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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

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

Does trading volume drive systemic banks' stock return volatility? : lessons from the Greek banking system

Tsagkanos, Athanasios; Gillas, Konstantinos Gkillas; … - In: International Journal of Financial Studies : open … 9 (2021) 2, pp. 1-13

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/10012509058