Konstantinos Kassimatis

Athens University of Economics and Business - Department of Business Administration

Athens

Greece

SCHOLARLY PAPERS

12

DOWNLOADS
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Top 24,848

in Total Papers Downloads

2,586

SSRN CITATIONS

5

CROSSREF CITATIONS

2

Scholarly Papers (12)

1.

Country Financial Risk and Stock Market Performance: The Case of Latin America

Number of pages: 31 Posted: 29 Mar 2001
Ephraim Clark and Konstantinos Kassimatis
Middlesex University Business School and Athens University of Economics and Business - Department of Business Administration
Downloads 786 (40,344)
Citation 2

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2.

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 570 (61,460)

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Emerging Stock Markets, Economic Development, Cointegration

3.

Constructing and Testing the 'World Market Portfolio' for Dollar Based Investors

EFA 2006 Zurich Meetings
Number of pages: 38 Posted: 15 May 2006 Last Revised: 03 Jun 2016
Ephraim Clark and Konstantinos Kassimatis
Middlesex University Business School and Athens University of Economics and Business - Department of Business Administration
Downloads 530 (67,414)

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World market portfolio, portfolio selection

4.

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 225 (173,212)
Citation 1

Abstract:

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Value Premium, CAPM, Time-Varying Risk

5.

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 178 (214,395)

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Government Bonds, Return patterns, Overreaction

6.

Making Inefficient Market Indices Efficient

Number of pages: 24 Posted: 09 Feb 2009
Ephraim Clark, Octave Jokung and Konstantinos Kassimatis
Middlesex University Business School, EDHEC Business School and Athens University of Economics and Business - Department of Business Administration
Downloads 104 (324,732)
Citation 3

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Stochastic Dominance, Portfolio Efficiency

7.

Index Tracking with Utility Enhanced Weighting

Number of pages: 32 Posted: 22 May 2016 Last Revised: 16 Oct 2016
Ephraim Clark, Nitin Deshmukh, Barkan Guran and Konstantinos Kassimatis
Middlesex University Business School, Middlesex University - Business School, Istanbul Technical University - Department of Management Engineering and Athens University of Economics and Business - Department of Business Administration
Downloads 87 (363,867)

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Index Tracking, Cumulative Area Ratio, Analytic Hierarchy Process, Utility

8.

A Measure of Total Firm Performance: New Insights for the Corporate Objective

Number of pages: 34 Posted: 10 May 2016 Last Revised: 02 Sep 2016
Yacine Belghitar, Ephraim Clark and Konstantinos Kassimatis
Middlesex University - Business School, Middlesex University Business School and Athens University of Economics and Business - Department of Business Administration
Downloads 64 (432,151)

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Corporate Objectif; Utility Manimization; Firm Performance; Managerial Ownership; Agency Theory

9.

International Equity Flows, Dominant Distributions and Diversification

Number of pages: 32 Posted: 07 Apr 2010
Ephraim Clark and Konstantinos Kassimatis
Middlesex University Business School and Athens University of Economics and Business - Department of Business Administration
Downloads 38 (539,400)

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equity flows, diversification, stochastic dominance

10.

Size and Momentum in European Equity Markets: Empirical Findings from Varying Beta Capital Asset Pricing Model

Accounting & Finance, Vol. 50, No. 1, pp. 143-169, March 2010
Number of pages: 27 Posted: 01 Mar 2010
George Karathanasis, Konstantinos Kassimatis and Spyros I. Spyrou
affiliation not provided to SSRN, Athens University of Economics and Business - Department of Business Administration and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 3 (779,675)
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11.

Risk Aversion with Local Risk Seeking and Stock Returns: Evidence from the UK Market

Journal of Business Finance & Accounting, Vol. 38, Issue 5‐6, pp. 713-739, 2011
Number of pages: 27 Posted: 07 Jul 2011
Konstantinos Kassimatis
Athens University of Economics and Business - Department of Business Administration
Downloads 1 (800,643)
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asset pricing, investor preferences, third‐degree stochastic dominance

12.

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 Audencia Business School

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Price shocks, Government bonds, Bond futures