This paper investigates the effect of automated teller machines (ATMs), information technology (IT) investments and other determinants on the efficiency and profitability of Greek commercial banks. Following the two-step procedure: 1) efficiency is derived via the non-parametric data envelopment...
Persistent link: https://www.econbiz.de/10011266447
Purpose - The paper's objectives are: to address the issue of cointegration (efficient market hypothesis) between Greek spot and futures markets over the period of the crisis, 1999-2001; to investigate the short-run and long-run efficiency of the FTSE/ASE-20 stock index futures contract and FTSE/ASE...
Persistent link: https://www.econbiz.de/10010814884