Dimitris Margaritis

University of Auckland Business School

12 Grafton Rd

Private Bag 92019

Auckland, 1010

New Zealand

  • University of Auckland Business School

SCHOLARLY PAPERS

12

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695

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4

CROSSREF CITATIONS

11

Scholarly Papers (12)

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1.

Liquidity Patterns in the U.S. Corporate Bond Market

28th Australasian Finance and Banking Conference
Number of pages: 36 Posted: 20 Aug 2015 Last Revised: 21 Apr 2018
Stephanie Heck, Dimitris Margaritis and Aline Muller
HEC-Management School of the University of Liège, University of Auckland Business School and HEC Management School University of Liège
Downloads 400 (114,635)
Citation 1

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Idiosyncratic liquidity, Liquidity commonality, Yield spreads

2.

Monetary Policy Rules in Practice: Evidence from New Zealand

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Citation 12

Monetary Policy Rules in Practice: Evidence from New Zealand

Multinational Finance Journal, Vol. 5, No. 3, p. 175-200, 2001
Number of pages: 26 Posted: 08 Jul 2015
Angela Huang, Dimitris Margaritis and David G. Mayes
Bank of Finland - Research, University of Auckland Business School and University of Auckland Business School (Deceased)
Downloads 21 (793,954)

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central banks; inflation-targeting; monetary policy rules

3.

Stock Market Volatility and Equity Returns: Evidence from a Two-State Markov-Switching Model with Regressors

Journal of Empirical Finance, Forthcoming
Number of pages: 14 Posted: 28 Apr 2015
Liu Xinyi, Dimitris Margaritis and Peiming Wang
China Investment Corporation (CIC), University of Auckland Business School and Auckland University of Technology - Department of Finance
Downloads 237 (198,864)
Citation 3

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Markov switching, Mixture of normals, Price range, Trading volume, Volatility clustering

4.

The Effect of the PSI in the Relationship between Sovereign and Bank Credit Risk Evidence from the Euro Area

Multinational Finance Journal, 2019, vol. 23, no. 3/4
Number of pages: 62 Posted: 01 Mar 2020
Michalis-Panayiotis Papafilis, Maria Psillaki and Dimitris Margaritis
University of Piraeus, University of Piraeus and University of Auckland Business School
Downloads 31 (694,921)

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CDS spreads, PSI, sovereign/bank credit risk, contagion, nonlinear causality

5.

Dynamics of Retail Petrol Price: Evidence from Australia's Cities

Number of pages: 32 Posted: 20 Nov 2022
Ming-Hua Liu, Dimitris Margaritis and Yang Zhang
University of Macau, University of Auckland Business School and University of Macau
Downloads 6 (901,022)

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Retail Petrol Pricing, Terminal Gate Price, Asymmetric Adjustment, Dynamic Heterogeneous Panels

6.

Mutual Fund Flows and Seasonalities in Stock Returns

Journal of Banking & Finance, 144, 106623. DOI: 10.1016/j.jbankfin.2022.106623., The University of Auckland Business School Research Paper Series
Posted: 29 Sep 2022
Moritz Wagner, John B. Lee and Dimitris Margaritis
University of Canterbury, University of Auckland Business School and University of Auckland Business School

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Mutual funds, Fund flows, Return seasonality, Price pressure, Feedback trading

7.

Oil Prices and Stock Markets During the 2014–16 Oil Price Slump: Asymmetries and Speed of Adjustment in GCC and Oil-Importing Countries

The University of Auckland Business School Research Paper Series, Forthcoming, Emerging Markets Finance and Trade, 56(15), 3678-3708. https://doi-org.ezproxy.auckland.ac.nz/10.1080/1540496X.2019.1570497, 2019
Posted: 10 Feb 2022
Anjum Siddiqui, Haider Mahmood and Dimitris Margaritis
Sulaiman Al Rajhi Colleges - Department of Finance and Risk Management, Prince Sattam bin Abdulaziz University and University of Auckland Business School

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industry effects, nonlinear autoregressive distributed lag model (NARDL), oil price shocks, stock markets

8.

The Global Financial Crisis and the Export-Led Economic Growth in China

The University of Auckland Business School Research Paper Series, Forthcoming, The Chinese Economy, 52(3), 232-248. https://doi.org/10.1080/10971475.2018.1548144, 2018
Posted: 10 Feb 2022
Ming‐Hua Liu, Dimitris Margaritis and Yang Zhang
University of Macau, University of Auckland Business School and University of Macau

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exports, China, economic growth, global financial crisis, ARDL

9.

A Benefit-Of-The-Doubt Model with Reverse Indicators

The University of Auckland Business School Research Paper Series, Forthcoming, European Journal of Operational Research, 278(2), 394-400. https://doi.org/10.1016/j.ejor.2019.02.009, 2019
Posted: 10 Feb 2022
Rolf Färe, Giannis Karagiannis, Maryam Hasannasab and Dimitris Margaritis
Oregon State University - Department of Economics, University of Macedonia, University of Auckland Business School and University of Auckland Business School

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Data envelopment analysis, Benefit-of-the-doubt, Diet problem, Health index

10.

Generalised Weak Disposability and Efficiency Measurement in Environmental Technologies

European Journal of Operational Research, 266(3), 1000-1012. https://doi.org/10.1016/j.ejor.2017.10.033, The University of Auckland Business School Research Paper Series
Posted: 10 Feb 2022
Israfil Roshdi, Maryam Hasannasab, Dimitris Margaritis and Paul Rouse
Islamic Azad University (IAU) - Damghan Branch, University of Auckland Business School, University of Auckland Business School and University of Auckland Business School

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Data envelopment analysis, Environmental technologies, Generalised weak disposability, Efficiency measurement, Directional hyperbolic distance function

11.

The Financial Crisis and the Shadow Price of Bank Capital

Annals of Operations Research, 282(1), 131-154. https://doi.org/10.1007/s10479-018-2886-z, The University of Auckland Business School Research Paper Series
Posted: 10 Feb 2022
Maryam Hasannasab, Dimitris Margaritis and Christos Staikouras
University of Auckland Business School, University of Auckland Business School and Athens University of Business and Economics

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Bank efficiency, Directional distance function, Risk, Shadow prices, US banks

12.

Hyperbolic Efficiency Measurement: A Conic Programming Approach

European Journal of Operational Research, 278(2), 401-409. https://doi.org/10.1016/j.ejor.2018.12.005, The University of Auckland Business School Research Paper Series
Posted: 28 Jan 2022
Maryam Hasannasab, Dimitris Margaritis, Israfil Roshdi and Paul Rouse
University of Auckland Business School, University of Auckland Business School, Islamic Azad University (IAU) - Damghan Branch and University of Auckland Business School

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Data envelopment analysis, Hyperbolic distance function, Conic optimization, Duality, Shadow prices