Evangelia Papanagiotou

European Commission - Joint Research Centre

Brussels, B-1049

Belgium

SCHOLARLY PAPERS

2

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116

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (2)

1.

Benchmarking Liquidity Proxies: Accounting for Dynamics and Frequency Issues

Number of pages: 46 Posted: 06 Feb 2015
Sven Langedijk, George Monokroussos and Evangelia Papanagiotou
European Union - European Commission, Joint Research Centre, Italy and European Commission - Joint Research Centre
Downloads 114 (241,821)
Citation 2

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Liquidity, Market Microstructure, High-Frequency Data, Sovereign Bonds, MIDAS, Coherence.

2.

On the Use of the Moving Average Trading Rule to Test for Weak Form Efficiency in Capital Markets

Economic Notes, Vol. 37, Issue 2, pp. 181-201, July 2008
Number of pages: 21 Posted: 02 Dec 2008
Alexandros E. Milionis and Evangelia Papanagiotou
affiliation not provided to SSRN and European Commission - Joint Research Centre
Downloads 2 (639,563)
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