Michail S. Koubouros

University of Peloponnese - Department of Economics

Tripolis, 22100

Greece

http://econ.uop.gr/~m.koubouros/

SCHOLARLY PAPERS

5

DOWNLOADS

142

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.

The Role of Realized Volatility in the Athens Stock Exchange

Multinational Finance Journal, Forthcoming
Number of pages: 44 Posted: 04 Feb 2005 Last Revised: 10 Jun 2009
Dimitrios D. Thomakos and Michail S. Koubouros
University of Peloponnese - School of Management, Economics and Informatics and University of Peloponnese - Department of Economics
Downloads 129 (231,895)

Abstract:

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realized volatility, leverage effect, volatility feedback effect, asset pricing, A.S.E.

2.

The Role of Realised Volatility in the Athens Stock Exchange

Multinational Finance Journal, Vol. 15, No. 1/2, p. 87-124, 2011
Number of pages: 38 Posted: 25 Jun 2015
Dimitrios D. Thomakos and Michail S. Koubouros
University of Peloponnese - School of Management, Economics and Informatics and University of Peloponnese - Department of Economics
Downloads 13 (591,659)

Abstract:

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realized volatility; leverage effect; volatility feedback effect; asset pricing; A.S.E

3.

Temporary and Permanent Market Risks: Some Further Evidence

Mathematical and Computer Modelling, Forthcoming
Posted: 05 Oct 2006
Michail S. Koubouros, Dimitrios Malliaropulos and Ekaterini Panopoulou
University of Peloponnese - Department of Economics, University of Piraeus - Department of Banking and Financial Management and Essex Business School

Abstract:

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CAPM, cash-‡flow risk, discount-rate risk, VAR-GARCH, BEKK, value, size

4.

Intertemporal Market Risks and the Cross-Section of Greek Average Returns

Journal of Emerging Market Finance, Forthcoming
Posted: 28 Feb 2006
Michail S. Koubouros and Ekaterini Panopoulou
University of Peloponnese - Department of Economics and Essex Business School

Abstract:

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CAPM, beta, cash flow risk, discount rate risk, risk aversion

5.

Size, Value and Mispricing in the Greek Stock Market

Posted: 28 Aug 2005
Michail S. Koubouros
University of Peloponnese - Department of Economics

Abstract:

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Size, Book-to-Market, Dividend Yield, Betas, A.S.E.