Details about Theoharry Grammatikos

Access statistics for papers by Theoharry Grammatikos.

Last updated 2023-04-08. Update your information in the RePEc Author Service.

Short-id: pgr465

Working Papers

2014

1. Extreme Returns in the European Financial Crisis
   MPRA Paper, University Library of Munich, Germany View citations (3)
   See also Journal Article Extreme Returns in the European financial crisis, European Financial Management, European Financial Management Association (2017) View citations (1) (2017)
2. Forecasting Distress in European SME Portfolios
   MPRA Paper, University Library of Munich, Germany View citations (2)
   Also in EIF Working Paper Series, European Investment Fund (EIF) (2013) View citations (2)
   See also Journal Article Forecasting distress in European SME portfolios, Journal of Banking & Finance, Elsevier (2016) View citations (23) (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
   Also in LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg (2012)
   See also Journal Article Market perceptions of US and European policy actions around the subprime crisis, Journal of International Financial Markets, Institutions and Money, Elsevier (2015) View citations (6) (2015)
4. Pricing Default Risk: The Good, The Bad, and The Anomaly
   MPRA Paper, University Library of Munich, Germany View citations (1)
   Also in EIF Working Paper Series, European Investment Fund (EIF) (2014)
   See also Journal Article Pricing default risk: The good, the bad, and the anomaly, Journal of Financial Stability, Elsevier (2016) View citations (7) (2016)

2013

5. (Un)stable vertical collusive agreements
   DEM Discussion Paper Series, Department of Economics at the University of Luxembourg View citations (5)
6. News Flow, Web Attention and Extreme Returns in the European Financial Crisis
   MPRA Paper, University Library of Munich, Germany View citations (4)
7. What lies behind the (Too-Small-To-Survive) banks?
   LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg
   Also in MPRA Paper, University Library of Munich, Germany (2013)

2012

8. On the long run economic performance of small economies
   DEM Discussion Paper Series, Department of Economics at the University of Luxembourg View citations (1)
9. The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity
   LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg View citations (3)

2010

10. Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg View citations (5)

1988

11. Additions to bank loan-loss reserves: good news or bad news?
    Working Papers, Federal Reserve Bank of Philadelphia View citations (2)
    See also Journal Article Additions to bank loan-loss reserves: Good news or bad news?, Journal of Monetary Economics, Elsevier (1990) View citations (40) (1990)

1986

12. Returns and risks of U.S. bank foreign currency activities
    Working Papers, Federal Reserve Bank of Philadelphia View citations (20)
    See also Journal Article Returns and Risks of U.S. Bank Foreign Currency Activities, Journal of Finance, American Finance Association (1986) View citations (27) (1986)

Journal Articles

2021

1. Applying Benford’s Law to Detect Accounting Data Manipulation in the Banking Industry
   Journal of Financial Services Research, 2021, 59, (1), 115-142 View citations (6)

2018

2. “Too‐Small‐To‐Survive” versus “Too‐Big‐To‐Fail” banks: The two sides of the same coin
   Financial Markets, Institutions & Instruments, 2018, 27, (3), 89-121

2017

3. Extreme Returns in the European financial crisis
   European Financial Management, 2017, 23, (4), 728-760 View citations (1)
   See also Working Paper Extreme Returns in the European Financial Crisis, MPRA Paper (2014) View citations (3) (2014)

2016

4. Forecasting distress in European SME portfolios
   Journal of Banking & Finance, 2016, 64, (C), 112-135 View citations (23)
   See also Working Paper Forecasting Distress in European SME Portfolios, MPRA Paper (2014) View citations (2) (2014)
5. Pricing default risk: The good, the bad, and the anomaly
   Journal of Financial Stability, 2016, 26, (C), 190-213 View citations (7)
   See also Working Paper Pricing Default Risk: The Good, The Bad, and The Anomaly, MPRA Paper (2014) View citations (1) (2014)

2015

6. 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 View citations (6)
   See also Working Paper Market Perceptions of US and European Policy Actions Around the Subprime Crisis, IMES Discussion Paper Series (2014) (2014)

1993

7. Risk premia and the ex-dividend stock price behavior: Empirical evidence
   Journal of Banking & Finance, 1993, 17, (4), 575-589 View citations (12)

1992

8. Options Trading and the Bid-Ask Spread of the Underlying Stocks
   The Journal of Business, 1992, 65, (3), 335-51 View citations (36)

1991

9. 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 View citations (2)

1990

10. Additions to bank loan-loss reserves: Good news or bad news?
    Journal of Monetary Economics, 1990, 25, (2), 289-304 View citations (40)
    See also Working Paper Additions to bank loan-loss reserves: good news or bad news?, Working Papers (1988) View citations (2) (1988)
11. Market expectations of the effects of the Tax Reform Act of 1986 on banking organizations
    Journal of Banking & Finance, 1990, 14, (6), 1171-1187 View citations (4)

1989

12. 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 View citations (30)
13. RISK AND RETURN ON NEWLY LISTED STOCKS: THE POST-LISTING EXPERIENCE
    Journal of Financial Research, 1989, 12, (2), 93-102 View citations (6)

1986

14. Futures Price Variability: A Test of Maturity and Volume Effects
    The Journal of Business, 1986, 59, (2), 319-30 View citations (62)
15. Intervalling Effects and the Hedging Performance of Foreign Currency Futures
    The Financial Review, 1986, 21, (1), 21-36 View citations (1)
16. MARKET REACTION TO NYSE LISTINGS: TESTS OF THE MARKETABILITY GAINS HYPOTHESIS
    Journal of Financial Research, 1986, 9, (3), 215-227 View citations (23)
17. Returns and Risks of U.S. Bank Foreign Currency Activities
    Journal of Finance, 1986, 41, (3), 671-82 View citations (27)
    See also Working Paper Returns and risks of U.S. bank foreign currency activities, Working Papers (1986) View citations (20) (1986)
18. The Information Value of Listing on the New York Stock Exchange
    The Financial Review, 1986, 21, (4), 485-99 View citations (8)

1983

19. Stability and the hedging performance of foreign currency futures
    Journal of Futures Markets, 1983, 3, (3), 295-305 View citations (7)