George Karathanassis

Athens University of Economics and Business - Department of Business Administration

Athens

Greece

SCHOLARLY PAPERS

10

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3,614

SSRN CITATIONS

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CROSSREF CITATIONS

2

Scholarly Papers (10)

1.

The Relationship between Ownership Structure and Corporate Dividend Policy - Evidence from the Athens Stock Exchange

Number of pages: 23 Posted: 13 Oct 2005
George Karathanassis and Evangelia Chrysanthopoulou
Athens University of Economics and Business - Department of Business Administration and Independent Author
Downloads 1,203 (17,102)
Citation 2

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2.

Stock Index Futures Trading and Spot Market Volatility

Number of pages: 21 Posted: 24 Mar 2006
George Karathanassis and Vasilios I. Sogiakas
Athens University of Economics and Business - Department of Business Administration and University of Glasgow
Downloads 956 (24,054)

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Index Futures Contracts, AP-GARCH-M, SWARCH-L

3.

Time Varying Beta Risk for the Stocks of the Athens Stock Exchange: A Multivariate Approach

EFMA 2003 Helsinki Meetings
Number of pages: 31 Posted: 27 Jun 2003
Argyrios Volis, George Karathanassis and Panayiotis F. Diamandis
Athens University of Economics and Business, Athens University of Economics and Business - Department of Business Administration and Athens University of Economics and Business
Downloads 458 (64,300)

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4.

An Empirical Investigation of the Traditional and the Clean Surplus Valuation Models

EFMA 2002 London Meetings
Number of pages: 20 Posted: 20 Jun 2002
Stella N. Spilioti and George Karathanassis
University of Piraeus - Department of Economics and Athens University of Economics and Business - Department of Business Administration
Downloads 458 (64,300)

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5.

Corporate Governance and Firm Performance: Results from Greek Firms

Number of pages: 22 Posted: 10 Dec 2007 Last Revised: 12 Aug 2014
Kanellos Toudas and George Karathanassis
National and Kapodistrian University of Athens and Athens University of Economics and Business - Department of Business Administration
Downloads 448 (65,958)
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Corporate Governance, Firm Performance, Democratic and Dictatorship Firms

6.

Informational Efficiency and Spurious Spillover Effects between Spot and Derivatives Markets

Number of pages: 37 Posted: 17 Jul 2009 Last Revised: 03 Dec 2014
Vasilios I. Sogiakas and George Karathanassis
University of Glasgow and Athens University of Economics and Business - Department of Business Administration
Downloads 91 (291,901)

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Spurious Spillover Effects, Markov Switching

7.

Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Regime Shift Approach

Review of Quantitative Finance and Accounting, Vol. 34, No. 1, 2010
Posted: 04 Apr 2010 Last Revised: 07 Apr 2010
George Karathanassis and Vasilios I. Sogiakas
Athens University of Economics and Business - Department of Business Administration and University of Glasgow

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Stock Index Futures Contract, Structural Break, Regime Shift, APARCH, Rolling Sample, SWARCH-L

8.

The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization

Journal of Economic Integration, Vol. 26, No. 03, 2011
Posted: 13 Sep 2009 Last Revised: 05 Dec 2014
George Karathanassis, Vasilios I. Sogiakas and Stella N. Spilioti
Athens University of Economics and Business - Department of Business Administration, University of Glasgow and University of Piraeus - Department of Economics

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Cointegration, Spillover Effects, Regime Shift

9.

Cross-Sectional Estimation of Stock Returns in Small Markets: The Case of the Athens Stock Exchange

Applied Financial Economics, Vol. 13, No. 6, 2003
Posted: 19 Jan 2009
George N. Leledakis, Ian Davidson and George Karathanassis
Athens University of Economics and Business - Department of Accounting and Finance, Loughborough University - Business School and Athens University of Economics and Business - Department of Business Administration

Abstract:

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10.

Derivative Listing Strategy: The Case of the Athens Exchange

Journal of Financial Regulation and Compliance, 2012, vol. 20, No. 3, pp. 307-321.
Posted: 22 Sep 2008 Last Revised: 06 Dec 2014
George Karathanassis, Kanellos Toudas and Vasilios I. Sogiakas
Athens University of Economics and Business - Department of Business Administration, National and Kapodistrian University of Athens and University of Glasgow

Abstract:

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Derivatives Listing, Corporate Governance, Default Probability, EMH