.
Markellos, Raphael N.'s
Scholarly Papers
Click on the title of any column to sort the table by that
column.
Aggregate Statistics
Total Downloads
3,769
Total
Citations
15
1.
Symeonidis, Lazaros University of Reading - ICMA Centre
Daskalakis, George Norwich Business School - University of East Anglia
Markellos, Raphael N. University of East Anglia (UEA) - Norwich Business School
Posted:
13 Oct 08
Last Revised:
26 Jan 11
Stock market anomalies, Volatility, Sunshine effect, SAD effect, Behavioral Finance
2.
Daskalakis, George Norwich Business School - University of East Anglia
Markellos, Raphael N. University of East Anglia (UEA) - Norwich Business School
Posted:
28 Jan 08
Last Revised:
16 Sep 09
482
(26,740)
11
Electricity, Risk Premium, Emission Allowances
3.
Kourtis, Apostolos University of East Anglia - Norwich Business School
Dotsis, George Essex Finance Centre, Essex Business School,University of Essex -
Markellos, Raphael N. University of East Anglia (UEA) - Norwich Business School
Posted:
16 Feb 09
Last Revised:
10 Sep 12
414
(32,658)
1
Portfolio Choice, Inverse Covariance Matrix, Parameter Uncertainty, Shrinkage
4.
Dotsis, George Essex Finance Centre, Essex Business School,University of Essex -
Makropoulou, Vasiliki Athens University of Economics and Business - Department of Management Science
Markellos, Raphael N. University of East Anglia (UEA) - Norwich Business School
Posted:
10 Oct 06
Last Revised:
03 Dec 08
380
(36,300)
Real Options, Estimation Risk, Investment Evaluation, Uncertainty Aversion
5.
Dotsis, George Essex Finance Centre, Essex Business School,University of Essex -
Markellos, Raphael N. University of East Anglia (UEA) - Norwich Business School
Mills, Terence C. Loughborough University - Department of Economics
Posted:
04 Nov 08
Last Revised:
03 Dec 08
283
(51,573)
6.
Fotaki, Maria Athens University of Economics and Business
Markellos, Raphael N. University of East Anglia (UEA) - Norwich Business School
Mania, Maria Athens University of Economics and Business
Posted:
10 Jan 09
Last Revised:
14 Jun 09
276
(53,053)
1
Human resources turnover, Asset acquisition and divesture, Football industry, Event study
7.
Mills, Terence C. Loughborough University - Department of Economics
Markellos, Raphael N. University of East Anglia (UEA) - Norwich Business School
250
(59,239)
Nonlinear Time Series, Finance
8.
Markellos, Raphael N. University of East Anglia (UEA) - Norwich Business School
Psychoyios, Dimitris University of Piraeus - Department of Industrial Management
Posted:
08 Apr 10
Last Revised:
18 Sep 12
227
(65,643)
interest rate volatility, treasury options, volatility risk premium, volatility index, option pricing
9.
Kourtis, Apostolos University of East Anglia - Norwich Business School
Markellos, Raphael N. University of East Anglia (UEA) - Norwich Business School
Psychoyios, Dimitris University of Piraeus - Department of Industrial Management
Posted:
09 Nov 10
Last Revised:
10 Sep 12
218
(68,475)
Fine Wine, International Diversification, Derivatives, Option Pricing
10.
Markellos, Raphael N. University of East Anglia (UEA) - Norwich Business School
207
(72,226)
Nonlinear cointegration, Attractors, Lyapunov stability theory, Gilt-equity ratio
11.
Andrikopoulos, Thanos Athens University of Economics and Business
Markellos, Raphael N. University of East Anglia (UEA) - Norwich Business School
90
(145,158)
Interacting markets, Automobiles, Differential Games, Leasing, Valuation
12.
Markellos, Raphael N. University of East Anglia (UEA) - Norwich Business School
Psychoyios, Dimitris University of Piraeus - Department of Industrial Management
Schneider, Friedrich University of Linz - Department of Economics
Posted:
06 Mar 11
Last Revised:
22 Apr 13
88
(147,268)
Informal Sector, Credit Ratings, Sovereign Debt
13.
Makropoulou, Vasiliki Athens University of Economics and Business - Department of Management Science
Dotsis, George Essex Finance Centre, Essex Business School,University of Essex -
Markellos, Raphael N. University of East Anglia (UEA) - Norwich Business School
70
(169,323)
Q28, L51, H23
14.
Makropoulou, Vasiliki Athens University of Economics and Business - Department of Management Science
Markellos, Raphael N. University of East Anglia (UEA) - Norwich Business School
1
(343,238)
2
15.
Dotsis, George Essex Finance Centre, Essex Business School,University of Essex -
Markellos, Raphael N. University of East Anglia (UEA) - Norwich Business School
GARCH, European Options, Maximum Likelihood, Bias Reduction, Jackknife
Records 1 -
15
of 15 matches
[
1
]
.
Markellos, Raphael N.'s
Other Papers
Note: the statistics on these "Other Papers" are not used
in determining an Author's rank.
Click on the title of any column to sort the table by
that column.
Aggregate Statistics
Total Downloads
253
Total
Citations
0
1.
Dotsis, George Essex Finance Centre, Essex Business School,University of Essex -
Markellos, Raphael N. University of East Anglia (UEA) - Norwich Business School
Posted:
08 Feb 05
Last Revised:
02 Nov 08
253
Option Pricing, Bootstrapping, Asymptotic Theory, Estimation Risk, American Options
Records 1 -
1
of 1 matches
[
1
]
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo8 in 0.312 seconds