Kate Phylaktis

Cass Business School, City University, London

Professor of International Finance

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

http://www.cass.city.ac.uk/faculty/k.phylaktis/

SCHOLARLY PAPERS

36

DOWNLOADS
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CITATIONS
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in Total Papers Citations

101

Scholarly Papers (36)

1.

Stock Prices and Exchange Rate Dynamics

EFMA 2000 Athens, Cass Business School Research Paper
Number of pages: 40 Posted: 18 Dec 2000
Fabiola Ravazzolo and Kate Phylaktis
City University London and Cass Business School, City University, London
Downloads 1,211 (11,400)
Citation 17

Abstract:

Stock markets, foreign exchange markets, capital market integration, Asian financial crisis, and Pacific Basin capital markets

2.
Downloads 677 ( 29,655)
Citation 5

Currency Risk in Emerging Equity Markets

City University Business School, Finance Working Paper
Number of pages: 51 Posted: 06 Mar 2002
Fabiola Ravazzolo and Kate Phylaktis
City University London and Cass Business School, City University, London
Downloads 479 (46,162)
Citation 5

Abstract:

International capital asset pricing models (ICAPM), currency risk, capital market integration, emerging markets, and Pacific-Basin capital markets

Currency Risk in Emerging Equity Markets

Cass Business School Research Paper
Number of pages: 41 Posted: 29 Sep 2004
Kate Phylaktis
Cass Business School, City University, London
Downloads 198 (124,900)
Citation 5

Abstract:

International capital asset pricing models, ICAPM, currency risk, capital market integration, emerging markets, Pacific Basin capital markets

3.

Stock Market Linkages in Emerging Markets: Implications for International Portfolio Diversification

Cass Business School Research Paper
Number of pages: 26 Posted: 09 Jul 2004
Fabiola Ravazzolo and Kate Phylaktis
City University London and Cass Business School, City University, London
Downloads 533 (38,823)
Citation 16

Abstract:

Capital market linkages, emerging markets, common stochastic trends, international portfolio diversification

European Integration and Corporate Financing

Number of pages: 77 Posted: 10 Jul 2008 Last Revised: 20 Jul 2013
Yaz Gulnur Muradoglu, Ceylan Onay and Kate Phylaktis
Queen Mary University of London, Bogazici University and Cass Business School, City University, London
Downloads 325 (73,854)

Abstract:

European Integration, Capital Structure, Debt Maturity, FDI, European Firms

European Integration and Corporate Financing

Number of pages: 77 Posted: 06 Feb 2009 Last Revised: 20 Jul 2013
Yaz Gulnur Muradoglu, Ceylan Onay and Kate Phylaktis
Queen Mary University of London, Bogazici University and Cass Business School, City University, London
Downloads 203 (121,945)

Abstract:

European Integration, Capital Structure, Debt Maturity, FDI, European Firms

5.

Related Securities and Price Discovery: Evidence from NYSE-Listed Non-U.S. Stocks

EFA 2004 Maastricht Meetings Paper, Cass Business School Research Paper
Number of pages: 52 Posted: 19 Mar 2005 Last Revised: 16 Apr 2010
Piotr Korczak and Kate Phylaktis
University of Bristol - Department of Finance and Accounting and Cass Business School, City University, London
Downloads 411 (54,925)
Citation 4

Abstract:

NYSE specialists, cross-listing, related stocks, price discovery

6.

Futures Trading and Market Microstructure of the Underlying Security: A High Frequency Experiment at the Single Stock Future Level

Number of pages: 34 Posted: 10 Mar 2008 Last Revised: 24 Oct 2013
Kate Phylaktis and Gikas Manalis
Cass Business School, City University, London and Hellenic Exchanges Holdings SA
Downloads 391 (57,238)

Abstract:

Futures market; market microstructure

7.

The Changing Role of Industry and Country Effects in Global Equity Markets

Cass Business School Research Paper
Number of pages: 42 Posted: 02 Jun 2006
Lichuan Xia and Kate Phylaktis
City University London - Sir John Cass Business School and Cass Business School, City University, London
Downloads 336 (65,253)
Citation 7

Abstract:

Portfolio diversification, Risk, International Equity Markets, Industrial structure

8.

Equity Market Comovement and Contagion: A Sectoral Perspective

EFA 2006 Zurich Meetings Paper, Cass Business School Research Paper
Number of pages: 40 Posted: 02 Dec 2005
Lichuan Xia and Kate Phylaktis
City University London - Sir John Cass Business School and Cass Business School, City University, London
Downloads 298 (78,414)
Citation 3

Abstract:

Contagion, International Diversification, Industry Returns, Financial Integration, Global Linkages

9.

