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Asymmetries in the conditional mean and the conditional variance : evidence from nine stock markets
Koutmos, Gregory - In: Journal of economics & business 50 (1998) 3, pp. 277-290
Persistent link: https://www.econbiz.de/10001243160
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Common volatility in MBS returns : a factor GARCH approach
Koutmos, Gregory - In: The journal of fixed income 10 (2001) 4, pp. 59-66
Persistent link: https://www.econbiz.de/10001580723
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Asymmetric exchange rate exposure : theory and evidence
Koutmos, Gregory - In: Journal of international money and finance 22 (2003) 3, pp. 365-383
Persistent link: https://www.econbiz.de/10001765627
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Feedback trading and the autocorrelation pattern of stock returns : further empirical evidence
Koutmos, Gregory - In: Journal of international money and finance 16 (1997) 4, pp. 625-636
Persistent link: https://www.econbiz.de/10001225529
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Volatility and autocorrelation in major European stock markets
Booth, G. Geoffrey - In: The European journal of finance 4 (1998) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10001247520
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Time-varying betas and volatility persistence in international stock markets
Koutmos, Gregory - In: Journal of economics & business 46 (1994) 2, pp. 101-112
Persistent link: https://www.econbiz.de/10001171019
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First- and second-moment exchange rate exposure : evidence from US stock returns
Koutmos, Gregory; Martin, Anna D. - In: The financial review : the official publication of the … 38 (2003) 3, pp. 455-471
Persistent link: https://www.econbiz.de/10001787288
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Index futures and positive feedback trading : evidence from major stock exchanges
Antoniou, Antonios; Koutmos, Gregory; Pericli, Andreas … - In: Journal of empirical finance 12 (2005) 2, pp. 219-238
Persistent link: https://www.econbiz.de/10002685067
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Short-term dynamics in the Cyprus Stock Exchange
Koutmos, Gregory; Pericli, Andreas Neophytou; … - In: The European journal of finance 12 (2006) 3, pp. 205-216
Persistent link: https://www.econbiz.de/10003318914
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Higher co-moment CAPM and hedge fund returns
Knif, Johan; Koutmos, Dimitrios; Koutmos, Gregory - In: Atlantic economic journal : AEJ 48 (2020) 1, pp. 99-113
Persistent link: https://www.econbiz.de/10012222460