Details about Evangelos Giouvris

Access statistics for papers by Evangelos Giouvris.

Last updated 2023-11-08. Update your information in the RePEc Author Service.

Short-id: pgi354

Working Papers

2015

1. On the stock market liquidity and the business cycle: A multi country approach
   Post-Print, HAL View citations (10)
   See also Journal Article On the stock market liquidity and the business cycle: A multi country approach, International Review of Financial Analysis, Elsevier (2015) View citations (10) (2015)

2009

2. Systematic liquidity and excess returns: evidence from the London Stock Exchange
   Post-Print, HAL View citations (3)
   See also Journal Article Systematic liquidity and excess returns: evidence from the London Stock Exchange, Review of Accounting and Finance, Emerald Group Publishing Limited (2009) View citations (3) (2009)

2008

3. Systematic Liquidity and Excess Returns: Evidence from the Athens Stock Exchange
   Post-Print, HAL View citations (2)

2007

4. Liquidity Commonality in the London Stock Exchange
   Post-Print, HAL View citations (14)
   See also Journal Article Liquidity Commonality in the London Stock Exchange, Journal of Business Finance & Accounting, Wiley Blackwell (2007) View citations (15) (2007)

Journal Articles

2023

1. Does Economic Policy Uncertainty Explain Exchange Rate Movements in the Economic Community of West African States (ECOWAS): A Panel ARDL Approach
   IJFS, 2023, 11, (4), 1-22
2. Fama–French–Carhart Factor-Based Premiums in the US REIT Market: A Risk Based Explanation, and the Impact of Financial Distress and Liquidity Crisis from 2001 to 2020
   IJFS, 2023, 11, (1), 1-39 View citations (1)
3. What Is the Effect of Oil and Gas Markets (Spot/Futures) on Herding in BRICS? Recent Evidence (2007–2022)
   JRFM, 2023, 16, (11), 1-41

2022

4. Measures of Volatility, Crises, Sentiment and the Role of U.S. ‘Fear’ Index (VIX) on Herding in BRICS (2007–2021)
   JRFM, 2022, 15, (3), 1-42 View citations (1)
5. The Impact of Oil Price and Oil Volatility Index (OVX) on the Exchange Rate in Sub-Saharan Africa: Evidence from Oil Importing/Exporting Countries
   Economies, 2022, 10, (11), 1-29 View citations (1)

2021

6. Bank mergers: the cyclical behaviour of regulation, risk and returns
   Journal of Financial Economic Policy, 2021, 13, (2), 256-284 View citations (1)
7. The Regime-Switching Behaviour of Exchange Rates and Frontier Stock Market Prices in Sub-Saharan Africa
   JRFM, 2021, 14, (3), 1-30 View citations (4)

2020

8. Firm Survival between Manufacturing and Non-Manufacturing Industries: Cultural Distance, Country Risk, Entry Mode, Market Size, Firm Age and Location
   Chinese Economy, 2020, 53, (5), 412-431 View citations (2)
9. Oil Price, Oil Price Implied Volatility (OVX) and Illiquidity Premiums in the US: (A)symmetry and the Impact of Macroeconomic Factors
   JRFM, 2020, 13, (4), 1-40 View citations (1)
10. The Impact of Foreign Bank Entry on Chinese Banks and Financial Liberalization: Recent Evidence
    Chinese Economy, 2020, 53, (2), 177-199 View citations (2)
11. Tourist arrivals in Korea: Hallyu as a pull factor
    Current Issues in Tourism, 2020, 23, (1), 99-130 View citations (2)

2019

12. Financial institutions mergers: a strategy choice of wealth maximisation and economic value
    Journal of Financial Economic Policy, 2019, 12, (4), 495-529 View citations (1)
13. Important Determinants of Foreign Company Performance in China: Big Data Analysis
    Chinese Economy, 2019, 52, (1), 56-82
14. Oil, the Baltic Dry index, market (il)liquidity and business cycles: evidence from net oil-exporting/oil-importing countries
    Financial Markets and Portfolio Management, 2019, 33, (4), 349-416 View citations (5)

2018

15. A Comparative GARCH Analysis of Macroeconomic Variables and Returns on Modelling the Kurtosis of FTSE 100 Implied Volatility Index
    Multinational Finance Journal, 2018, 22, (3-4), 119-172

2016

16. Dutch mortgages: Impact of the crisis on probability of default
    Finance Research Letters, 2016, 18, (C), 205-217 View citations (3)

2015

17. On the stock market liquidity and the business cycle: A multi country approach
    International Review of Financial Analysis, 2015, 38, (C), 44-69 View citations (10)
    See also Working Paper On the stock market liquidity and the business cycle: A multi country approach, Post-Print (2015) View citations (10) (2015)

2009

18. Systematic liquidity and excess returns: evidence from the London Stock Exchange
    Review of Accounting and Finance, 2009, 8, (3), 279-307 View citations (3)
    See also Working Paper Systematic liquidity and excess returns: evidence from the London Stock Exchange, Post-Print (2009) View citations (3) (2009)

2007

19. Liquidity Commonality in the London Stock Exchange
    Journal of Business Finance & Accounting, 2007, 34, (1‐2), 374-388 View citations (15)
    See also Working Paper Liquidity Commonality in the London Stock Exchange, Post-Print (2007) View citations (14) (2007)