Measuring Financial and Economic Integration with Equity Prices in Emerging Markets

EFMA 2002 London Meetings, Cass Business School Research Paper
Number of pages: 53 Posted: 20 Jun 2002
Fabiola Ravazzolo and Kate Phylaktis
City University London and Cass Business School, City University, London
Downloads 259 (92,193)
Citation 23

Abstract:

Capital market integration; emerging markets; and Pacific-Basin capital markets

10.

Firms' Industry and Country Effects in Emerging Markets

Cass Business School Research Paper
Number of pages: 26 Posted: 02 Jun 2006
Lichuan Xia and Kate Phylaktis
City University London - Sir John Cass Business School and Cass Business School, City University, London
Downloads 209 (116,712)
Citation 5

Abstract:

International Diversification, Country/Industry Effects, Emerging Markets, Financial Integration, Global Linkages

11.

Country Funds: A Channel for Emerging Equity Markets Integration

EFMA 2001 Lugano Meetings, Cass Business School Research Paper
Number of pages: 32 Posted: 14 Jun 2001
Fabiola Ravazzolo and Kate Phylaktis
City University London and Cass Business School, City University, London
Downloads 209 (117,220)
Citation 3

Abstract:

Capital market integration, emerging markets, common stochastic trends

12.

Security Transaction Taxes and Financial Volatility: Athens Stock Exchange

Cass Business School Research Paper
Number of pages: 33 Posted: 02 Jun 2006
Antonis A. Aristidou and Kate Phylaktis
City University London - Sir John Cass Business School and Cass Business School, City University, London
Downloads 190 (123,987)
Citation 4

Abstract:

Security Transaction Taxes, Financial Market Volatility, Athens Stock Exchange

13.

Country and Time Variation in Exchange Rate Pass-Through: What Drives It?

Journal of International Money and Finance 31(4), pp. 818-844
Number of pages: 47 Posted: 19 Aug 2011 Last Revised: 08 Sep 2012
J.P. Morgan Chase & Co., Cass Business School, City University of London and Cass Business School, City University, London
Downloads 175 (130,671)

Abstract:

pass-through, exchange rate, asymmetry, prices, emerging markets, protectionism

Margin Changes and Futures Trading Activity: A New Approach

Number of pages: 46 Posted: 17 Jan 2008
Antonis A. Aristidou and Kate Phylaktis
City University London - Sir John Cass Business School and Cass Business School, City University, London
Downloads 141 (169,264)
Citation 1

Abstract:

Margin Requirements, Financial Market Volatility-Volume, Athens Stock Exchange

Margin Changes and Futures Trading Activity: A New Approach

European Financial Management, Vol. 19, Issue 1, pp. 45-71, 2013
Number of pages: 27 Posted: 29 Jan 2013
Kate Phylaktis and Antonis A. Aristidou
Cass Business School, City University, London and City University London - Sir John Cass Business School
Downloads 0
Citation 1

Abstract:

margin requirements, financial market volatility‐volume, Athens Stock Exchange

15.

Do Top Trading Banks in Foreign Exchange Business Know More?

Number of pages: 34 Posted: 27 Feb 2007 Last Revised: 02 Jan 2008
Kate Phylaktis and Long Chen
Cass Business School, City University, London and City University London - Sir John Cass Business School
Downloads 128 (178,020)

Abstract:

Market Microstructure, Foreign Exchange Markets, Macroeconomic News Announcements, Price Discovery, Information Shares

16.

Global Liquidity Risk in the Foreign Exchange Market

Number of pages: 50 Posted: 04 Nov 2011
Chiara Banti, Kate Phylaktis and Lucio Sarno
University of Essex, Cass Business School, City University, London and City University London - Sir John Cass Business School
Downloads 99 (197,892)
Citation 4

Abstract:

foreign exchange, liquidity, order flow, microstructure

17.

Macroeconomic Announcements and Private Information in the Foreign Exchange Market

Cass Business School Research Paper
Number of pages: 29 Posted: 07 Mar 2005
Kate Phylaktis and Long Chen
Cass Business School, City University, London and City University London - Sir John Cass Business School
Downloads 99 (214,263)

Abstract:

Market microstructure, foreign exchange rates, foreign exchange markets, macroeconomic news announcements

18.

