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Details about Nikolaos T. Milonas

Workplace:Department of Economics, National and Kapodistrian University of Athens, (more information at EDIRC)

Access statistics for papers by Nikolaos T. Milonas.

Last updated 2019-12-24. Update your information in the RePEc Author Service.

Short-id: pmi343


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Working Papers

2010

  1. Pension Funds under Investments Constraints: An Assessment of the Opportunity Cost to the Greek Social Security System
    MPRA Paper, University Library of Munich, Germany Downloads

Journal Articles

2017

  1. Convenience Yields in Electricity Prices: Evidence from the Natural Gas Market
    Journal of Futures Markets, 2017, 37, (5), 522-538 Downloads View citations (2)

2013

  1. Analyzing the impact of futures trading on spot price volatility: Evidence from the spot electricity market in France and Germany
    Energy Economics, 2013, 36, (C), 454-463 Downloads View citations (7)
  2. Does intervalling effect affect ETFs?
    Managerial Finance, 2013, 39, (9), 863-882 Downloads View citations (1)

2009

  1. Fund management and its effect in the Greek social security system
    Journal of Pension Economics and Finance, 2009, 8, (4), 485-500 Downloads View citations (2)

2006

  1. The ex-dividend day stock price behavior in the Chinese stock market
    Pacific-Basin Finance Journal, 2006, 14, (2), 155-174 Downloads View citations (14)

2004

  1. Investor Sentiment and the Closed‐end Fund Puzzle: Out‐of‐sample Evidence
    European Financial Management, 2004, 10, (2), 235-266 Downloads View citations (15)

2001

  1. Price spread and convenience yield behaviour in the international oil market
    Applied Financial Economics, 2001, 11, (1), 23-36 Downloads View citations (35)

2000

  1. Similarly traded securities: Greek common vs. preferred stock
    European Financial Management, 2000, 6, (3), 343-366 Downloads View citations (3)

1997

  1. Convenience Yield and the Option to Liquidate for Commodities with a Crop Cycle
    European Review of Agricultural Economics, 1997, 24, (2), 267-83 View citations (8)
  2. Convenience yields as call options: An empirical analysis
    Journal of Futures Markets, 1997, 17, (1), 1-15 Downloads View citations (16)

1995

  1. Return Generating Processes of Long-Term Bonds and Measurement of Risk: Theory and Empirical Tests
    Review of Quantitative Finance and Accounting, 1995, 5, (3), 231-40

1991

  1. Measuring seasonalities in commodity markets and the half‐month effect
    Journal of Futures Markets, 1991, 11, (3), 331-345 Downloads View citations (11)

1989

  1. The Determinants of GNMA Prepayments: A Pool-by-Pool Analysis
    Journal of Real Estate Research, 1989, 4, (2), 21-32 Downloads

1987

  1. The effects of USDA crop announcements on commodity prices
    Journal of Futures Markets, 1987, 7, (5), 571-589 Downloads View citations (8)

1986

  1. A note on agricultural options and the variance of futures prices
    Journal of Futures Markets, 1986, 6, (4), 671-676 Downloads View citations (1)
  2. Liquidity and Price Variability in Futures Markets
    The Financial Review, 1986, 21, (2), 211-37 View citations (2)
  3. Price variability and the maturity effect in futures markets
    Journal of Futures Markets, 1986, 6, (3), 443-460 Downloads View citations (29)

1985

  1. Memory in commodity futures contracts: A comment
    Journal of Futures Markets, 1985, 5, (1), 113-114 Downloads View citations (4)
 
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