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Samitas, Aristeidis's
Scholarly Papers
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Total
Downloads
3,442 |
Total
Citations
8 |
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1.
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Kenourgios, Dimitris
University of Athens - Faculty of Economics Samitas, Aristeidis
University of the Aegean Drosos, Panagiotis
University of Sheffield - Department of Economics
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13 Jan 06
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Last Revised:
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12 Jun 08
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1,197
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Hedging effectiveness, minimum variance hedge ratio, hedging models, Standard & Poor's 500 stock index futures
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2.
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Samitas, Aristeidis
University of the Aegean Kenourgios, Dimitris
University of Athens - Faculty of Economics
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05 Sep 07
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Last Revised:
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09 Dec 07
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553
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Corporate restructuring, mergers and acquisitions, tramp shipping firms, stock returns, event study, bootstrap
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3.
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Kenourgios, Dimitris
University of Athens - Faculty of Economics Samitas, Aristeidis
University of the Aegean
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486
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Copper Futures Market, Market Efficiency, Unbiasedness Hypothesis, London Metal Exchange
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4.
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Kenourgios, Dimitris
University of Athens - Faculty of Economics Samitas, Aristeidis
University of the Aegean Paltalidis, Nikos
University of Piraeus
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407
(33,697)
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Financial crises, stock market contagion, BRICs, multivariate regime-switching copula, AG-DCC model
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5.
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Entrepreneurship, Small and Medium Size Business Markets and European Economic Integration
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Samitas, Aristeidis
University of the Aegean Kenourgios, Dimitris
University of Athens - Faculty of Economics
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Posted:
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15 Dec 05
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Last Revised:
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09 Nov 09
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264
(56,372)
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Samitas, Aristeidis
University of the Aegean Kenourgios, Dimitris
University of Athens - Faculty of Economics
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0
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Experimental/primary research, Finance gap, Financing, Stock markets, Econometrics
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Samitas, Aristeidis
University of the Aegean Kenourgios, Dimitris
University of Athens - Faculty of Economics
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264
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2
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Small-medium business equity markets, Gap financing, Cointegration, Policy actions
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6.
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Vasilakis, Chrysovalantis
Catholic University of Louvain (UCL) - Department of Economics Samitas, Aristeidis
University of the Aegean
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06 Mar 11
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Last Revised:
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07 Mar 11
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191
(79,074)
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GJR-GARCH Models, Liquidity, Volume, Dividend Yields, Earnings, Excess Returns
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7.
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Samitas, Aristeidis
University of the Aegean Kenourgios, Dimitris
University of Athens - Faculty of Economics
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188
(80,345)
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2
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Stock returns, macroeconomic factors, present value model, Central-Eastern ("new") stock markets, "Old" European stock markets, USA
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8.
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Samitas, Aristeidis
University of the Aegean Kenourgios, Dimitris
University of Athens - Faculty of Economics Paltalidis, Nikos
University of Piraeus
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156
(95,569)
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Equity Markets Integration, Portfolio diversification, Balkans region, International stock markets
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9.
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Samitas, Aristeidis
University of the Aegean Tsakalos, Ioannis
University of the Aegean
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13 Oct 12
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28 Mar 13
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Greek Crisis, Eurozone, Financial Contagion, Copula, A-DCC Model
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10.
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Asteriou, Dimitrios
Hellenic Open University Samitas, Aristeidis
University of the Aegean Kenourgios, Dimitris
University of Athens - Faculty of Economics
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14 Mar 12
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Last Revised:
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15 Jun 13
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The London 2012 Olympic Games, London Stock Exchange, GARCH and TARCH models, Event Study Analysis
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11.
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Kenourgios, Dimitris
University of Athens - Faculty of Economics Samitas, Aristeidis
University of the Aegean Konstantopoulos, Nick
University of the Aegean
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Corporate Governance, Public Enterprises, Privatization
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12.
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Samitas, Aristeidis
University of the Aegean Kenourgios, Dimitris
University of Athens - Faculty of Economics
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Stock returns, macroeconomic policy, present value model, Central-Eastern stock markets
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13.
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Evaluating Currency Crises: A Multivariate Markov Regime Switching Approach
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Versions (1)
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Mouratidis, Kostas
The Sheffield University - Department of Economics Kenourgios, Dimitris
University of Athens - Faculty of Economics Samitas, Aristeidis
University of the Aegean Vougas, Dimitrios
University of Wales System - Department of Economics
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Posted:
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21 Oct 10
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Last Revised:
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09 Feb 11
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1
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Mouratidis, Kostas
The Sheffield University - Department of Economics Kenourgios, Dimitris
University of Athens - Faculty of Economics Samitas, Aristeidis
University of the Aegean Vougas, Dimitrios
University of Wales System - Department of Economics
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21 Oct 10
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Last Revised:
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09 Feb 11
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0
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Currency crises, Sunspots, Multivariate Markov Switching, Evaluating forecasts
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14.
