Nigokhos Krikorov Kanaryan

New Bulgarian University

21 Montevideo Str.

Sofia, 1618

Bulgaria

SCHOLARLY PAPERS

8

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CITATIONS
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Top 36,292

in Total Papers Citations

5

Scholarly Papers (8)

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 Georgiev Patev, Katerina Lyroudi and Nigokhos Krikorov Kanaryan
Tsenov Academy of Economics - Faculty of Finance, University of Macedonia - Accounting and Finance and New Bulgarian University
Downloads 673 (29,436)
Citation 1

Abstract:

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 Georgiev Patev and Nigokhos Krikorov Kanaryan
Tsenov Academy of Economics - Faculty of Finance and New Bulgarian University
Downloads 534 (40,719)
Citation 2

Abstract:

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 Georgiev Patev and Nigokhos Krikorov Kanaryan
Tsenov Academy of Economics - Faculty of Finance and New Bulgarian University
Downloads 480 (45,875)
Citation 1

Abstract:

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 Georgiev Patev and Nigokhos Krikorov Kanaryan
Tsenov Academy of Economics - Faculty of Finance and New Bulgarian University
Downloads 452 (49,132)

Abstract:

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 Georgiev Patev, Katerina Lyroudi and Nigokhos Krikorov Kanaryan
Tsenov Academy of Economics - Faculty of Finance, University of Macedonia - Accounting and Finance and New Bulgarian University
Downloads 393 (60,636)

Abstract:

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 Georgiev Patev and Nigokhos Krikorov Kanaryan
Tsenov Academy of Economics - Faculty of Finance and New Bulgarian University
Downloads 245 (103,031)

Abstract:

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 Georgiev Patev and Nigokhos Krikorov Kanaryan
University of Macedonia - Accounting and Finance, University of Macedonia, Tsenov Academy of Economics - Faculty of Finance and New Bulgarian University
Downloads 148 (166,119)
Citation 1

Abstract:

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 37 (235,914)

Abstract:

Real estate valuation; Emerging markets; Cost of equity