Details about Spyros Spyrou
Access statistics for papers by Spyros Spyrou.
Last updated 2011-10-17. Update your information in the RePEc Author Service.
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- Interest Rate Liberalisation and Equity Market Volatility: the Case of Malaysia and Thailand
Working Papers, Middlesex University - School of Economics
- 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
- Size and momentum in European equity markets: empirical findings from varying beta Capital Asset Pricing Model
Accounting and Finance, 2010, 50, (1), 143-169
- 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)
- Time-variation in the value premium and the CAPM: evidence from European markets
Applied Financial Economics, 2009, 19, (23), 1899-1914 View citations (2)
- 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)
- Mergers and acquisitions of non-financial firms in Europe: the case of the Athens Stock Exchange
Applied Economics Letters, 2007, 14, (7), 523-527
- Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange
Applied Financial Economics, 2007, 17, (3), 221-235 View citations (4)
- 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)
- 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)
- Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange
European Financial Management, 2005, 11, (1), 71-98 View citations (8)
- Are stocks a good hedge against inflation? evidence from emerging markets
Applied Economics, 2004, 36, (1), 41-48 View citations (8)
- Return Predictability, Contrarian & Momentum Profits:The Case of the Athens Stock Exchange
Ekonomia, 2004, 7, (1), 56-72
- 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)
- 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)
- Stock returns and inflation: evidence from an emerging market
Applied Economics Letters, 2001, 8, (7), 447-450 View citations (5)
- Common Stochastic Trends in Emerging Equity Markets
Manchester School, 1999, 67, (6), 649-60 View citations (7)
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