Nikolaos L. Hourvouliades

American College of Thessaloniki

Associate Professor

Thessaloniki, 55510

Greece

  • American College of Thessaloniki

SCHOLARLY PAPERS

6

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Rank 14,339

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Top 14,339

in Total Papers Downloads

7,012

TOTAL CITATIONS

6

Scholarly Papers (6)

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1.

VIX Futures As a Market Timing Indicator

Number of pages: 11 Posted: 04 Jun 2018
Athanasios Fassas and Nikolaos L. Hourvouliades
University of Thessaly and American College of Thessaloniki
Downloads 6,196 (2,621)

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Derivatives, Asset Pricing, Financial Econometrics

2.

New Evidence for the Day-of-the-Week Effect in the Financial Crisis

Downloads 293 (212,571)
Citation 3

New Evidence for the Day-of-the-Week Effect in the Financial Crisis

Number of pages: 14 Posted: 17 Feb 2010
Nick Kourkoumelis and Nikolaos L. Hourvouliades
affiliation not provided to SSRN and American College of Thessaloniki
Downloads 293 (211,031)
Citation 3

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Day-of-the-week effect, equality of mean, distribution and variance

New Evidence for the Day-of-The-Week Effect in the Financial Crisis

Posted: 01 Dec 2009
Nikolaos L. Hourvouliades
American College of Thessaloniki

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Day-of-the-week effect, equality of mean, distribution and variance

3.

Volatility Clustering in the Greek Futures Market: Curse or Blessing?

Number of pages: 15 Posted: 08 May 2007
Nikolaos L. Hourvouliades
American College of Thessaloniki
Downloads 176 (347,277)
Citation 2

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Volatility clustering, GARCH models, exponential smoothing, forecasting

4.

Banking Concentration in FYROM: Evidence from a Country in Transition

International Conference on Applied Economics (ICOAE) 2013
Number of pages: 9 Posted: 06 Apr 2013
Ljupco Davcev and Nikolaos L. Hourvouliades
University Goce Delcev and American College of Thessaloniki
Downloads 174 (350,806)
Citation 1

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Banking concentration, banking efficiency, liberalization, CEE countries

5.

A Comment on the Behavior of the Greek Mid-Cap Futures Market

Number of pages: 11 Posted: 30 May 2007
Nikolaos L. Hourvouliades
American College of Thessaloniki
Downloads 108 (513,066)

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Random walk, unit roots, cointegration, VECM , Granger causality

6.

A Reverse Index Futures Split Effect on Liquidity and Market Dynamics

Number of pages: 19 Posted: 21 Jun 2017
Athanasios Fassas and Nikolaos L. Hourvouliades
University of Thessaly and American College of Thessaloniki
Downloads 65 (693,110)

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Futures market microstructure, FTSE/ATHEX Large Cap Index, Reverse Split, Bid-Ask Spread, Trading Volume, Volatility