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Details about Andros Gregoriou

E-mail:
Postal address:brunel university brunel business school economics and finance section uxbridge, middlesex ub8 3ph
Workplace:Department of Economics and Finance, Brunel University London, (more information at EDIRC)

Access statistics for papers by Andros Gregoriou.

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

Short-id: pgr171


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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 Downloads
  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 Downloads

2007

  1. Do real interest rates converge? Evidence from the European Union
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads View citations (3)
    Also in Working Papers, Business School - Economics, University of Glasgow (2007) Downloads View citations (36)
  2. Euro Area Inflation Differentials: Unit Roots, Structural Breaks and Non-Linear Adjustment
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (7)
  3. 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 Downloads

2006

  1. Monetary Policy Shocks and Stock Returns: Evidence from the British Market
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (15)
  2. 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 Downloads

2005

  1. Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test
    Working Papers, Business School - Economics, University of Glasgow Downloads 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) Downloads View citations (22) (2006)
  2. Modeling The Non-Linear Behaviour of Inflation Deviations From The Target
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (5)

2003

  1. 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 Downloads
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) Downloads
  2. Liquidity Effects due to Information Costs from Changes in the FTSE 100 List
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) Downloads

Undated

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

Journal Articles

2009

  1. Modeling the behaviour of inflation deviations from the target
    Economic Modelling, 2009, 26, (1), 90-95 Downloads View citations (16)

2008

  1. Adaptation towards reference values: A non-linear perspective
    Journal of Economic Behavior & Organization, 2008, 67, (3-4), 768-781 Downloads View citations (4)
  2. Non-linearity versus non-normality in real exchange rate dynamics
    Economics Letters, 2008, 100, (2), 200-203 Downloads View citations (5)
  3. 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 Downloads
  4. The asymmetry of the price impact of block trades and the bid‐ask spread
    Journal of Economic Studies, 2008, 35, (2), 191-199 Downloads View citations (11)
  5. Unemployment and life satisfaction: a non‐linear adaptation process
    International Journal of Manpower, 2008, 29, (7), 668-680 Downloads View citations (7)

2007

  1. 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 Downloads View citations (2)
  2. Testing for Purchasing Power Parity correcting for non-normality using the wild bootstrap
    Economics Letters, 2007, 95, (2), 285-290 Downloads View citations (14)

2006

  1. INFLATION TARGETING AND THE STATIONARITY OF INFLATION: NEW RESULTS FROM AN ESTAR UNIT ROOT TEST
    Bulletin of Economic Research, 2006, 58, (4), 309-322 Downloads View citations (22)
    See also Working Paper Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test, Working Papers (2005) Downloads View citations (4) (2005)
  2. Information costs and liquidity effects from changes in the FTSE 100 list
    The European Journal of Finance, 2006, 12, (4), 347-360 Downloads View citations (13)

2004

  1. Asset Pricing Under the Presence of Transactions Cost:Evidence from the UK Stock Market
    Ekonomia, 2004, 7, (2), 139-151
  2. 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 Downloads View citations (16)
 
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