Andros Gregoriou

University of East Anglia

Professor

Norwich Research Park

Norwich, Norfolk NR4 7TJ

United Kingdom

SCHOLARLY PAPERS

13

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3,238

CITATIONS
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Top 19,607

in Total Papers Citations

34

Scholarly Papers (13)

1.

Financial Development and the Determinants of Capital Structure in Vietnam

Number of pages: 26 Posted: 07 Mar 2012
Dung Thuy Thi Nguyen, Ivan Diaz-Rainey and Andros Gregoriou
University of Otago - Department of Accountancy and Finance, University of Otago - School of Business and University of East Anglia
Downloads 1,984 (7,240)
Citation 1

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Capital structure, Financial development, Vietnam, GMM system estimator, Doi Moi, Emerging markets

2.

Trading Frequency and Asset Pricing on the London Stock Exchange: Evidence from a New Price Impact Ratio

Journal of Banking and Finance, 2011, Vol. 35, pp. 3335-3350
Number of pages: 53 Posted: 22 Jun 2010 Last Revised: 02 Oct 2012
Chris Florackis, Andros Gregoriou and Alexandros Kostakis
University of Liverpool (UK), University of East Anglia and University of Liverpool Management School
Downloads 469 (59,582)
Citation 2

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Trading Frequency, Transaction Costs, Price Impact Ratio, Asset Pricing, Illiquidity

3.

Liquidity Effects on Carbon Financial Instruments in the EU Emissions Trading Scheme: New Evidence from the Kyoto Commitment Phase

Number of pages: 30 Posted: 16 Jul 2011 Last Revised: 12 Jan 2014
Gbenga Ibikunle, Andros Gregoriou and Naresh Pandit
University of Edinburgh, University of East Anglia and University of East Anglia (UEA) - Norwich Business School
Downloads 191 (157,352)
Citation 4

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European Union Emissions Trading Scheme, Greenhouse Gas Emissions, Liquidity, Climate Change

4.

Trading Costs for Futures in the European Union Emissions Trading Scheme

Number of pages: 25 Posted: 01 Jul 2009
Andros Gregoriou and Jerome Healy
University of East Anglia and University of East Anglia
Downloads 161 (182,954)
Citation 1

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Emissions trading, Liquidity, Transaction costs, Futures prices

5.

Price Discovery and Trading after Hours: New Evidence from the World’s Largest Carbon Exchange

International Journal of the Economics of Business, Forthcoming
Number of pages: 47 Posted: 02 Nov 2011 Last Revised: 17 Jan 2016
Gbenga Ibikunle, Andros Gregoriou and Naresh Pandit
University of Edinburgh, University of East Anglia and University of East Anglia (UEA) - Norwich Business School
Downloads 145 (199,700)
Citation 3

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price discovery, information asymmetry, transaction costs, informational efficiency, carbon trading, climate change policy and regulation, EU-ETS

6.

A New Solution to the Purchasing Power Parity Puzzles: Risk-Aversion, Exchange Rate Uncertainty and the Law of One Price

Number of pages: 31 Posted: 12 Feb 2009
University of Piraeus, University of East Anglia and Cardiff University - Cardiff Business School
Downloads 111 (245,046)

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Law of one price, purchasing power parity, risk aversion, exchange rate uncertainty

7.

Price Impact of Block Trades: The Curious Case of Downstairs Trading in the EU Emissions Futures Market

The European Journal of Finance, Forthcoming
Number of pages: 41 Posted: 02 Nov 2011 Last Revised: 14 Mar 2016
Gbenga Ibikunle, Andros Gregoriou and Naresh Pandit
University of Edinburgh, University of East Anglia and University of East Anglia (UEA) - Norwich Business School
Downloads 97 (268,719)
Citation 1

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Carbon futures, Block trades, Price impact, European Climate Exchange, European Union Emissions Trading Scheme (EU-ETS), Determinants, Liquidity

8.

Can Market Frictions Really Explain the Price Impact Asymmetry of Block Trades? Evidence from the Saudi Stock Market

Number of pages: 18 Posted: 19 Jan 2010
Ahmed A. Alzahrani and Andros Gregoriou
Brunel University London and University of East Anglia
Downloads 51 (382,606)
Citation 1

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Saudi Stock Market, Bid-Ask Spreads, Block Trades, Intraday Data

9.

The Influence of Banking Centralisation on Depositors: Regional Heterogeneities in the Transmission of Monetary Policy

Bangor Business School Research Paper No. 12/0005
Number of pages: 50 Posted: 06 Mar 2012
John Kevin Ashton and Andros Gregoriou
Bangor Business School and University of East Anglia
Downloads 26 (484,765)

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Interest rate transmission, Market definition, Bank Branching

10.

‘Family’ Ownership, Tunnelling and Earnings Management: A Review of the Literature

Journal of Economic Surveys, Vol. 24, Issue 4, pp. 705-730, September 2010
Number of pages: 26 Posted: 17 Aug 2010
Sumon Kumar Bhaumik and Andros Gregoriou
Aston University and University of East Anglia
Downloads 3 (625,569)
Citation 3
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11.

International Emissions Trading: A Survey of Phases of the European Union Emissions Trading Scheme

Posted: 02 Nov 2011 Last Revised: 25 May 2012
Gbenga Ibikunle and Andros Gregoriou
University of Edinburgh and University of East Anglia

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Cap and Trade; Emissions Trading; European Union Emissions Trading Scheme (EU-ETS); Kyoto Protocol

12.

Heterogeneous Time Varying Transaction Costs and Asset Pricing in International Equity Markets

Financial Markets and Portfolio Management, Vol. 23, No. 3, pp. 271-283, 2009
Posted: 19 Jun 2010
Andros Gregoriou, Christos Ioannidis and Sugata Ghosh
University of East Anglia, University of Bath-Department of Economics and Brunel University London - Economics and Finance

Abstract:

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Asset pricing, Bid-ask spreads, Heterogeneity, GMM

13.

Monetary Policy Shocks and Stock Returns: Evidence from the British Market

Financial Markets and Portfolio Management, Vol. 23, No. 4, pp. 401-410, 2009
Posted: 19 Jun 2010
University of East Anglia, University of Glasgow - Department of Economics, University of Strathclyde in Glasgow - Department of Economics and University of Stirling - Department of Economics

Abstract:

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Asset prices, Monetary policy, Panel data