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Testing dominant theories and assumptions in behavioral finance

Alghalith, Moawia; Floros, Christos; Dukharan, Marla - In: Journal of risk finance : the convergence of financial … 13 (2012) 3, pp. 262-268

Persistent link: https://www.econbiz.de/10009570575

Evaluating value-at-risk models before and after the financial crisis of 2008 : international evidence

Degiannakis, Stavros; Floros, Christos; Livada, Alexandra - In: Managerial finance 38 (2012) 4, pp. 436-452

Persistent link: https://www.econbiz.de/10009530921

Return dispersion, stock market liquidity and aggregate economic activity

Degiannakis, Stavros; Andrikopulos, Andreas A.; … - 2013

Persistent link: https://www.econbiz.de/10011280341

Intra-day realized volatility for European and USA Stock indices

Degiannakis, Stavros; Floros, Christos - In: Global finance journal 29 (2016), pp. 24-41

Persistent link: https://www.econbiz.de/10011714562

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

Dynamic spillover effects in futures markets : UK and US evidence

Antonakakis, Nikolaos; Floros, Christos; Kizys, Renatas - In: International review of financial analysis 48 (2016), pp. 406-418

Persistent link: https://www.econbiz.de/10011624538

Intra-Day Realized Volatility for European and USA Stock Indices

Degiannakis, Stavros Antonios - 2019

The paper constructs measures of intra-day realized volatility for 17 European and USA stock indices. We utilize a model-free de-noising method by assembling the realized volatility in sampling frequency selected according to the volatility signature plot which minimizes the micro-structure...

Persistent link: https://www.econbiz.de/10012897936

Layoffs and stock market performance during the COVID-19 pandemic : evidence from the US

Floros, Christos; Psillaki, Maria; Karpouzis, Efstathios - In: Journal of economic studies 50 (2023) 2, pp. 96-108

Persistent link: https://www.econbiz.de/10014226462

Price linkages between the US, Japan and UK stock markets

Floros, Christos - In: Financial markets and portfolio management 19 (2005) 2, pp. 169-178

Persistent link: https://www.econbiz.de/10003219519

Testing for cointegration and Granger causality between the US and European financial markets

Floros, Christos - In: European review of economics and finance 4 (2005) 2, pp. 27-41

Persistent link: https://www.econbiz.de/10003307139