Capital Market Integration in the Pacific Basin Region: An Analysis of Real Interest Rate Linkages

IMF Working Paper No. 95/133, Cass Business School Research Paper
Number of pages: 32 Posted: 15 Feb 2006
Kate Phylaktis
Cass Business School, City University, London
Downloads 96 (220,260)
Citation 7

Abstract:

19.

Asymmetric Linkages between High-Frequency Dem/USD and GBP/USD Exchange Rates

Number of pages: 42 Posted: 28 Nov 2007
Long Chen and Kate Phylaktis
City University London - Sir John Cass Business School and Cass Business School, City University, London
Downloads 88 (229,688)

Abstract:

Exchange rate volatility linkages, High Frequency data, Exchange rates

20.

Legal Regime, Size, and Liquidity Factors in Asset Pricing

Cass Business School Emerging Markets Group Working Paper WP-EMG-13-2009
Number of pages: 41 Posted: 27 Mar 2009 Last Revised: 01 Jun 2011
Bruce Allen Hearn, Jenifer Piesse and Kate Phylaktis
University of Sussex, University of Stellbosch and Cass Business School, City University, London
Downloads 73 (252,433)

Abstract:

Portfolio Choice, Asset pricing, International Financial Markets, Sub-Saharan Africa

21.

FX Market Liquidity, Funding Constraints and Capital Flows

Number of pages: 46 Posted: 11 Jun 2012 Last Revised: 17 Oct 2014
Chiara Banti and Kate Phylaktis
University of Essex and Cass Business School, City University, London
Downloads 70 (228,016)

Abstract:

foreign exchange, liquidity, funding liquidity constraints, capital flows, microstructure

22.

Price Discovery in Foreign Exchange Markets: A Comparison of Indicative and Actual Transaction Prices

Number of pages: 1 Posted: 12 Nov 2008
Long Chen and Kate Phylaktis
City University London - Sir John Cass Business School and Cass Business School, City University, London
Downloads 65 (274,948)
Citation 2

Abstract:

Exchange rates, Foreign Exchange market microstructure, High frequency data, Order flow, Indicative data

23.

The Demand for Money During High Inflation Episodes: Some Latin American Evidence on the Cagan Model

IMF Working Paper No. 91/48, Cass Business School Research Paper
Number of pages: 22 Posted: 15 Feb 2006
Kate Phylaktis
Cass Business School, City University, London
Downloads 61 (274,948)

Abstract:

24.

The Influence of Institutions, Investor Protection and Corporate Block-Shareholders in Asset Pricing

Number of pages: 46 Posted: 22 Nov 2011
Bruce Allen Hearn, Kate Phylaktis and Jenifer Piesse
University of Sussex, Cass Business School, City University, London and University of Stellbosch
Downloads 55 (300,722)

Abstract:

Investor Protection, Legal Origin, Asset pricing, International Financial Markets

25.

On cross-border bank credit and the U.S. financial crisis transmission to equity markets

Journal of International Money and Finance, Vol. 69, No. 108-134, 2016
Number of pages: 46 Posted: 07 Apr 2015 Last Revised: 24 Mar 2017
Cheng Yan, Kate Phylaktis and Ana-Maria Fuertes
Durham University - Department of Economics and Finance, Cass Business School, City University, London and Cass Business School, City University of London
Downloads 32 (264,366)

Abstract:

U.S. financial crisis; Crisis transmission channel; Capital flows; Bank credit; International trade; Causality; Emerging markets

26.

Hot Money in Bank Credit Flows to Emerging Markets During the Banking Globalization Era

Journal of International Money and Finance, Vol. 60, No. 29-52, 2016
Number of pages: 40 Posted: 05 Nov 2014 Last Revised: 24 Mar 2017
Ana-Maria Fuertes, Kate Phylaktis and Cheng Yan
Cass Business School, City University of London, Cass Business School, City University, London and Durham University - Department of Economics and Finance
Downloads 21 (303,305)

Abstract:

International capital flows; Hot money; Crisis transmission; Banking globalisation; Kalman filter

27.

Global Liquidity and House Prices Around the World

Number of pages: 43 Posted: 14 Feb 2017
Chiara Banti and Kate Phylaktis
University of Essex and Cass Business School, City University, London
Downloads 0 (319,628)

Abstract:

global liquidity, house prices, repos

28.

Cross-Border Bank Flows, Funding Liquidity and House Prices

Number of pages: 37 Posted: 02 Jun 2016
Kate Phylaktis and Chiara Banti
Cass Business School, City University, London and University of Essex
Downloads 0 (469,448)

Abstract:

global liquidity, house prices, repos

29.

