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On the Stock Market Liquidity and the Business Cycle : A Multi Country Approach
Galariotis, Emilios C. - 2016
We provide original results on national and global stock market liquidity and its interaction with macroeconomic variables for six of the G7 economies, namely: Canada, France, Germany, Italy, Japan and UK, building on the methodology and on the USA evidence by Naes et al (2011). Using a number...
Persistent link: https://www.econbiz.de/10013000920
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On the stock market liquidity and the business cycle : a multi country approach
Galariotis, Emilios; Giouvris, Evangelos - In: International review of financial analysis 38 (2015), pp. 44-69
Persistent link: https://www.econbiz.de/10011337633
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Liquidity volatility and spillover effects : evidence from the UK-USA and East Asian countries
Lim, Sung; Giouvris, Evangelos - In: International journal of financial engineering and risk … 2 (2015) 1, pp. 48-71
Persistent link: https://www.econbiz.de/10011344290
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Illiquidity, monetary conditions, and the financial crisis in the United Kingdom
Said, Husaini; Giouvris, Evangelos - In: Handbook of investors' behavior during financial crises, (pp. 277-302). 2017
Persistent link: https://www.econbiz.de/10011743092
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On the pricing of commonality across various liquidity proxies in the London stock exchange and the crisis
Lim, SungKyu; Giouvris, Evangelos - In: Handbook of investors' behavior during financial crises, (pp. 447-470). 2017
Persistent link: https://www.econbiz.de/10011743118
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Oil, the Baltic Dry index, market (il)liquidity and business cycles : evidence from net oil-exporting/oil-importing countries
Said, Husaini; Giouvris, Evangelos - In: Financial markets and portfolio management 33 (2019) 4, pp. 349-416
Persistent link: https://www.econbiz.de/10012427801
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What is the effect of VIX and (un)expected Illiquidity on Sectoral Herding in US REITs during (Non)crises? : evidence from a Markov Switching Model (2014-2022)
Essa, Mohammad Sharik; Giouvris, Evangelos - 2025
Persistent link: https://www.econbiz.de/10015357760
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Fama–French–Carhart Factor-Based Premiums in the US REIT Market : A Risk Based Explanation, and the Impact of Financial Distress and Liquidity Crisis from 2001 to 2020
Essa, Mohammad Sharik; Giouvris, Evangelos - 2023
The study investigates the impact of financial distress (credit spread) and liquidity crises (TED spread) on size, value, profitability, investment and momentum premiums within the US Real Estate Investment Trust market. Using daily data from 2001 to 2020, we examine the presence, magnitude and...
Persistent link: https://www.econbiz.de/10014254802
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Fama-French-Carhart Factor-Based Premiums in the US REIT market : a risk based explanation, and the impact of financial distress and liquidity crisis from 2001 to 2020
Essa, Mohammad Sharik; Giouvris, Evangelos - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-39
The study investigates the impact of financial distress (credit spread) and liquidity crises (TED spread) on size, value, profitability, investment and momentum premiums within the US Real Estate Investment Trust market. Using daily data from 2001 to 2020, we examine the presence, magnitude and...
Persistent link: https://www.econbiz.de/10013545890