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Details about Theoharry Grammatikos

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Workplace:Luxembourg School of Finance, Faculté de droit, d'économie et de finance (Department of Law, Economics and Finance), Université du Luxembourg (University of Luxembourg), (more information at EDIRC)

Access statistics for papers by Theoharry Grammatikos.

Last updated 2020-07-01. Update your information in the RePEc Author Service.

Short-id: pgr465


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Working Papers

2014

  1. Extreme Returns in the European Financial Crisis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in European Financial Management (2017)
  2. Forecasting Distress in European SME Portfolios
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    Also in EIF Working Paper Series, European Investment Fund (EIF) (2013) Downloads View citations (1)

    See also Journal Article in Journal of Banking & Finance (2016)
  3. Market Perceptions of US and European Policy Actions Around the Subprime Crisis
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan Downloads
    Also in LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg (2012) Downloads

    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2015)
  4. Pricing Default Risk: The Good, The Bad, and The Anomaly
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in EIF Working Paper Series, European Investment Fund (EIF) (2014) Downloads

    See also Journal Article in Journal of Financial Stability (2016)

2013

  1. News Flow, Web Attention and Extreme Returns in the European Financial Crisis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
  2. What lies behind the (Too-Small-To-Survive) banks?
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2013) Downloads

2012

  1. The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads
    Also in LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg (2012) Downloads View citations (3)

2011

  1. Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (32)
    Also in LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg (2010) Downloads View citations (4)

1988

  1. Additions to bank loan-loss reserves: good news or bad news?
    Working Papers, Federal Reserve Bank of Philadelphia View citations (1)
    See also Journal Article in Journal of Monetary Economics (1990)

1986

  1. Returns and risks of U.S. bank foreign currency activities
    Working Papers, Federal Reserve Bank of Philadelphia View citations (19)
    See also Journal Article in Journal of Finance (1986)

Journal Articles

2017

  1. Extreme Returns in the European financial crisis
    European Financial Management, 2017, 23, (4), 728-760 Downloads
    See also Working Paper (2014)

2016

  1. Forecasting distress in European SME portfolios
    Journal of Banking & Finance, 2016, 64, (C), 112-135 Downloads View citations (7)
    See also Working Paper (2014)
  2. Pricing default risk: The good, the bad, and the anomaly
    Journal of Financial Stability, 2016, 26, (C), 190-213 Downloads View citations (2)
    See also Working Paper (2014)

2015

  1. Market perceptions of US and European policy actions around the subprime crisis
    Journal of International Financial Markets, Institutions and Money, 2015, 37, (C), 99-113 Downloads View citations (4)
    See also Working Paper (2014)

1993

  1. Risk premia and the ex-dividend stock price behavior: Empirical evidence
    Journal of Banking & Finance, 1993, 17, (4), 575-589 Downloads View citations (11)

1992

  1. Options Trading and the Bid-Ask Spread of the Underlying Stocks
    The Journal of Business, 1992, 65, (3), 335-51 Downloads View citations (31)

1991

  1. Portfolio rebalancing and the effective taxation of dividends and capital gains following the Tax Reform Act of 1986
    Journal of Banking & Finance, 1991, 15, (3), 501-519 Downloads View citations (2)

1990

  1. Additions to bank loan-loss reserves: Good news or bad news?
    Journal of Monetary Economics, 1990, 25, (2), 289-304 Downloads View citations (31)
    See also Working Paper (1988)
  2. Market expectations of the effects of the Tax Reform Act of 1986 on banking organizations
    Journal of Banking & Finance, 1990, 14, (6), 1171-1187 Downloads View citations (3)

1989

  1. Dividend Stripping, Risk Exposure, and the Effect of the 1984 Tax Reform Act on the Ex-dividend Day Behavior
    The Journal of Business, 1989, 62, (2), 157-73 Downloads View citations (28)
  2. RISK AND RETURN ON NEWLY LISTED STOCKS: THE POST-LISTING EXPERIENCE
    Journal of Financial Research, 1989, 12, (2), 93-102 Downloads View citations (5)

1986

  1. Futures Price Variability: A Test of Maturity and Volume Effects
    The Journal of Business, 1986, 59, (2), 319-30 Downloads View citations (46)
  2. Intervalling Effects and the Hedging Performance of Foreign Currency Futures
    The Financial Review, 1986, 21, (1), 21-36 View citations (1)
  3. MARKET REACTION TO NYSE LISTINGS: TESTS OF THE MARKETABILITY GAINS HYPOTHESIS
    Journal of Financial Research, 1986, 9, (3), 215-227 Downloads View citations (19)
  4. Returns and Risks of U.S. Bank Foreign Currency Activities
    Journal of Finance, 1986, 41, (3), 671-82 Downloads View citations (24)
    See also Working Paper (1986)
  5. The Information Value of Listing on the New York Stock Exchange
    The Financial Review, 1986, 21, (4), 485-99 View citations (6)

1983

  1. Stability and the hedging performance of foreign currency futures
    Journal of Futures Markets, 1983, 3, (3), 295-305 Downloads View citations (5)

Undated

  1. Applying Benford’s Law to Detect Accounting Data Manipulation in the Banking Industry
    Journal of Financial Services Research, 1-28 Downloads
 
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