Details about Andros Gregoriou

Access statistics for papers by Andros Gregoriou.

Last updated 2009-02-06. Update your information in the RePEc Author Service.

Short-id: pgr171

Working Papers

2009

1. A new solution to the purchasing power parity puzzles? Risk-aversion, exchange rate uncertainty and the law of one price: Insights from the market of online air-travel tickets
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section
2. Exchange rate uncertainty and deviations from Purchasing Power Parity: Evidence from the G7 area
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section

2007

3. Do real interest rates converge? Evidence from the European Union
   Working Papers, Business School - Economics, University of Glasgow View citations (36)
   Also in Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2007) View citations (3)
4. Euro Area Inflation Differentials: Unit Roots, Structural Breaks and Non-Linear Adjustment
   Working Papers, Business School - Economics, University of Glasgow View citations (7)
5. The Asymmetry of the Price Impact of Block Trades and the Bid-Ask Spread. Evidence from the London Stock Exchange
   Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group

2006

6. Monetary Policy Shocks and Stock Returns: Evidence from the British Market
   Working Papers, Business School - Economics, University of Glasgow View citations (15)
7. On the Composition of Government Spending, Optimal Fiscal Policy, and Endogenous Growth: Theory and Evidence
   Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University

2005

8. Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test
   Working Papers, Business School - Economics, University of Glasgow View citations (4)
   See also Journal Article INFLATION TARGETING AND THE STATIONARITY OF INFLATION: NEW RESULTS FROM AN ESTAR UNIT ROOT TEST, Bulletin of Economic Research, Wiley Blackwell (2006) View citations (25) (2006)
9. Modeling The Non-Linear Behaviour of Inflation Deviations From The Target
   Working Papers, Business School - Economics, University of Glasgow View citations (5)

2003

10. GMM and present value tests of the C-CAPM under Transactions Costs: Evidence from the UK stock market
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)
11. Liquidity Effects due to Information Costs from Changes in the FTSE 100 List
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)

Undated

12. THE LONG RUN RELATIONSHIP BETWEEN STOCK PRICES AND GOODS PRICES: NEW EVIDENCE FROM PANEL COINTEGRATION
    Working Papers, Business School - Economics, University of Glasgow View citations (2)

Journal Articles

2009

1. Modeling the behaviour of inflation deviations from the target
   Economic Modelling, 2009, 26, (1), 90-95 View citations (17)

2008

2. Adaptation towards reference values: A non-linear perspective
   Journal of Economic Behavior & Organization, 2008, 67, (3-4), 768-781 View citations (4)
3. Non-linearity versus non-normality in real exchange rate dynamics
   Economics Letters, 2008, 100, (2), 200-203 View citations (5)
4. Nonlinear adjustment of investors' holding periods for common stocks in the presence of unobserved transactions costs: evidence from the UK equity market
   Applied Financial Economics, 2008, 18, (15), 1221-1231
5. The asymmetry of the price impact of block trades and the bid‐ask spread
   Journal of Economic Studies, 2008, 35, (2), 191-199 View citations (11)
6. Unemployment and life satisfaction: a non‐linear adaptation process
   International Journal of Manpower, 2008, 29, (7), 668-680 View citations (8)

2007

7. Generalized method of moments and present value tests of the consumption-capital asset pricing model under transactions costs: evidence from the UK stock market
   Empirical Economics, 2007, 32, (1), 19-39 View citations (2)
8. Testing for Purchasing Power Parity correcting for non-normality using the wild bootstrap
   Economics Letters, 2007, 95, (2), 285-290 View citations (15)

2006

9. INFLATION TARGETING AND THE STATIONARITY OF INFLATION: NEW RESULTS FROM AN ESTAR UNIT ROOT TEST
   Bulletin of Economic Research, 2006, 58, (4), 309-322 View citations (25)
   See also Working Paper Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test, Working Papers (2005) View citations (4) (2005)
10. Information costs and liquidity effects from changes in the FTSE 100 list
    The European Journal of Finance, 2006, 12, (4), 347-360 View citations (13)

2004

11. Asset Pricing Under the Presence of Transactions Cost:Evidence from the UK Stock Market
    Ekonomia, 2004, 7, (2), 139-151
12. Does the day of the week effect exist once transaction costs have been accounted for? Evidence from the UK
    Applied Financial Economics, 2004, 14, (3), 215-220 View citations (17)