Athens
Greece
http://ba.uoa.gr/
University of Athens, Department of Business Administration
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Dow Jones, ETF, Exchange Rate, Moving average, Price cross-over, S&P500, Threshold, Trailing stop, Technical analysis, Technical Trading, Trading strategies
Exchange Traded Funds, forecasting, market timing, sign predictions, statistical arbitrage, technical trading, volatility timing
convergence/divergence of prices, exchange traded funds, ETF, Fama-French, international asset pricing, long and short strategies, market neutral strategies, mean reversion
Return Sign, Trading Strategies, Market Timing, Time Series Momentum
ETF, Exchange Rate, Moving average, Price cross-over, S&P500, Short Sales, Stop and Reverse, Threshold, Trailing stop, Technical analysis, Technical Trading, Trading strategies
accrual anomaly, value/growth anomaly, earnings management
Moving average, Trading Rules, Stop loss, Trailing stop
Baltic Dry Index, Commodities, Concordance, Cyclical Analysis, Forecasting, Turning Points
cointegration, forecasting, linear filtering, singular spectrum analysis, smoothing, trend extraction and prediction, unit root
Averaging, Covariance Estimation, Financial Returns, Multivariate Time Series, Portfolio Allocation, Risk Management, Rolling Window
decomposition, direction, optimal, predictions, returns, sign forecasting, volatility
FDI, convergence, FDI, new economic geography, panel unit root
consumer confidence, national elections, incumbent party, elections fatigue, macro-economy, fiscal conditions, political business cycle, EU-15, USA
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consumer confidence, EU-15, fiscal conditions, incumbent party, macro-economy, national elections, political business cycle, USA
Functional Time Series, Functional Data Analysis, Trading Algorithm, Investment Strategies
Multinational Corporation, absorptive capacity, subsidiaries, knowledge
core inflation, business cycles, differences, euro, linear filtering, singular spectrum analysis, smoothing, trading strategies, trend extraction and prediction, unit root
realized volatility, leverage effect, volatility feedback effect, asset pricing, A.S.E.
Semiparametric, smooth transition, nonlinear, functional autoregression, MINPIN
Exponential smoothing, forecasting, nonlinear, nonparametric
Hodrick-Prescott filter, local linear, moving average, singular spectrum analysis, smoothing, splines, time series, trend extraction, U.S. real GDP
Exchange Rate Forecasting, Inflation Forecasting, Output Growth Forecasting, Rolling Window, Model Averaging, Short Horizon, Robustness
portfolio selection, portfolio optimization, robust regression, earnings forecasting
Athens Stock Exchange, bipower variation, heterogeneous autoregressive models, realized volatility, volatility jumps
forecasting financial prices, forecasting financial returns, leading economic indicator, return volatility, rolling window averaging.
drift, linear filtering, singular spectrum analysis, smoothing, trend extraction and prediction, unit root
Inflation, Cross-sectional distribution of prices,Greece, Portugal, Spain, European Union, Harmonization
Earnings Forecasting, Analysts' Forecasts, Adaptive Learning Models, Portfolio Selection, Portfolio Optimization
Forecasting, ARIMA
asset allocation, forecasting, investment strategies, market timing, oracle, predictability, random trading strategies, shorting, sign forecasting, systematic trading strategies
Corporate Bonds, Corporate Debt, Employment, Greek Economic Crisis, Recession
adaptive learning forecasting automatic time series modelling, forecasting, leading indicators
realized volatility; leverage effect; volatility feedback effect; asset pricing; A.S.E
income inequality, inflation, growth, sovereign spreads, unemployment
Net Operating Assets, Stock Returns, Managerial Discretion, European Equity Markets
accrual anomaly, Greek stock market
Realized volatility, Optimal sampling, Kernels, Two-scales, Moving average, Long memory, Jumps, Heterogeneous autoregressive models
free cash flow yield, external financing activities, stock returns
External financing activities, accruals, stock returns
Corporate financing activities, value/growth, earnings quality, stock returns
Net operating assets (NOA), stock returns, opportunistic earnings management, overinvestment.
retained earnings, distributed earnings, accruals, cash flows, profitability, stock returns
