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Anagnostidis, Panagiotis - 2020

Are high–frequency traders (HFTs) informed? To address this question, we examine HFTs' activity in the call auction environment, where speed-related trading is limited and signal processing capacity becomes more relevant. To model the call market, we consider the Kyle (1989) rational...

Persistent link: https://www.econbiz.de/10012853151

Are high-frequency traders informed?

Anagnostidis, Panagiotis; Fontaine, Patrice; … - In: Economic modelling 93 (2020), pp. 365-383

Persistent link: https://www.econbiz.de/10012430169

Information revelation in the Greek exchange opening call : daily and intraday evidence

Anagnostidis, Panagiotis; Kanas, Angelos; Papachristou, … - In: Journal of international financial markets, … 38 (2015), pp. 167-184

Persistent link: https://www.econbiz.de/10011475189

Liquidity commonality in order-driven trading : evidence from the Athens Stock Exchange

Anagnostidis, Panagiotis; Papachristou, George; … - In: Applied economics 48 (2016) 22/24, pp. 2007-2021

Persistent link: https://www.econbiz.de/10011590187

Stochastic behaviour of the Athens Stock Exchange : a case of institutional nonsynchronous trading

Papachristou, George - In: Applied financial economics 9 (1999) 3, pp. 239-250

Persistent link: https://www.econbiz.de/10001454467

The pricing of Greek initial public offerings : 1985 - 1995

Papachristou, George - In: Ekonomia : the journal of the Cyprus Economic Society 2 (1998) 2, pp. 186-206

Persistent link: https://www.econbiz.de/10001353609

The pricing of Greek initial public offerings : 1985 - 1995

Papachristou, George - In: Ekonomia : the journal of the Cyprus Economic Society 2 (1998) 2, pp. 186-206

Persistent link: https://www.econbiz.de/10009914057

The British gambler's fallacy

Papachristou, George - In: Applied economics 36 (2004) 18, pp. 2073-2077

Persistent link: https://www.econbiz.de/10002243887

Scale economies of lotto once more

Papachristou, George - In: Applied economics letters 16 (2009) 1/3, pp. 319-323

Persistent link: https://www.econbiz.de/10003823040

Nonlinearity in high-frequency stock returns: Evidence from the Athens Stock Exchange

Anagnostidis, Panagiotis; Emmanouilides, Christos J. - In: Physica A: Statistical Mechanics and its Applications 421 (2015) C, pp. 473-487

This study investigates empirically the presence of nonlinearities in the Athens Composite Share Price Index high-frequency returns. A preliminary analysis indicates that volatility exhibits a periodic intraday inverse J-shaped pattern, associated with the opening and closing of the market....

Persistent link: https://www.econbiz.de/10011194068