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The US housing market : asset pricing forecasts using time varying coefficients
Guirguis, Hany; Giannikos, Christos; Anderson, Randy I. - In: The journal of real estate finance and economics 30 (2005) 1, pp. 33-53
Persistent link: https://www.econbiz.de/10002694049
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The 2008 financial crisis and the dynamics of price discovery among stock prices, CDS spreads, and bond spreads for US financial firms
Giannikos, Christos; Guirguis, Hany; Suen, Michael - In: The journal of derivatives : the official publication … 21 (2013) 1, pp. 27-48
Persistent link: https://www.econbiz.de/10010191936
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The 2008 Financial Crisis and the Dynamics of Price Discovery Among Stock Prices, CDS Spreads, and Bond Spreads for US Financial Firms
Giannikos, Christos - 2019
This paper examines the dynamics of price discovery among three informationally connected markets: the stock market, the bond market, and the CDS market. The recent financial crisis in the US has provided a perfect natural experiment to study the impact of stress on price discovery. We study...
Persistent link: https://www.econbiz.de/10012905518
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Pattern of short-term volatility accentuation within the trading day : an investigation of the U.S. and European equity markets
Ozenbas, Deniz - In: International business and economics research journal 5 (2006) 2, pp. 11-24
Persistent link: https://www.econbiz.de/10003319582
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Day of the week effects in intra-day volatility patterns of equity markets : a study of US and European stock markets
Ozenbas, Deniz - In: International business and economics research journal 5 (2006) 6, pp. 45-57
Persistent link: https://www.econbiz.de/10003376203
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Accentuated intraday stock price volatility : what is the cause?
Ozenbas, Deniz; Pagano, Michael S.; Schwartz, Robert A. - In: The journal of portfolio management : a publication of … 36 (2009/10) 3, pp. 45-55
Persistent link: https://www.econbiz.de/10003980024
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Intra-day price volatility : a reflection of trading friction
Ozenbas, Deniz - 2002
Persistent link: https://www.econbiz.de/10003777049
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Asymmetries in the liquidity effect of money supply innovations
Guirguis, Hany - 1994
Persistent link: https://www.econbiz.de/10000916059
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The post-offering performance of IPOs in the health care industry
Guirguis, Hany; Onochie, Joseph I.; Rosen, Harry - In: Journal of economics and finance 25 (2001) 2, pp. 194-205
Persistent link: https://www.econbiz.de/10001619002
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Properly estimating the liquidity effect : why accounting for stationarity and outliers is important
Guirguis, Hany - In: Journal of economics & business 51 (1999) 4, pp. 303-314
Persistent link: https://www.econbiz.de/10001418148