Interdependencies between CDS spreads in the European Union : is Greece the black sheep or black swan?

von Koutmos, Dimitrios
Veröffentlicht in Financial Engineering and Banking Society (International Conference : 6. : 2016 : Malaga) Analytical models for financial modeling and risk management (2018)

Is there a positive risk-return tradeoff? : a forward-looking approach to measuring the equity premium

von Koutmos, Dimitrios
Veröffentlicht in European financial management (2015)

Stock market volatility and fluctuations in the price-earnings ratio

von Koutmos, Dimitrios
Veröffentlicht in International journal of computational economics and econometrics (2012)

Time-varying beta risk, volatility persistence and the asymmetric impact of news : evidence from industry portfolios

von Koutmos, Dimitrios
Veröffentlicht in Global business & economics review (2011)

Asset pricing factors and bank CDS spreads

von Koutmos, Dimitrios
Veröffentlicht in Journal of international financial markets, institutions & money (2019)

Distilling private information from plain-vanilla options to predict future underlying stock price volatility : evidence from the H-shares of Chinese banks

von Koutmos, Dimitrios
Veröffentlicht in Research in international business and finance (2016)

Return and volatility spillovers among cryptocurrencies

von Koutmos, Dimitrios
Veröffentlicht in Economics letters (2018)

Bitcoin returns and transaction activity

von Koutmos, Dimitrios
Veröffentlicht in Economics letters (2018)

Liquidity uncertainty and Bitcoin's market microstructure

von Koutmos, Dimitrios
Veröffentlicht in Economics letters (2018)

An international capital asset pricing model with heterogeneous expectations

von Koutmos, Dimitrios
Veröffentlicht in Journal of international financial markets, institutions & money (2012)

Speculative dynamics and price behavior in the Shanghai Stock Exchange

von Koutmos, Dimitrios
Veröffentlicht in Research in international business and finance (2014)

Does investor sentiment really matter?

von Chauv, Frankie
Veröffentlicht in International review of financial analysis (2016)

Beta risk and price synchronicity of bank acquirers' common stock following merger announcements

von Bozos, Konstantinos
Veröffentlicht in Journal of international financial markets, institutions & money (2013)

Shareholder activism and equity price reactions

von King, Timothy
Veröffentlicht in Economics letters (2017)

Convergence in cryptocurrency prices? : the role of market microstructure

von Apergēs, Nikolaos
Veröffentlicht in Finance research letters (2021)

The timing of new corporate debt issues and the risk-return tradeoff

von Koutmos, Dimitrios
Veröffentlicht in Review of quantitative finance and accounting (2018)