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Kenourgios, Dimitris
University of Athens - Faculty of Economics Samitas, Aristeidis
University of the Aegean Paltalidis, Nikos
University of Piraeus
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17 Oct 10
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Last Revised:
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09 Feb 11
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Financial Crises, Contagion, Multivariate Regime-Switching Copula, AG-DCC Model
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15.
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Samitas, Aristeidis
University of the Aegean Kenourgios, Dimitris
University of Athens - Faculty of Economics Tsakalos, Ioannis
University of the Aegean
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23 Jan 10
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Last Revised:
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04 Jun 11
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Corporate governance, Cumulative abnormal returns; Athens Stock Exchange, Event study analysis, Bootstrap methodology
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16.
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Samitas, Aristeidis
University of the Aegean Tsakalos, Ioannis
University of the Aegean
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22 Jan 10
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Last Revised:
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28 Mar 13
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Hedging effectiveness, Financial Crisis, Risk Management, Bunker Derivatives, Freight Forward Agreements, Vessel Value Derivatives, Shipping
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17.
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Samitas, Aristeidis
University of the Aegean Tsakalos, Ioannis
University of the Aegean Eriotis, Nikolaos
University of Athens
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21 Jan 10
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Last Revised:
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29 Jan 13
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Energy, Tobin’s Q, Hedging Effectiveness, Financial Crisis
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18.
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Kenourgios, Dimitris
University of Athens - Faculty of Economics Samitas, Aristeidis
University of the Aegean
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Balkan stock markets, asymmetric mean reversion, overreaction, momentum strategy
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19.
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Kenourgios, Dimitris
University of Athens - Faculty of Economics Samitas, Aristeidis
University of the Aegean Christodoulou, Andreas
affiliation not provided to SSRN
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Market efficiency, cointegration analysis, spot and forward exchange rates
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20.
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Kenourgios, Dimitris
University of Athens - Faculty of Economics Samitas, Aristeidis
University of the Aegean
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Financial development, Economic growth, Transition economies, Cointegration, Poland
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21.
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Kenourgios, Dimitris
University of Athens - Faculty of Economics Samitas, Aristeidis
University of the Aegean
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Markov switching, Volatility regimes, Equity market integration, Balkan stock markets
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22.
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Samitas, Aristeidis
University of the Aegean Kenourgios, Dimitris
University of Athens - Faculty of Economics Tsakalos, Ioannis
University of the Aegean
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04 Jul 08
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Last Revised:
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25 Nov 12
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Mergers and Acquisitions, World Energy Market, Event Study Analysis
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23.
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Kenourgios, Dimitris
University of Athens - Faculty of Economics Samitas, Aristeidis
University of the Aegean
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15 May 08
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Last Revised:
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03 Apr 11
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Emerging Balkan stock markets, Cointegration, Regime switching, Dynamic conditional correlations
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24.
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Samitas, Aristeidis
University of the Aegean Kenourgios, Dimitris
University of Athens - Faculty of Economics Zounis, Peter
Panteion University of Athens - Panteion University of Political and Social Sciences
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13 May 08
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Last Revised:
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27 Oct 08
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Athens Olympic Games 2004, sponsoring firms, event study analysis, bootstrap methodology
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25.
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Kenourgios, Dimitris
University of Athens - Faculty of Economics Samitas, Aristeidis
University of the Aegean Paltalidis, Nikos
University of Piraeus
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06 Sep 07
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Last Revised:
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31 May 09
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European financial markets, Time-varying financial dependence, Structural breaks, Dynamic conditional correlations
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26.
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The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Kenourgios, Dimitris
University of Athens - Faculty of Economics Samitas, Aristeidis
University of the Aegean
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Posted:
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22 Feb 06
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Last Revised:
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07 Jul 08
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Kenourgios, Dimitris
University of Athens - Faculty of Economics Samitas, Aristeidis
University of the Aegean
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28 Jun 07
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Last Revised:
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07 Jul 08
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0
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Day of the week effect, mean stock returns, volatility, GARCH, Athens Stock Exchange
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Kenourgios, Dimitris
University of Athens - Faculty of Economics Samitas, Aristeidis
University of the Aegean
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Day of the week effect, mean stock returns, volatility, GARCH
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27.
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Samitas, Aristeidis
University of the Aegean Kenourgios, Dimitris
University of Athens - Faculty of Economics
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Tourism, Financial results, Event study analysis
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28.
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Samitas, Aristeidis
University of the Aegean Kenourgios, Dimitris
University of Athens - Faculty of Economics Konstantopoulos, Nick
University of the Aegean
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Small business capital markets, entrepreneurship, cointegration, causality
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