Expropriation Risk by Block Holders, Institutional Quality and Expected Stock Returns

Journal of Corporate Finance, Forthcoming
Number of pages: 63 Posted: 22 Jan 2016 Last Revised: 02 May 2017
Bruce Allen Hearn, Kate Phylaktis and Jenifer Piesse
University of Sussex, Cass Business School, City University, London and University of Stellbosch
Downloads 0 (378,358)

Abstract:

Investor Protection, Legal Origin, Asset pricing, International Financial Markets

30.

Price Limits and the Stock Market Volatility in the Athens Stock Exchange

European Financial Management, Vol. 5, No. 1,1999, 69-84
Posted: 07 Feb 2014
Manolis G. Kavussanos, Kate Phylaktis and Gikas Manalis
Athens University of Economics and Business - Department of Accounting and Finance, Cass Business School, City University, London and Hellenic Exchanges Holdings SA

Abstract:

price limits and volatility, emerging capital markets, ARCH/GARCH modelling, Athens Stock Exchange

31.

An Examination of the Relationship between Stock Return and Trading Activity Under Different Trading Systems

Greek Economic Review, Vol. 21, No 1, 19-36, Spring 2001
Posted: 07 Feb 2014
Manolis G. Kavussanos and Kate Phylaktis
Athens University of Economics and Business - Department of Accounting and Finance and Cass Business School, City University, London

Abstract:

32.

Cross Listing Behavior

Posted: 16 Nov 2010
Thomas O’Connor and Kate Phylaktis
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics and Cass Business School, City University, London

Abstract:

International Cross-Listings, Cross-Delistings, Valuation, Bonding, Capital-Raising

33.

Order Flow and Exchange Rate Dynamics: An Application to Emerging Markets

Posted: 08 Mar 2010
Ian W. Marsh and Kate Phylaktis
City University London - Sir John Cass Business School and Cass Business School, City University, London

Abstract:

Order Flow, Foreign Exchange Markets, Exchange Rates, Forex Microstructure

34.

Asymmetric Information, Price Discovery and Macroeconomic Announcements in FX Market: Do Top Trading Banks Know More?

Posted: 09 Jul 2008
Long Chen and Kate Phylaktis
City University London - Sir John Cass Business School and Cass Business School, City University, London

Abstract:

Market Microstructure, Foreign Exchange Markets, Macroeconomic News Announcements, Price Discovery, Information Shares

35.

Price Limits and Stock Market Volatility in the Athens Stock Exchange

European Financial Management, Vol. 5, No. 1, March 1999, Cass Business School Research Paper
Posted: 25 Oct 1998
Gikas Manalis, Kate Phylaktis and Manolis G. Kavussanos
Hellenic Exchanges Holdings SA, Cass Business School, City University, London and Athens University of Economics and Business - Department of Accounting and Finance

Abstract:

Stock Prices and the Flow of Information in the Athens Stock Exchange

EUROPEAN FINANCIAL MANAGEMENT, Vol. 2 No. 1, March 1996, Cass Business School Research Paper
Posted: 29 Apr 1998
Gikas Manalis, Kate Phylaktis and Manolis G. Kavussanos
Hellenic Exchanges Holdings SA, Cass Business School, City University, London and Athens University of Economics and Business - Department of Accounting and Finance

Abstract:

Stock Prices and the Flow of Information in the Athens Stock Exchange

European Financial Management, Vol.2, No. 1, 1996, 113-126
Posted: 07 Feb 2014
Manolis G. Kavussanos, Kate Phylaktis and Gikas Manalis
Athens University of Economics and Business - Department of Accounting and Finance, Cass Business School, City University, London and Hellenic Exchanges Holdings SA

Abstract:

Other Papers (2)

Total Downloads: 10    Citations: 0
1.

Ownership Concentration, Institutions and Expected Stock Returns

Number of pages: 55 Posted: 18 Feb 2014
Bruce Allen Hearn, Kate Phylaktis and Jenifer Piesse
University of Sussex, Cass Business School, City University, London and University of Stellbosch
Downloads 0

Abstract:

Investor Protection, Legal Origin, Asset pricing, International Financial Markets

2.

Capital Structures Around the World: Are Small and Private Firms Different?

Number of pages: 36 Posted: 14 Mar 2010
Yaz Gulnur Muradoglu, Kate Phylaktis and Tugba Bas
Queen Mary University of London, Cass Business School, City University, London and City University London - Sir John Cass Business School
Downloads 0

Abstract:

Leverage, debt maturity, small firms, private firms