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Time Varying Beta Risk for the Stocks of the Athens Stock Exchange : A Multivariate Approach

Volis, Argyrios - 2003

This paper constitutes a different approach concerning the time varying risk premium for the stocks traded on the Athens Stock Exchange. The research methodology utilises two well known empirical findings; the time varying beta risk (eg. Merton (1973), Ng (1991), Fama, French (1988)), and the...

Persistent link: https://www.econbiz.de/10012739756

The impact of stock incremental information on the volatility of the Athens stock exchange

Diamandis, Panayotis F.; Drakos, Anastassios A.; Volis, … - In: Applied financial economics 17 (2007) 4/6, pp. 413-424

Persistent link: https://www.econbiz.de/10003446057

Evidence of heteroscedasticity and mis-specification issues in the market model : results from the Athens Stock Exchange

Karathanassis, George A. - In: Applied economics 25 (1993) 11, pp. 1423-1438

Persistent link: https://www.econbiz.de/10001151069

The use of error components models in business finance : a review article and an application

Karathanassis, George A.; Philippas, N. - In: Spudai / University of Piraeus : journal of economics … 43 (1993) 2, pp. 95-110

Persistent link: https://www.econbiz.de/10001165020

Estimation of bank stock price parameters and the variance components model

Karathanassis, George A.; Philippas, N. - In: Applied economics 20 (1988) 4, pp. 497-507

Persistent link: https://www.econbiz.de/10001047130

Determinants of the equity rate of return : a cross sectional analysis

Karathanassis, George A. - In: Spudai / University of Piraeus : journal of economics … 34 (1984) 2, pp. 217-222

Persistent link: https://www.econbiz.de/10001051336

Cross-sectional estimation of stock returns in small markets : the case of the Athens Stock Exchange

Leledakis, George; Davidson, Ian; Karathanassis, George A. - In: Applied financial economics 13 (2003) 6, pp. 413-426

Persistent link: https://www.econbiz.de/10001770756

Athens stock market : recent developments and future prospects

Karathanassis, George A. - In: Rivista internazionale di scienze economiche e … 38 (1991) 10, pp. 993-1001

Persistent link: https://www.econbiz.de/10001120681

The EMU integration structure and the spillover dynamics towards the IAS harmonization

Karathanassis, George A.; Sogiakas, V. I.; Spiliotis, … - In: Journal of economic integration 26 (2011) 3, pp. 433-462

Persistent link: https://www.econbiz.de/10009301238

Traditional versus clean-surplus valuation models : evidence from UK stocks

Spilioti, Stella N.; Karathanassis, George A. - In: The journal of investing 19 (2010) 4, pp. 84-93

Persistent link: https://www.econbiz.de/10009309144