Paraskevas Pagas

University of Portsmouth

Department of Accounting and Finance

Portsmouth Business School

Portsmouth, Hants PO1 3DE

United Kingdom

SCHOLARLY PAPERS

9

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CITATIONS

1

Scholarly Papers (9)

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
University of Coventry, University of Portsmouth - Business School and University of Portsmouth
Downloads 375 (56,361)
Citation 1

Abstract:

Name Change, Behavioural Finance, Market Performance, Underreaction Hypothesis

2.

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, University of Coventry and University of Portsmouth
Downloads 263 (82,597)

Abstract:

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

3.

Introducing a New Logical Framework for Modelling Reflexivity in Financial Markets

Number of pages: 35 Posted: 23 Aug 2008
University of Portsmouth - Business School, University of Coventry, University of Portsmouth and Portsmouth Business School
Downloads 256 (89,398)

Abstract:

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

4.

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
University of Coventry, University of Portsmouth - Business School and University of Portsmouth
Downloads 61 (279,322)

Abstract:

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

5.

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
University of Portsmouth - Business School, University of Portsmouth, Portsmouth Business School and University of Coventry

Abstract:

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

6.

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
University of Coventry, University of Portsmouth - Business School and University of Portsmouth

Abstract:

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

7.

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
University of Coventry, University of Portsmouth - Business School, Portsmouth Business School and University of Portsmouth

Abstract:

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

8.

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
University of Coventry, University of Portsmouth - Business School, Portsmouth Business School and University of Portsmouth

Abstract:

Value Premium, UK Market, Contrarian Investments, Market Efficiency

9.

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

Posted: 18 Dec 2005 Last Revised: 02 Apr 2009
University of Portsmouth - Business School, University of Coventry, Portsmouth Business School and University of Portsmouth

Abstract:

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