Gregory Koutmos

Fairfield University - Charles F. Dolan School of Business

Dolan School of Business

N. Benson Road

Fairfield, CT 06824

United States

  • Fairfield University - Charles F. Dolan School of Business

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SCHOLARLY PAPERS

7

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1,828

TOTAL CITATIONS

8

Scholarly Papers (7)

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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 520 (117,525)
Citation 2

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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 502 (122,606)
Citation 5

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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 444 (142,137)

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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 312 (210,541)
Citation 1

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

5.

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 50 (850,337)

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6.

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

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Exchange rate exposure, asymmetric exposure, conditional heteroskedasticity

7.

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

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