Details about Dimitris Kenourgios

Access statistics for papers by Dimitris Kenourgios.

Last updated 2013-01-19. Update your information in the RePEc Author Service.

Short-id: pke81

Working Papers

2012

1. Opportunities for international portfolio diversification in the balkans’ markets
   MPRA Paper, University Library of Munich, Germany

2010

2. Evaluating currency crisis:A multivariate Markov switching approach
   Working Papers, The University of Sheffield, Department of Economics

2005

3. Hedge ratio estimation and hedging effectiveness: the case of the S&P 500 stock index futures contract
   Finance, EconWPA View citations (3)
4. Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market
   Finance, EconWPA
5. Initial Performance of Greek IPOs, Underwriter’s Reputation and Oversubscription
   Finance, EconWPA
6. Macroeconomic factors’ influence on “new” European countries stock returns: the case of four transition economies
   Finance, EconWPA
   See also Journal Article in International Journal of Financial Services Management (2007)
7. PRICE DISCOVERY IN THE ATHENS DERIVATIVES EXCHANGE: EVIDENCE FOR THE FTSE/ASE-20 FUTURES MARKET
   Finance, EconWPA
8. TESTING EFFICIENCY AND THE UNBIASEDNESS HYPOTHESIS OF THE EMERGING GREEK FUTURES MARKET
   Finance, EconWPA View citations (1)
9. TESTING EFFICIENCY OF THE COPPER FUTURES MARKET: NEW EVIDENCE FROM LONDON METAL EXCHANGE
   Finance, EconWPA View citations (1)
10. The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange
    Finance, EconWPA View citations (1)

Journal Articles

2013

1. EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH
   Manchester School, 2013, 81, (1), 33-57

2012

2. Emerging markets and financial crises: Regional, global or isolated shocks?
   Journal of Multinational Financial Management, 2012, 22, (1), 24-38

2011

3. Equity market integration in emerging Balkan markets
   Research in International Business and Finance, 2011, 25, (3), 296-307 View citations (2)
4. Financial crises and stock market contagion in a multivariate time-varying asymmetric framework
   Journal of International Financial Markets, Institutions and Money, 2011, 21, (1), 92-106 View citations (5)
5. Maturity effect on stock index futures in an emerging market
   Applied Economics Letters, 2011, 18, (11), 1029-1033

2009

6. Financial Market Dynamics in an Enlarged European Union
   Journal of Economic Integration, 2009, 24, 197-221 View citations (1)

2008

7. Athens' Olympic Games 2004 impact on sponsors' stock returns
   Applied Financial Economics, 2008, 18, (19), 1569-1580 View citations (2)

2007

8. Impact of mergers and acquisitions on stock returns of tramp shipping firms
   International Journal of Financial Services Management, 2007, 2, (4), 327-343
9. Macroeconomic factors' influence on 'new' European countries' stock returns: the case of four transition economies
   International Journal of Financial Services Management, 2007, 2, (1), 34-49 View citations (2)
   See also Working Paper (2005)

2006

10. The Small Business Capital Market Behavior in Athens Stock Exchange
    Small Business Economics, 2006, 27, (4), 409-417

2005

11. Entrepreneurship, small and medium size business markets and European economic integration
    Journal of Policy Modeling, 2005, 27, (3), 363-374 View citations (3)

2004

12. Central Banking and Commercial Inflation Forecasting: Some New Evidence for the U.S.A
    Economia Internazionale / International Economics, 2004, 57, (4), 475-493
13. The Persistence of Mutual Funds Performance: Evidence From The UK Stock Market
    Ekonomia, 2004, 7, (2), 121-138