Similar Search Results

Investors' fear and herding in the stock market

Economou, Fotini; Hassapis, Christis; Philippas, Nikolaos - In: Applied economics 50 (2018) 34/35, pp. 3654-3663

Persistent link: https://www.econbiz.de/10012059396

Exploring the interaction between stock price index and exchange rates : an asymmetric threshold approach

Koulakiotis, Athanasios; Kiohos, Apostolis; Babalos, … - In: Applied economics 47 (2015) 13/15, pp. 1273-1285

Persistent link: https://www.econbiz.de/10010512069

Are there long-run diversification gains from the Dow Jones Islamic finance index?

Balcilar, Mehmet; Jooste, Charl; Hammoudeh, Shawkat; … - In: Applied economics letters 22 (2015) 10/12, pp. 945-950

Persistent link: https://www.econbiz.de/10011285996

On the time varying nature of herding behaviour: evidence from major European indices

Stavroyiannis, Stavros; Babalos, Vassilios - In: Global business & economics review 17 (2015) 3, pp. 298-309

Persistent link: https://www.econbiz.de/10011498524

Did Baltic stock markets offer diversification benefits during the recent financial turmoil? : novel evidence from a nonparametric causality-in-quantiles test

Babalos, Vassilios; Balcilar, Mehmet; Loate, Tumisang B.; … - In: Empirica : journal of european economics 45 (2018) 1, pp. 29-47

Persistent link: https://www.econbiz.de/10011965787

Wealth effect revisited : novel evidence on long term co-memories between real estate and stock markets

Kiohos, Apostolos; Babalos, Vassilios; Koulakiotis, … - In: Finance research letters 20 (2017), pp. 217-222

Persistent link: https://www.econbiz.de/10011806923

Day-of-the-Week Eﬀect and Spread Determinants : Some International Evidence From Equity Markets

Gkillas, Konstantinos - 2019

We investigate the day-of-the-week eﬀect in relation to bid ask spreads determinants by employing a comprehensive dataset of international equity markets from 2000 until 2015 incorporating diﬀerent market phases, such as various booms and crashes. To this end, we apply a battery of tests...

Persistent link: https://www.econbiz.de/10012864942

Day-of-the-week effect and spread determinants : some international evidence from equity markets

Gillas, Konstantinos Gkillas; Vortelinos, Dimitrios I.; … - In: International review of economics & finance : IREF 71 (2021), pp. 268-288

Persistent link: https://www.econbiz.de/10012627781

Fractional integration and volatility transmission between real estate and stock markets : novel evidence from a FIGARCH-BEKK approach

Kyriakou, Maria I.; Koulakiotis, Athanasios; Kiohos, … - In: The journal of real estate finance and economics 66 (2023) 4, pp. 939-962

Persistent link: https://www.econbiz.de/10014258997

What Does Risk-Neutral Skewness Tell Us About Future Stock Returns?

Stilger, Przemyslaw Stan - 2016

This study documents a positive relationship between the option-implied risk-neutral skewness (RNS) of individual stock returns' distribution and future realized stock returns during the period 1996-2012. A strategy that is long the quintile portfolio with the highest RNS stocks and short the...

Persistent link: https://www.econbiz.de/10013006588