Author Page for Spyros I. Spyrou

Are Contrarian Investment Strategies Profitable in the London Stock Exchange? Where Do These Profits Come from?

Number of pages: 57 Posted: 19 Apr 2003

Antonios Antoniou, Emilios C. Galariotis and Spyros I. Spyrou

Wealth Associates, School of Production Engineering and Management and Athens University of Economics and Business - Department of Accounting and Finance

Downloads 1,133 (41,693)

Citation 2

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2.

Does Time Variation in Systematic Risk Affect the Profitability of Contrarian Investment Strategies?

Number of pages: 34 Posted: 20 Jun 2002

Antonios Antoniou, Emilios C. Galariotis and Spyros I. Spyrou

Wealth Associates, School of Production Engineering and Management and Athens University of Economics and Business - Department of Accounting and Finance

Downloads 686 (82,477)

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3.

Stock and Credit Market Expansion and Economic Development in Emerging Markets: Further Evidence Utilising Cointegration Analysis

Number of pages: 23 Posted: 21 Aug 2000

Spyros I. Spyrou and Konstantinos Kassimatis

Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Business Administration

Downloads 595 (98,924)

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4.

Sovereign CDS Spread Determinants and Spill-Over Effects During Financial Crisis: A Panel VAR Approach

Number of pages: 42 Posted: 25 Jan 2016

Emilios C. Galariotis, Panagiota Makrychoriti and Spyros I. Spyrou

School of Production Engineering and Management, Birkbeck, University of London and Athens University of Economics and Business - Department of Accounting and Finance

Downloads 401 (159,297)

Citation 6

Abstract:

5.

The Effect of Liquidity on Herding: A Comparative Study

Number of pages: 37 Posted: 23 Jan 2016

Emilios C. Galariotis, Styliani Iris Krokida and Spyros I. Spyrou

School of Production Engineering and Management, Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance

Downloads 377 (170,751)

Citation 1

Abstract:

6.

Time-Variation in the Value Premium and the CAPM: Evidence from European Markets

Number of pages: 38 Posted: 05 Dec 2006 Last Revised: 27 Nov 2007

Spyros I. Spyrou and Konstantinos Kassimatis

Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Business Administration

Downloads 257 (256,791)

Citation 1

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7.

Are Sovereign Bond Yield Spreads Affected by Investor Sentiment? Evidence from the Greek Budget Crisis

Number of pages: 20 Posted: 03 Jun 2011

Spyros I. Spyrou

Athens University of Economics and Business - Department of Accounting and Finance

Downloads 254 (259,932)

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8.

Informed Trading Around Merger and Acquisition Announcements: Evidence from the UK Equity and Options Market

Journal of Futures Markets, Vol. 31, No. 8, pp. 703-726, 2011

Number of pages: 36 Posted: 16 Apr 2010 Last Revised: 10 Jun 2011

Georgia Siougle, Spyros I. Spyrou and Andrianos E. Tsekrekos

Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance

Downloads 245 (269,412)

Citation 2

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9.

Abnormal Short-Term Returns Following Market-Moving Events in the International Government Bond Market

Number of pages: 47 Posted: 16 Feb 2005

Konstantinos Kassimatis and Spyros I. Spyrou

Athens University of Economics and Business - Department of Business Administration and Athens University of Economics and Business - Department of Accounting and Finance

Downloads 239 (276,019)

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10.

Sentiment Changes, Stock Returns and Volatility: Evidence from NYSE, Amex, and Nasdaq Stocks

Number of pages: 36 Posted: 16 Jun 2011

Spyros I. Spyrou

Athens University of Economics and Business - Department of Accounting and Finance

Downloads 194 (336,765)

Citation 1

Abstract:

11.

Conference Calls Around Merger and Acquisition Announcements: Do They Reduce Information Asymmetry? UK Evidence

Research in International Business and Finance, vol. 30, pp. 148-172, 2014.

Number of pages: 53 Posted: 06 Aug 2013 Last Revised: 28 May 2014

Georgia Siougle, Spyros I. Spyrou and Andrianos E. Tsekrekos

Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance

Downloads 186 (350,023)

Citation 1

Abstract:

12.

Contagion, Volatility Persistence, and Volatility Spill-Overs: The Case of Energy Markets During the European Financial Crisis

Number of pages: 28 Posted: 20 Jan 2016

Kostas D. Andriosopoulos, Emilios C. Galariotis and Spyros I. Spyrou

ESCP Europe Business School, School of Production Engineering and Management and Athens University of Economics and Business - Department of Accounting and Finance

Downloads 171 (377,300)

Abstract:

13.

Are Broad Market Shocks Anticipated by Investors? Evidence from Major Equity and Index Options Markets

Number of pages: 24 Posted: 02 Mar 2010

Spyros I. Spyrou

Athens University of Economics and Business - Department of Accounting and Finance

Downloads 138 (451,243)

Citation 1

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14.

