Alexandra K. Theodossiou

Texas A&M University-Corpus Christi-College of Business

Assistant Professor of Finance

6300 Ocean Drive

Corpus Christi, TX 78412

United States

SCHOLARLY PAPERS

5

DOWNLOADS

501

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.

Beta Estimation with Stock Return Outliers: The Case of U.S. Pharmaceutical Companies

Number of pages: 34 Posted: 29 May 2009 Last Revised: 08 Jun 2009
Alexandra K. Theodossiou, Panayiotis Theodossiou and Uzi Yaari
Texas A&M University-Corpus Christi-College of Business, Cyprus University of Technology and Rutgers University
Downloads 351 (91,767)
Citation 2

Abstract:

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stock beta estimation, OLS vs. Robust M beta estimation, equity cost of capital, pharmaceutical industry

2.

Determinants of Bank Long-Term Lending Behavior: Evidence from Russia

Multinational Finance Journal, Vol. 15, No. 3/4, p. 193-216, 2011
Number of pages: 24 Posted: 25 Jun 2015
Lucy Chernykh and Alexandra K. Theodossiou
Clemson University and Texas A&M University-Corpus Christi-College of Business
Downloads 89 (308,290)

Abstract:

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emerging market banking; long-term business loans; Russia

3.

Consequences of Outlier Returns for Event Studies: A Methodological Investigation and Treatment

The International Journal of Accounting, Forthcoming
Number of pages: 30 Posted: 01 Jan 2020
Panayiotis Theodossiou and Alexandra K. Theodossiou
Cyprus University of Technology and Texas A&M University-Corpus Christi-College of Business
Downloads 27 (515,882)

Abstract:

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Cumulative abnormal returns; Monte Carlo simulations; multifactor asset pricing models; ordinary least squares method; maximum likelihood outlier resistant estimation method

4.

Event Studies and Outlier Returns: Symptoms, Consequences and Treatment

Number of pages: 31 Posted: 19 Aug 2019
Panayiotis Theodossiou and Alexandra K. Theodossiou
Cyprus University of Technology and Texas A&M University-Corpus Christi-College of Business
Downloads 23 (539,291)

Abstract:

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Multifactor stock return models, CAR-cumulative abnormal returns, outlier resistant estimators, Monte Carlo simulations

5.

Impact of Outliers on Stock Return Models: Implications for Event Studies and the Pricing of Risk

Number of pages: 45 Posted: 28 May 2009 Last Revised: 07 May 2018
Alexandra K. Theodossiou and Panayiotis Theodossiou
Texas A&M University-Corpus Christi-College of Business and Cyprus University of Technology
Downloads 11 (616,553)
Citation 1

Abstract:

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CAPM, CAR tests, Fama-French model, M-estimator, portfolio management, systematic risk