Nigokhos Krikorov Kanaryan

New Bulgarian University

21 Montevideo Str.

Sofia, 1618

Bulgaria

  • New Bulgarian University

SCHOLARLY PAPERS

8

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1

CROSSREF CITATIONS

5

Scholarly Papers (8)

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1.

The Day of the Week Effect in the Central European Transition Stock Markets

Tsenov Academy of Economics Finance and Credit Working Paper No. 03-06
Number of pages: 17 Posted: 05 Sep 2003
Plamen Patev, Katerina Lyroudi and Nigokhos Krikorov Kanaryan
I Shou University, Department of International Finance, University of Macedonia - Accounting and Finance and New Bulgarian University
Downloads 762 (47,458)
Citation 2

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Day-of-the-week effect, Central European Transition Stock

2.

Stock Market Crises and Portfolio Diversification in Central and Eastern Europe

Tsenov Academy of Economics Department of Finance and Credit Working Paper No. 03-02
Number of pages: 30 Posted: 06 Mar 2003
Plamen Patev and Nigokhos Krikorov Kanaryan
I Shou University, Department of International Finance and New Bulgarian University
Downloads 567 (69,607)
Citation 4

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Central and Eastern Europe, Stock market integration, Co-integration, Portfolio diversification

3.

Modelling and Forecasting the Volatility of Thin Emerging Stock Markets: The Case of Bulgaria

Number of pages: 11 Posted: 19 Apr 2004
Plamen Patev and Nigokhos Krikorov Kanaryan
I Shou University, Department of International Finance and New Bulgarian University
Downloads 521 (77,339)
Citation 1

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Bulgarian stock market, volatility, EWMA, Value-at-Risk

4.

Modelling and Forecasting the Volatility of the Central European Stock Market

Number of pages: 23 Posted: 22 Mar 2004
Plamen Patev and Nigokhos Krikorov Kanaryan
I Shou University, Department of International Finance and New Bulgarian University
Downloads 514 (78,628)
Citation 2

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Central Europe, CESI index, stock market volatility, asymmetric GARCH models

5.

Bank Privatisation in Central and Eastern Europe Through the View of the Western European Stock Markets

Tsenov Academy of Economics Department of Finance and Credit Working Paper No. 02-23
Number of pages: 26 Posted: 06 Mar 2003
Plamen Patev, Katerina Lyroudi and Nigokhos Krikorov Kanaryan
I Shou University, Department of International Finance, University of Macedonia - Accounting and Finance and New Bulgarian University
Downloads 425 (98,510)

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Central and Eastern European Countries, Bank privatisation, Event-study analysis, GARCH

6.

Stock Market Volatility Changes in Central Europe Caused By Asian and Russian Financial Crises

Tsenov Academy of Economics Department of Finance and Credit Working Paper No.03-01
Number of pages: 28 Posted: 06 Mar 2003
Plamen Patev and Nigokhos Krikorov Kanaryan
I Shou University, Department of International Finance and New Bulgarian University
Downloads 274 (158,671)
Citation 3

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Central and Eastern Europe, Stock Markets, Financial Crises, Market Volatility, GARCH

7.

Day of the Week Effect in the Central and Eastern European Transition Stock Markets and Higher Moments of Security Returns

Number of pages: 18 Posted: 06 Feb 2004
Katerina Lyroudi, Apostolos Dasilas, Plamen Patev and Nigokhos Krikorov Kanaryan
University of Macedonia - Accounting and Finance, University of Macedonia, I Shou University, Department of International Finance and New Bulgarian University
Downloads 168 (249,355)

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Day of the week effect, Central European Transition Stock Markets

8.

Cost of Equity Estimation in REIT Valuation in Emerging Europe: The Case of Bulgaria

Number of pages: 18 Posted: 29 Jan 2015
Peter Chuknyisky, Violeta Kasarova and Nigokhos Krikorov Kanaryan
International Enterprise Development, Inc. (IED), New Bulgarian University and New Bulgarian University
Downloads 133 (300,802)

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Real estate valuation; Emerging markets; Cost of equity