Details about Spyros Spyrou
Access statistics for papers by Spyros Spyrou.
Last updated 2016-12-28. Update your information in the RePEc Author Service.
Short-id: psp77
Jump to Journal Articles
Working Papers
2016
- Bond market investor herding: Evidence from the European financial crisis
Post-Print, HAL View citations (8)
See also Journal Article in International Review of Financial Analysis (2016)
- Herd behavior and equity market liquidity: Evidence from major markets
Post-Print, HAL View citations (11)
See also Journal Article in International Review of Financial Analysis (2016)
- Sovereign CDS Spread Determinants and Spill-Over Effects
Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences
- Sovereign CDS Spread Determinants and Spill-Over Effects During Financial Crisis: A Panel VAR Approach
Post-Print, HAL View citations (15)
See also Journal Article in Journal of Financial Stability (2016)
2015
- Herding on fundamental information: A comparative study
Post-Print, HAL View citations (42)
See also Journal Article in Journal of Banking & Finance (2015)
2014
- Trading in option contracts before large price changes: A comparative study of US and UK markets
Post-Print, HAL
2012
- Trading before stock price shocks: An empirical analysis using stock option trading volume
Post-Print, HAL
Also in Post-Print, HAL (2012)
2011
- Informed trading before stock price shocks: An empirical analysis using stock option trading volume
Post-Print, HAL
2008
- Short-term patterns in government bond returns following market shocks: International evidence
Post-Print, HAL View citations (3)
See also Journal Article in International Review of Financial Analysis (2008)
2007
- Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange
Post-Print, HAL View citations (6)
See also Journal Article in Applied Financial Economics (2007)
2006
- Short-term Contrarian Strategies in the London Stock Exchange: Are They Profitable? Which Factors Affect Them?
Post-Print, HAL View citations (2)
- The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market: a Kalman filter approach
Post-Print, HAL
See also Journal Article in Applied Financial Economics (2006)
2005
- Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange
Post-Print, HAL View citations (18)
See also Journal Article in European Financial Management (2005)
2003
- Profits From Buying Losers And Selling Winners In The London Stock Exchange
Post-Print, HAL View citations (2)
Journal Articles
2016
- Bond market investor herding: Evidence from the European financial crisis
International Review of Financial Analysis, 2016, 48, (C), 367-375 View citations (7)
See also Working Paper (2016)
- Herd behavior and equity market liquidity: Evidence from major markets
International Review of Financial Analysis, 2016, 48, (C), 140-149 View citations (12)
See also Working Paper (2016)
- Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach
Journal of Financial Stability, 2016, 26, (C), 62-77 View citations (19)
See also Working Paper (2016)
- The equity premium puzzle: new evidence on the optimal holding period and optimal asset allocation
Review of Behavioral Finance, 2016, 8, (1), 39-57 View citations (2)
2015
- Herding on fundamental information: A comparative study
Journal of Banking & Finance, 2015, 50, (C), 589-598 View citations (41)
See also Working Paper (2015)
2014
- Conference calls around merger and acquisition announcements: Do they reduce information asymmetry? UK Evidence
Research in International Business and Finance, 2014, 30, (C), 148-172 View citations (5)
2013
- Herding in financial markets: a review of the literature
Review of Behavioral Finance, 2013, 5, (2), 175-194 View citations (27)
- Investor sentiment and yield spread determinants: evidence from European markets
Journal of Economic Studies, 2013, 40, (6), 739-762 View citations (3)
2012
- Sentiment changes, stock returns and volatility: evidence from NYSE, AMEX and NASDAQ stocks
Applied Financial Economics, 2012, 22, (19), 1631-1646 View citations (5)
2011
- Are broad market shocks anticipated by investors? Evidence from major equity and index options markets
International Review of Financial Analysis, 2011, 20, (3), 127-133
- Informed trading around merger and acquisition announcements: Evidence from the UK equity and options markets
Journal of Futures Markets, 2011, 31, (8), 703-726 View citations (8)
2010
- Size and momentum in European equity markets: empirical findings from varying beta Capital Asset Pricing Model
Accounting and Finance, 2010, 50, (1), 143-169 View citations (5)
- Value at risk models for volatile emerging markets equity portfolios
The Quarterly Review of Economics and Finance, 2010, 50, (4), 515-526 View citations (11)
2009
- Measuring market risk for financial assets with moderate tail fatness: the case of global government bond portfolios
International Journal of Decision Sciences, Risk and Management, 2009, 1, (3/4), 199-212
- Time-variation in the value premium and the CAPM: evidence from European markets
Applied Financial Economics, 2009, 19, (23), 1899-1914 View citations (1)
2008
- Short-term patterns in government bond returns following market shocks: International evidence
International Review of Financial Analysis, 2008, 17, (5), 903-924 View citations (6)
See also Working Paper (2008)
2007
- Mergers and acquisitions of non-financial firms in Europe: the case of the Athens Stock Exchange
Applied Economics Letters, 2007, 14, (7), 523-527
- Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange
Applied Financial Economics, 2007, 17, (3), 221-235 View citations (12)
See also Working Paper (2007)
2006
- The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market: a Kalman filter approach
Applied Financial Economics, 2006, 16, (18), 1317-1329 View citations (1)
See also Working Paper (2006)
2005
- Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange
European Financial Management, 2005, 11, (1), 71-98 View citations (32)
See also Working Paper (2005)
- Index Futures Trading and Spot Price Volatility
Journal of Emerging Market Finance, 2005, 4, (2), 151-167 View citations (5)
2004
- Are stocks a good hedge against inflation? evidence from emerging markets
Applied Economics, 2004, 36, (1), 41-48 View citations (24)
- Return Predictability, Contrarian & Momentum Profits:The Case of the Athens Stock Exchange
Ekonomia, 2004, 7, (1), 56-72
2003
- Fundamental variables and the cross-section of expected stock returns: the case of Hong Kong
Applied Economics Letters, 2003, 10, (5), 307-310 View citations (4)
2001
- Stock and credit market expansion and economic development in emerging markets: further evidence utilizing cointegration analysis
Applied Economics, 2001, 33, (8), 1057-1064 View citations (9)
- Stock returns and inflation: evidence from an emerging market
Applied Economics Letters, 2001, 8, (7), 447-450 View citations (10)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|