Arief Daynes

University of Portsmouth - Business School

Portsmouth, PO1 3DE

United Kingdom

http://www.port.ac.uk/departments/academic/ams/staff/title,1246,en.html

  • University of Portsmouth - Business School

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SCHOLARLY PAPERS

11

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1,883

TOTAL CITATIONS

9

Scholarly Papers (11)

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1.

The Long-Term Market Performance of UK Companies Following Corporate Name Changes

Number of pages: 46 Posted: 22 Jul 2007
Panagiotis Andrikopoulos, Arief Daynes and Paraskevas Pagas
Centre for Financial and Corporate Integrity (CFCI), Coventry University, University of Portsmouth - Business School and University of Portsmouth
Downloads 632 (85,137)
Citation 4

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Name Change, Behavioural Finance, Market Performance, Underreaction Hypothesis

2.

An Investigation of the Value Premium in the UK Stock Market 1988-2002: Some New Evidence

Number of pages: 45 Posted: 25 May 2004
Panagiotis Andrikopoulos and Arief Daynes
Centre for Financial and Corporate Integrity (CFCI), Coventry University and University of Portsmouth - Business School
Downloads 449 (129,730)
Citation 2

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Value Premium, Contrarian Investments, Behavioural Finance, SFD Capital UK Fully Listed

3.

Multifactor Expected-Returns Models and the Performance of Superstock Portfolios in the UK Equity Market

Number of pages: 33 Posted: 06 Mar 2008 Last Revised: 26 Aug 2008
Arief Daynes, Panagiotis Andrikopoulos and Paraskevas Pagas
University of Portsmouth - Business School, Centre for Financial and Corporate Integrity (CFCI), Coventry University and University of Portsmouth
Downloads 355 (169,471)
Citation 1

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Behavioural Finance, Multifactor Models, Superstocks, Expected-returns models

4.

Introducing a New Logical Framework for Modelling Reflexivity in Financial Markets

Number of pages: 35 Posted: 23 Aug 2008
Arief Daynes, Panagiotis Andrikopoulos, Paraskevas Pagas and David Latimer
University of Portsmouth - Business School, Centre for Financial and Corporate Integrity (CFCI), Coventry University, University of Portsmouth and Portsmouth Business School
Downloads 350 (172,079)

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reflexivity, behavioural finance, evolutionary game theory, paraconsistent set theory

5.

Assessing the Time-Varying Nature of the Over-Reaction Effect in UK

Number of pages: 37 Posted: 15 Apr 2009 Last Revised: 19 Apr 2009
Panagiotis Andrikopoulos, Arief Daynes and Paraskevas Pagas
Centre for Financial and Corporate Integrity (CFCI), Coventry University, University of Portsmouth - Business School and University of Portsmouth
Downloads 97 (539,519)
Citation 2

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Overreaction, stock market efficiency, small-size effect, time-variation

6.

Paraconsistent Games and the Limits of Rational Self-Interest

Australasian Journal of Logic, Vol. 12, Issue 1, pp.17-42, 2015
Posted: 14 Mar 2015
Arief Daynes, Paraskevas Pagas, David Latimer and Panagiotis Andrikopoulos
University of Portsmouth - Business School, University of Portsmouth, Portsmouth Business School and Centre for Financial and Corporate Integrity (CFCI), Coventry University

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Market reflexivity, Paraconsistent games, Rational moral choice, Soros game

7.

The Time-Varying Nature of the Overreaction Effect: Evidence from the UK

International Journal of Banking and Finance, Vol. 8, No. 3, pp. 1-36, 2011
Posted: 18 Jan 2012
Panagiotis Andrikopoulos, Arief Daynes and Paraskevas Pagas
Centre for Financial and Corporate Integrity (CFCI), Coventry University, University of Portsmouth - Business School and University of Portsmouth

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Overreaction, Stock market efficiency, Small-size effect, Time-variation, Behavioral finance

8.

Rights Issues, Information Asymmetry and Equity Overvaluation: UK Evidence

INVESTMENT IN A GLOBAL ECONOMY: ITS ENVIRONMENT, FINANCE AND ECONOMICS, P. Koveos, ed., Vol. 1, pp. 141-156, Atiner, 2008
Posted: 29 Mar 2011
Panagiotis Andrikopoulos and Arief Daynes
Centre for Financial and Corporate Integrity (CFCI), Coventry University and University of Portsmouth - Business School

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Rights issues, seasoned equity offerings, stock market under-reaction, behavioural finance

9.

Size Effect, Methodological Issues and 'Risk-to-Default': Evidence from the UK Stock Market

The European Journal of Finance, Vol. 14, No. 4, pp. 299-314, June 2008
Posted: 06 Jun 2008
Panagiotis Andrikopoulos, Arief Daynes, David Latimer and Paraskevas Pagas
Centre for Financial and Corporate Integrity (CFCI), Coventry University, University of Portsmouth - Business School, Portsmouth Business School and University of Portsmouth

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Small-size effect, market efficiency, methodological issues, UK equity market

10.

Value Premium and Methodological Biases? Evidence from the UK Equity Market

Journal of Investment Management and Financial Innovations, Vol. 3, No. 3, pp. 40-58, 2006
Posted: 03 Nov 2006
Panagiotis Andrikopoulos, Arief Daynes, David Latimer and Paraskevas Pagas
Centre for Financial and Corporate Integrity (CFCI), Coventry University, University of Portsmouth - Business School, Portsmouth Business School and University of Portsmouth

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Value Premium, UK Market, Contrarian Investments, Market Efficiency

11.

Does the UK Stock Market Overreact? Some Further Evidence for Stock Market Efficiency

Posted: 18 Dec 2005 Last Revised: 02 Apr 2009
Arief Daynes, Panagiotis Andrikopoulos, David Latimer and Paraskevas Pagas
University of Portsmouth - Business School, Centre for Financial and Corporate Integrity (CFCI), Coventry University, Portsmouth Business School and University of Portsmouth

Abstract:

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Market Overreaction, Market Efficiency, UK Equities Market, SFD Capital, Behavioural Finance