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On the relationship between weather and stock market returns

Floros, Christos - In: Studies in economics and finance 28 (2011) 1, pp. 5-13

Persistent link: https://www.econbiz.de/10009007582

A new method of estimating the asset rate of return

Alghalith, Moawia; Polius, Tracy - In: Theoretical economics letters 1 (2011) 1, pp. 1-2

Persistent link: https://www.econbiz.de/10009533134

Option listing, returns and volatility : evidence from Greece

Filis, George; Floros, Christos; Eeckels, Bruno - In: Applied financial economics 21 (2011) 19/21, pp. 1423-1435

Persistent link: https://www.econbiz.de/10009356138

Oil and stock returns : evidence from European industrial sector indices in a time-varying environment

Degiannakisa, Stavros; Filis, George; Floros, Christos - In: Journal of international financial markets, … 26 (2013), pp. 175-191

Persistent link: https://www.econbiz.de/10010234924

Modeling CAC40 volatility using ultra-high frequency data

Degiannakis, Stavros; Floros, Christos - In: Research in international business and finance 28 (2013), pp. 68-81

Persistent link: https://www.econbiz.de/10009725156

Moon phases, mood and stock market returns : international evidence

Floros, Christos; Tan, Yong - In: Journal of emerging market finance 12 (2013) 1, pp. 107-127

Persistent link: https://www.econbiz.de/10010380763

Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence

Degiannakis, Stavros; Floros, Christos; Dent, Pamela - In: International review of financial analysis 27 (2013), pp. 21-33

Persistent link: https://www.econbiz.de/10009736952

Accounting and stock market performance in the US : evidence from joiners and leavers

Floros, Christos; Tabouratzi, Efthalia; Charamis, Dimitris - In: Theoretical economics letters 7 (2017) 4, pp. 696-708

Persistent link: https://www.econbiz.de/10011706530

Forecasting Value-at-Risk and Expected Shortfall Using Fractionally Integrated Models of Conditional Volatility : International Evidence

Degiannakis, Stavros Antonios - 2018

The present study compares the performance of the long memory FIGARCH model, with that of the short memory GARCH specification, in the forecasting of multi-period Value-at-Risk (VaR) and Expected Shortfall (ES) across 20 stock indices worldwide. The dataset is comprised of daily data covering...

Persistent link: https://www.econbiz.de/10012910119

Abnormal returns and systemic risk : evidence from a non-parametric bootstrap framework during the European sovereign debt crisis

Gillas, Konstantinos Gkillas; Floros, Christos; … - In: International journal of computational economics and … 10 (2020) 3, pp. 264-290

Persistent link: https://www.econbiz.de/10012271060