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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

Stock market returns and the temperature effect : new evidence from Europe

Floros, Christos - In: Applied financial economics letters 4 (2008) 4/6, pp. 461-467

Persistent link: https://www.econbiz.de/10003808385

Stock returns and inflation in Greece

Floros, Christos - In: Applied econometrics and international development 4 (2004) 2, pp. 55-68

Persistent link: https://www.econbiz.de/10003718978

Oil and Stock Price Returns : Evidence from European Industrial Sector Indices in a Time-Varying Environment

Degiannakis, Stavros Antonios - 2018

The time-varying correlation between oil prices returns and European industrial sector indices returns, considering the origin of the oil price shock, is investigated. A time-varying multivariate heteroskedastic framework is employed to test the above hypothesis based on data from 10 European...

Persistent link: https://www.econbiz.de/10012910133

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

Re-examining the risk-return relationship in Europe : linear or non-linear trade-off?

Salvador, Enrique; Floros, Christos; Aragó Manzana, Vicent - In: Journal of empirical finance 28 (2014), pp. 60-77

Persistent link: https://www.econbiz.de/10011284508