Gikas A. Hardouvelis

University of Piraeus

Professor

80 Karaoli & Dimitriou Str.

18534 Piraeus, 185 34 -GR

Greece

http://www.eurobank.gr

Centre for Economic Policy Research (CEPR)

Research Fellow

77 Bastwick Street

London, EC1V 3PZ

United Kingdom

SCHOLARLY PAPERS

17

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CITATIONS
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211

Scholarly Papers (17)

Accruals and Value/Growth Anomalies: New Evidence on Their Relation

Number of pages: 27 Posted: 16 Sep 2007 Last Revised: 22 Jun 2010
University of Piraeus, University of Piraeus - Department of Business Administration, University of Peloponnese - School of Management and Economics and City University of New York (CUNY) - Department of Economics
Downloads 603 (38,224)

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accrual anomaly, value/growth anomaly, earnings management

Accruals and Value/Growth Anomalies: New Evidence on Their Relation

EFA 2008 Athens Meetings Paper
Number of pages: 27 Posted: 09 Mar 2008 Last Revised: 24 Jun 2010
University of Piraeus, University of Piraeus - Department of Business Administration, City University of New York (CUNY) - Department of Economics and University of Peloponnese - School of Management and Economics
Downloads 318 (84,238)

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accrual anomaly, value/growth anomaly, earnings management

2.

Emu and European Stock Market Integration

Number of pages: 30 Posted: 04 Oct 2001
Gikas A. Hardouvelis, Richard Priestley and Dimitrios Malliaropulos
University of Piraeus, Norwegian Business School and University of Piraeus - Department of Banking and Financial Management
Downloads 817 (24,919)
Citation 90

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Keywords: CAPM, Integration of Stock Markets, European Monetary Union.

The Asymmetric Relation between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets

Number of pages: 50 Posted: 13 Mar 2001
Gikas A. Hardouvelis and Panayiotis Theodossiou
University of Piraeus and Cyprus University of Technology
Downloads 408 (62,865)
Citation 18

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Initial margin requirement, regulatory restriction, stock market volatility, exponential

The Asymmetric Relation between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets

Centre for Economic Policy Research Discussion Paper Series No. 1746
Number of pages: 49 Posted: 01 Mar 1998
Gikas A. Hardouvelis and Panayiotis Theodossiou
University of Piraeus and Cyprus University of Technology
Downloads 186 (146,306)
Citation 18
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The Impact of Globalization on the Equity Cost of Capital

Number of pages: 42 Posted: 23 Feb 2003
Gikas A. Hardouvelis, Richard Priestley and Dimitrios Malliaropulos
University of Piraeus, Norwegian Business School and University of Piraeus - Department of Banking and Financial Management
Downloads 456 (54,832)
Citation 19

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Globalization, Cost of Equity, Convergence, Integration

The Impact of Globalization on the Equity Cost of Capital

CEPR Discussion Paper No. 4346
Number of pages: 47 Posted: 06 May 2004
Gikas A. Hardouvelis, Richard Priestley and Dimitrios Malliaropulos
University of Piraeus, Norwegian Business School and University of Piraeus - Department of Banking and Financial Management
Downloads 20 (491,992)
Citation 19
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Globalization, cost of equity, convergence, integration

The Yield Spread as a Symmetric Predictor of Output and Inflation

Number of pages: 47 Posted: 10 Feb 2004
Gikas A. Hardouvelis and Dimitrios Malliaropulos
University of Piraeus and University of Piraeus - Department of Banking and Financial Management
Downloads 257 (106,302)
Citation 3

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General equilibrium, term structure of interest rates, Consumption-CAPM, asset pricing, output, inflation

The Yield Spread as a Symmetric Predictor of Output and Inflation

CEPR Discussion Paper No. 4314
Number of pages: 52 Posted: 21 Apr 2004
Gikas A. Hardouvelis and Dimitrios Malliaropulos
University of Piraeus and University of Piraeus - Department of Banking and Financial Management
Downloads 15 (521,751)
Citation 3
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General equilibrium, term structure of interest rates

6.

Testing Long-Run PPP in the Presence of Sticky Prices

Number of pages: 32 Posted: 23 Oct 2000
Gikas A. Hardouvelis and Dimitrios Malliaropulos
University of Piraeus and University of Piraeus - Department of Banking and Financial Management
Downloads 201 (133,749)

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PPP, unit roots

7.

Hedge Funds and the US Real Estate Bubble: Evidence from NYSE Real Estate Firms

Number of pages: 31 Posted: 20 Jun 2011
Gikas A. Hardouvelis and Theodoros G. Stamatiou
University of Piraeus and Eurobank Ergasias SA - Division of Research and Forecasting
Downloads 185 (126,703)
Citation 2

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Hedge Funds, 13F filing, Rational Investors, Bubble, Real Estate, REITS

8.
Downloads 138 (189,124)

Consumer Confidence and Elections

Number of pages: 63 Posted: 09 Feb 2007
Dimitrios D. Thomakos and Gikas A. Hardouvelis
University of Peloponnese - School of Management and Economics and University of Piraeus
Downloads 135 (193,097)

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consumer confidence, national elections, incumbent party, elections fatigue, macro-economy, fiscal conditions, political business cycle, EU-15, USA

Consumer Confidence and Elections

CEPR Discussion Paper No. DP6701
Number of pages: 61 Posted: 10 Jun 2008
Gikas A. Hardouvelis and Dimitrios D. Thomakos
University of Piraeus and University of Peloponnese - School of Management and Economics
Downloads 3 (592,255)
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consumer confidence, EU-15, fiscal conditions, incumbent party, macro-economy, national elections, political business cycle, USA

9.

