Details about Spyros Spyrou

Access statistics for papers by Spyros Spyrou.

Last updated 2011-10-17. Update your information in the RePEc Author Service.

Short-id: psp77

Working Papers

1999

1. Interest Rate Liberalisation and Equity Market Volatility: the Case of Malaysia and Thailand
   Working Papers, Middlesex University - School of Economics

Journal Articles

2011

1. Are broad market shocks anticipated by investors? Evidence from major equity and index options markets
   International Review of Financial Analysis, 2011, 20, (3), 127-133

2010

2. Size and momentum in European equity markets: empirical findings from varying beta Capital Asset Pricing Model
   Accounting and Finance, 2010, 50, (1), 143-169
3. Value at risk models for volatile emerging markets equity portfolios
   The Quarterly Review of Economics and Finance, 2010, 50, (4), 515-526 View citations (1)

2009

4. Time-variation in the value premium and the CAPM: evidence from European markets
   Applied Financial Economics, 2009, 19, (23), 1899-1914 View citations (2)

2008

5. Short-term patterns in government bond returns following market shocks: International evidence
   International Review of Financial Analysis, 2008, 17, (5), 903-924 View citations (2)

2007

6. Mergers and acquisitions of non-financial firms in Europe: the case of the Athens Stock Exchange
   Applied Economics Letters, 2007, 14, (7), 523-527
7. Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange
   Applied Financial Economics, 2007, 17, (3), 221-235 View citations (4)

2006

8. Short-term Contrarian Strategies in the London Stock Exchange: Are They Profitable? Which Factors Affect Them?
   Journal of Business Finance & Accounting, 2006, 33, (5-6), 839-867 View citations (3)
9. The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market: a Kalman filter approach
   Applied Financial Economics, 2006, 16, (18), 1317-1329 View citations (1)

2005

10. Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange
    European Financial Management, 2005, 11, (1), 71-98 View citations (8)

2004

11. Are stocks a good hedge against inflation? evidence from emerging markets
    Applied Economics, 2004, 36, (1), 41-48 View citations (8)
12. Return Predictability, Contrarian & Momentum Profits:The Case of the Athens Stock Exchange
    Ekonomia, 2004, 7, (1), 56-72

2003

13. Fundamental variables and the cross-section of expected stock returns: the case of Hong Kong
    Applied Economics Letters, 2003, 10, (5), 307-310 View citations (2)

2001

14. Stock and credit market expansion and economic development in emerging markets: further evidence utilizing cointegration analysis
    Applied Economics, 2001, 33, (8), 1057-1064 View citations (4)
15. Stock returns and inflation: evidence from an emerging market
    Applied Economics Letters, 2001, 8, (7), 447-450 View citations (5)

1999

16. Common Stochastic Trends in Emerging Equity Markets
    Manchester School, 1999, 67, (6), 649-60 View citations (7)