Vassilis A. Efthymiou

Athens University of Economics and Business - Department of Accounting and Finance

76 Patission Street

GR-104 34 Athens

Greece

  • Athens University of Economics and Business - Department of Accounting and Finance

SCHOLARLY PAPERS

2

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133

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2

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Scholarly Papers (2)

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1.

Intraday Analysis of the Limit Order Bias on the Ex-Dividend Day of U.S. Common Stocks

International Review of Economics & Finance, volume 72, 2021[10.1016/j.iref.2020.11.017]
Number of pages: 43 Posted: 14 Sep 2013 Last Revised: 20 Sep 2024
Vassilis A. Efthymiou, Athanasios Episcopos, George N. Leledakis and Emmanouil G. Pyrgiotakis
Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business, School of Business, Department of Accounting and Finance and University of Essex - Essex Business School
Downloads 129 (422,433)

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ex-dividend day, intraday price drop ratio, order flow bias

2.

The Price Impact of the Disposition Effect on the Ex-Dividend Day of NYSE and AMEX Common Stocks

Quantitative Finance, volume 14, issue 4, 2014[10.1080/14697688.2014.891759]
Number of pages: 41 Posted: 15 Mar 2014 Last Revised: 20 Sep 2024
Vassilis A. Efthymiou and George N. Leledakis
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business, School of Business, Department of Accounting and Finance
Downloads 4 (1,161,930)
Citation 2

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Disposition effect; Ex-dividend day; Capital gains overhang; Price drop ratio