The Impact of Emu on the Equity Cost of Capital

Journal of International Money and Finance, Forthcoming
Number of pages: 40 Posted: 15 Dec 2006
Richard Priestley, Dimitrios Malliaropulos and Gikas A. Hardouvelis
Norwegian Business School, University of Piraeus - Department of Banking and Financial Management and University of Piraeus
Downloads 136 (188,048)
Citation 20

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Asset Allocation, Convergence, Cost of Equity, EMU, Industrial Sectors, Integration

10.

Greek Closed-End Fund Premia: An Empirical Investigation

Number of pages: 43 Posted: 27 Jan 2004
Gikas A. Hardouvelis, Timotheos Angelidis and Emmanuel D. Tsiritakis
University of Piraeus, University of Peloponnese - Department of Economics and University of Piraeus
Downloads 105 (205,819)

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Closed-End Fund, Net Asset Value, Fund Premium, Fund Discount, Mean Reversion, Excess Volatility, Common Factor, Predictive Ability, Over-Sensitivity, Noise Trading, Small Investor, Bank Subsidiary, Arbitrage, Measurement Error, Market Friction

11.

What Moves the Discount on Country Equity Funds?

NBER Working Paper No. w4571
Number of pages: 78 Posted: 12 Jun 2000 Last Revised: 30 Jun 2010
Gikas A. Hardouvelis, Rafael La Porta and Thierry A. Wizman
University of Piraeus, Dartmouth College - Tuck School of Business and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 63 (296,527)
Citation 36

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12.

Commodity Prices, Overshooting, Money Surprises, and Fed Credibility

NBER Working Paper No. w1121
Number of pages: 27 Posted: 06 Apr 2004 Last Revised: 27 Jul 2010
Jeffrey A. Frankel and Gikas A. Hardouvelis
Harvard University - Harvard Kennedy School (HKS) and University of Piraeus
Downloads 45 (368,756)
Citation 21

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External Financing, Growth and Stock Returns

European Financial Management, Vol. 18, Issue 5, pp. 790-815, 2012
Number of pages: 26 Posted: 20 Oct 2012
University of Piraeus, affiliation not provided to SSRN, University of Peloponnese - School of Management and Economics and City University of New York (CUNY) - Department of Economics
Downloads 1 (612,904)
Citation 2
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corporate financing activities, value/growth, earnings quality, stock returns

External Financing, Growth and Stock Returns

European Financial Management, vol. 18, pp. 790-815, 2012
Posted: 17 Jul 2008 Last Revised: 31 May 2017
University of Piraeus, University of Piraeus - Department of Business Administration, University of Peloponnese - School of Management and Economics and City University of New York (CUNY) - Department of Economics

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Corporate financing activities, value/growth, earnings quality, stock returns

14.

Economic Policy Uncertainty, Political Uncertainty and the Greek Economic Crisis

Number of pages: 130 Posted: 19 Apr 2018
University of Piraeus, LSE - Department of Finance, University of Piraeus - Department of Banking and Financial Management and University of Piraeus - Department of Banking and Financial Management
Downloads 0 (386,068)

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Economic Policy Uncertainty, Political Uncertainty, Economic Uncertainty, Macro-Economy, Greece, Grexit, Debt Crisis, Banking Crisis, Pension Crisis, Tax Uncertainty, Fiscal Crisis, Currency Crisis, Bond Spreads, Economic Depression

15.

Greek Sovereign Debt: Addressing Economic Distress and Growth in the Euro Area

Number of pages: 33 Posted: 29 Dec 2017
Unaffiliated Authors - Independent, University of Piraeus, Manchester Business School, University of Calgary - Haskayne School of Business and University of Cyprus - Department of Public and Business Administration
Downloads 0 (340,877)

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Greek sovereign debt, Grexit, debt sustainability, real options, growth-indexed bonds, fiscal balance, structural reforms

16.

Style Concentration in Ownership and Expected Stock Returns

Number of pages: 75 Posted: 07 Nov 2017
Gikas A. Hardouvelis and Georgios Karalas
University of Piraeus and LSE - Department of Finance
Downloads 0 (227,844)

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Asset pricing, Style Investing, Stock Ownership Concentration, Institutional Investors, Multi-period Expected Stock Returns, Size Effect

17.

Greek Closed-End Fund Premia: Differences and Similarities with Us Premia and Their Implications

CEPR Discussion Paper Series #1406
Posted: 15 Jan 1997
Gikas A. Hardouvelis and Emmanuel D. Tsiritakis
University of Piraeus and University of Piraeus

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