Risk aversion with local risk seeking and stock returns : evidence from the UK market

von Kassimatis, Konstantinos
Veröffentlicht in Journal of business finance & accounting (2011)

Financial liberalization and stock market volatility in selected developing countries

von Kassimatis, Konstantinos
Veröffentlicht in Applied financial economics (2002)

Size, book to market and momentum effects in the Australian stock market

von Kassimatis, Konstantinos
Veröffentlicht in Australian journal of management (2008)

Mean-variance versus utility maximization revisited : the case of constant relative risk aversion

von Kassimatis, Konstantinos
Veröffentlicht in International review of financial analysis (2021)

The effect of country default risk on foreign direct investment

von Clark, Ephraim
Veröffentlicht in Economia internazionale (2009)

An alternative measure of the "world market portfolio" : determinants efficiency, and information content

von Clark, Ephraim
Veröffentlicht in Journal of international money and finance (2011)

Macroeconomic effects on emerging-markets sovereign credit spreads

von Clark, Ephraim
Veröffentlicht in Journal of financial stability (2015)

Country financial risk and stock market performance : the case of Latin America

von Clark, Ephraim
Veröffentlicht in Journal of economics & business (2004)

International equity flows, marginal conditional stochastic dominance and diversification

von Clark, Ephraim
Veröffentlicht in Review of quantitative finance and accounting (2013)

An empirical analysis of marginal conditional stochastic dominance

von Clark, Ephraim
Veröffentlicht in Journal of banking & finance (2012)

Exploiting stochastic dominance to generate abnormal stock returns

von Clark, Ephraim
Veröffentlicht in Journal of financial markets (2014)

Stock and credit market expansion and economic development in emerging markets : further evidence utilizing cointegration analysis

von Kassimatis, Konstantinos
Veröffentlicht in Applied economics (2001)

Did equity market volatility increase following the opening of emerging markets to foreign investors?

von Spyrou, Spyros I.
Veröffentlicht in Journal of economic development (1999)

Time-variation in the value premium and the CAPM : evidence from European markets

von Spyrou, Spyros I.
Veröffentlicht in Applied financial economics (2009)

A measure of total firm performance : new insights for the corporate objective

von Belghitar, Yacine
Veröffentlicht in International Finance Conference (9. : 2017 : Paris) Decision making and risk/return optimization in financial economics (2019)

The prudential effect of strategic institutional ownership on stock performance

von Belghitar, Yacine
Veröffentlicht in International review of financial analysis (2011)

Size and momentum in European equity markets : empirical findings from varying beta capital Asset Pricing Model

von Karathanasis, George
Veröffentlicht in Accounting and finance (2010)

Making inefficient market indices efficient

von Clark, Ephraim
Veröffentlicht in European journal of operational research (2011)

Short-term patterns in government bond returns following market shocks : international evidence

von Kassimatis, Konstantinos
Veröffentlicht in International review of financial analysis (2008)

Short-term overreaction, underreaction and efficient reaction : evidence from the London Stock Exchange

von Spyrou, Spyros I.
Veröffentlicht in Applied financial economics (2007)