Details about Evangelia Papanagiotou

Access statistics for papers by Evangelia Papanagiotou.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: ppa934

Working Papers

2020

1. Financial integration in the EU28 equity markets: measures and drivers
   JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission View citations (3)

2016

2. Benchmarking Liquidity Proxies: Accounting for Dynamics and Frequency Issues
   JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission View citations (1)
   Also in MPRA Paper, University Library of Munich, Germany (2015) View citations (2)

2011

3. Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non linear dependencies in stock returns
   Working Papers, Bank of Greece
   See also Journal Article Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non-linear dependencies in stock returns, Journal of Applied Statistics, Taylor & Francis Journals (2013) View citations (3) (2013)

2009

4. An alternative methodological approach to assess the predictive performance of the moving average trading rule in financial markets: application to the london stock exchange
   Working Papers, Bank of Greece View citations (2)

2008

5. A Note on the Use of Moving Average Trading Rules to Test For Weak from Efficiency in Capital Markets
   Working Papers, Bank of Greece View citations (3)

Journal Articles

2018

1. Benchmarking liquidity proxies: The case of EU sovereign bonds
   International Review of Economics & Finance, 2018, 56, (C), 321-329 View citations (6)

2013

2. Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non-linear dependencies in stock returns
   Journal of Applied Statistics, 2013, 40, (11), 2480-2494 View citations (3)
   See also Working Paper Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non linear dependencies in stock returns, Working Papers (2011) (2011)

2011

3. A test of significance of the predictive power of the moving average trading rule of technical analysis based on sensitivity analysis: application to the NYSE, the Athens Stock Exchange and the Vienna Stock Exchange. Implications for weak-form market efficiency testing
   Applied Financial Economics, 2011, 21, (6), 421-436 View citations (5)

2009

4. A study of the predictive performance of the moving average trading rule as applied to NYSE, the Athens Stock Exchange and the Vienna Stock Exchange: sensitivity analysis and implications for weak-form market efficiency testing
   Applied Financial Economics, 2009, 19, (14), 1171-1186 View citations (3)

2008

5. On the Use of the Moving Average Trading Rule to Test for Weak Form Efficiency in Capital Markets
   Economic Notes, 2008, 37, (2), 181-201 View citations (4)