Gregory Koutmos

Fairfield University - Charles F. Dolan School of Business

Dolan School of Business

N. Benson Road

Fairfield, CT 06824

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 31,540

SSRN RANKINGS

Top 31,540

in Total Papers Downloads

1,604

SSRN CITATIONS
Rank 36,321

SSRN RANKINGS

Top 36,321

in Total Papers Citations

4

CROSSREF CITATIONS

15

Scholarly Papers (9)

1.

Exchange Rate Exposure: Evidence from Finnish Stock Returns

Number of pages: 14 Posted: 27 Jun 2003
Gregory Koutmos and Johan Knif
Fairfield University - Charles F. Dolan School of Business and Hanken School of Economics
Downloads 469 (66,131)
Citation 2

Abstract:

Loading...

2.

Testing for Feedback Trading in Index Futures: A Dynamic CAPM Approach

Number of pages: 21 Posted: 20 Jun 2002
Gregory Koutmos
Fairfield University - Charles F. Dolan School of Business
Downloads 458 (68,073)
Citation 4

Abstract:

Loading...

3.

Momentum Trading: Evidence from Futures Markets

Number of pages: 20 Posted: 07 Aug 2008
Antonios Antoniou and Gregory Koutmos
Wealth Associates and Fairfield University - Charles F. Dolan School of Business
Downloads 384 (83,892)

Abstract:

Loading...

4.

Modeling Common Volatility and Dynamic Risk Premia in European Equity Markets

Number of pages: 19 Posted: 20 Jun 2002
Gregory Koutmos, Johan Knif and George C. Philippatos
Fairfield University - Charles F. Dolan School of Business, Hanken School of Economics and University of Tennessee, Knoxville - College of Business Administration
Downloads 269 (124,174)
Citation 1

Abstract:

Loading...

Factor-GARCH, European markets, dynamic risk premia, common volatility

5.

Estimating Systematic Risk Using Time Varying Distributions

Number of pages: 15 Posted: 24 Apr 2002
Gregory Koutmos and Johan Knif
Fairfield University - Charles F. Dolan School of Business and Hanken School of Economics
Downloads 14 (605,679)
Citation 1
  • Add to Cart

Abstract:

Loading...

6.

Risk Dynamics Around Restatement Announcements

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 61 Posted: 27 Jan 2020
Katsiaryna Bardos, Brandon N. Cline and Gregory Koutmos
Fairfield University, Mississippi State University and Fairfield University - Charles F. Dolan School of Business
Downloads 10 (633,280)

Abstract:

Loading...

7.

Asymmetric Exchange Rate Exposure: Theory and Evidence

Posted: 17 Jul 2003
Gregory Koutmos and Anna D. Martin
Fairfield University - Charles F. Dolan School of Business and Fairfield University - Charles F. Dolan School of Business

Abstract:

Loading...

Exchange rate exposure, asymmetric exposure, conditional heteroskedasticity

8.

First and Second Moment Exchange Rate Exposure: Evidence from U.S. Stock Returns

Posted: 23 Jun 2003
Gregory Koutmos and Anna D. Martin
Fairfield University - Charles F. Dolan School of Business and Fairfield University - Charles F. Dolan School of Business

Abstract:

Loading...

9.

Hedging Gnma Mortgage-Backed Securities with T-Note Futures: Dynamic Versus Static Hedging

Posted: 17 Aug 1999
Gregory Koutmos and Andreas Pericli
Fairfield University - Charles F. Dolan School of Business and ALM & Fixed Income Research

Abstract:

Loading...