Details about Christos Ntantamis

Access statistics for papers by Christos Ntantamis.

Last updated 2025-03-19. Update your information in the RePEc Author Service.

Short-id: pnt1

Working Papers

2010

1. A Duration Hidden Markov Model for the Identification of Regimes in Stock Market Returns
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (3)
2. Detecting Housing Submarkets using Unsupervised Learning of Finite Mixture Models
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
3. Detecting Structural Breaks using Hidden Markov Models
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (1)

2004

4. THE BDS TEST AS A TEST FOR THE ADEQUACY OF A GARCH(1,1) SPECIFICATION: A MONTE CARLO STUDY
   Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University View citations (3)
   Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)
   Economics Series, Institute for Advanced Studies (2004) View citations (3)

Journal Articles

2025

1. Firm size and workplace diversity and inclusion
   Economics Letters, 2025, 248, (C)

2022

2. Corporate payout, cash holdings, and the COVID-19 crisis: Evidence from the G-7 countries
   Finance Research Letters, 2022, 50, (C) View citations (7)

2015

3. Bull and bear markets in commodity prices and commodity stocks: Is there a relation?
   Resources Policy, 2015, 43, (C), 61-81 View citations (22)
4. Financial Constraints, R&D Investment, and the Value of Cash Holdings
   Quarterly Journal of Finance (QJF), 2015, 05, (04), 1-24 View citations (3)