The Relationship between Climate Risk, Climate Policy Uncertainty, and CO2 Emissions: Empirical Evidence from the US

Number of pages: 43 Posted: 18 Feb 2023 Last Revised: 05 Aug 2023

Panagiota Makrychoriti, Spyros I. Spyrou and Khaled GUESMI

Birkbeck, University of London, Athens University of Economics and Business - Department of Accounting and Finance and PSB Paris School of Business

Downloads 122 (497,746)

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15.

Could Market Making Be Profitable in the European Carbon Market?

USAEE Working Paper

Number of pages: 37 Posted: 18 Jun 2018

Emilios C. Galariotis, Iordanis Kalaitzoglou, Kyriaki Kosmidou, Spiros Papaefthimiou and Spyros I. Spyrou

School of Production Engineering and Management, Audencia Nantes School of Management, Aristotle University of Thessaloniki - Department of Economics, Technical University of Crete (TUC) - School of Production Engineering and Management and Athens University of Economics and Business - Department of Accounting and Finance

Downloads 98 (585,028)

Citation 1

Abstract:

16.

The Impact of Unconventional Monetary Policy Shocks on Energy Prices

Behavioral Finance Laboratory, AUEB, Working Paper Series, BeFin Lab WP 02-17.

Number of pages: 25 Posted: 07 Nov 2017

Panagiota Makrychoriti, Georgios Moratis and Spyros I. Spyrou

Birkbeck, University of London, Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance

Downloads 79 (667,590)

Abstract:

17.

Contrarian Profits and the Overreaction Hypothesis: The Case of the Athens Stock Exchange

ANTONIOU, A., GALARIOTIS, E., SPYROU, S. (2005) . Contrarian profits and the overreaction hypothesis: the case of the Athens Stock Exchange, European Financial Management, 11 (1), 71-98

Number of pages: 56 Posted: 15 Feb 2023

Antonios Antoniou, Emilios C. Galariotis and Spyros I. Spyrou

Wealth Associates, School of Production Engineering and Management and Athens University of Economics and Business - Department of Accounting and Finance

Downloads 73 (698,043)

Abstract:

18.

To Be or Not to Be (In): The International Economic Effects of Brexit Uncertainty

Posted: 16 Mar 2020

Panagiota Makrychoriti and Spyros I. Spyrou

Birkbeck, University of London and Athens University of Economics and Business - Department of Accounting and Finance

Abstract:

19.

An Early Warning System for Predicting Systemic Banking Crises in the Eurozone: A Logit Regression Approach

An Early Warning System for Predicting Systemic Banking Crises in the Eurozone: A Logit Regression Approach (2018), Chryssanthi Filippopoulou and Spyros Spyrou, BeFin Lab AUEB, WPS 3-18

Posted: 07 Aug 2018 Last Revised: 02 Jan 2020

Chryssanthi Filippopoulou and Spyros I. Spyrou

Athens University of Economics and Business and Athens University of Economics and Business - Department of Accounting and Finance

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20.

Bond Market Investor Herding: Evidence from the European Financial Crisis

International Review of Financial Analysis, Forthcoming

Posted: 21 Jan 2016

Emilios C. Galariotis, Styliani Iris Krokida and Spyros I. Spyrou

School of Production Engineering and Management, Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance

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21.

Short-Term Patterns in Government Bond Returns Following Market Shocks: International Evidence

International Review of Financial Analysis, Vol. 17, No. 5, 2008

Posted: 20 Jan 2016

Konstantinos Kassimatis, Spyros I. Spyrou and Emilios C. Galariotis

Athens University of Economics and Business - Department of Business Administration, Athens University of Economics and Business - Department of Accounting and Finance and School of Production Engineering and Management

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22.

Herding on Fundamental Information: A Comparative Study

Journal of Banking and Finance, Vol. 50, 2015

Posted: 27 Jan 2015 Last Revised: 19 Jan 2016

Emilios C. Galariotis, Wu Rong and Spyros I. Spyrou

School of Production Engineering and Management, Independent and Athens University of Economics and Business - Department of Accounting and Finance

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23.

Value at Risk Models for Volatile Emerging Markets Equity Portfolios

The Quarterly Review of Economics and Finance 50 (4) 515–526

Posted: 07 Feb 2014

Manolis G. Kavussanos, Dimitris Dimitrakopoulos and Spyros I. Spyrou

Athens University of Economics and Business - Department of Accounting and Finance, Independent and Athens University of Economics and Business - Department of Accounting and Finance

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24.

Contrarian Profits and the Overreaction Hypothesis: The Case of the Athens Stock Exchange

EFMA 2001 Lugano Meetings

Posted: 13 May 2001

Antonios Antoniou, Emilios C. Galariotis and Spyros I. Spyrou

Wealth Associates, School of Production Engineering and Management and Athens University of Economics and Business - Department of Accounting and Finance

Spyros I. Spyrou

Athens University of Economics and Business - Department of Accounting and Finance

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Scholarly Papers (24)

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