This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Publications

by members of

School of Business
Rutgers University-Camden
Camden, New Jersey (United States)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

    2007

  1. Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B., 2007. "Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models," Economics Discussion Papers 2007-13, Kiel Institute for the World Economy. [Downloadable!]

    1997

  1. Hardouvelis, Gikas A & Pericli, Andreas & Theodossiou, Panayiotis, 1997. "The Asymmetric Relation Between Margin Requirements and Stock Market Volatility Across Bull and Bear Markets," CEPR Discussion Papers 1746, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

Journal articles

    2007

  1. Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B., 2007. "Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 1(7), pages 1-20. [Downloadable!]

    2004

  1. John Paul Broussard & Sheree A. Buchenroth & Eugene A. Pilotte, 2004. "CEO Incentives, Cash Flow, and Investment," Financial Management, Financial Management Association, vol. 33(2), Summer.

    2002

  1. John Broussard & Peter Koveos & Allan Young, 2002. "The Index of Economic Freedom and Economic Growth in Transition Economies," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 5(Special C), pages 21-36, December. [Downloadable!] (restricted)
  2. Gikas A. Hardouvelis & Panayiotis Theodossiou, 2002. "The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 15(5), pages 1525-1560.

    2001

  1. Broussard, John Paul, 2001. "Extreme-value and margin setting with and without price limits," The Quarterly Review of Economics and Finance, Elsevier, vol. 41(3), pages 365-385. [Downloadable!] (restricted)

    1999

  1. G. Geoffrey Booth, J. Broussard, Otto Loistl, 1999. "Reply to 'Note on "Earnings and stock returns: evidence from Germany" '," European Accounting Review, Taylor and Francis Journals, vol. 8(3), pages 565-568, September. [Downloadable!] (restricted)
  2. Kahya, Emel & Theodossiou, Panayiotis, 1999. " Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology," Review of Quantitative Finance and Accounting, Springer, vol. 13(4), pages 323-45, December. [Downloadable!] (restricted)

    1998

  1. G. Booth & John Broussard, 1998. "Setting NYSE Circuit Breaker Triggers," Journal of Financial Services Research, Springer, vol. 13(3), pages 187-204, June. [Downloadable!] (restricted)
  2. Broussard, John Paul & Booth, G. Geoffrey, 1998. "The behavior of extreme values in Germany's stock index futures: An application to intradaily margin setting," European Journal of Operational Research, Elsevier, vol. 104(3), pages 393-402, February. [Downloadable!] (restricted)

    1997

  1. Theodossiou, Panayiotis, et al, 1997. "Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets," The Financial Review, Eastern Finance Association, vol. 32(2), pages 205-24, May.

    1994

  1. Theodossiou, Panayiotis, 1994. "The Stochastic Properties of Major Canadian Exchange Rates," The Financial Review, Eastern Finance Association, vol. 29(2), pages 193-221, May.
  2. Theodossiou, Panayiotis & Koutmos, Gregory, 1994. "Linkages between the U.S. and Japanese stock markets: A bivariate garch-m analysis," Global Finance Journal, Elsevier, vol. 5(2), pages 277-287. [Downloadable!] (restricted)

    1993

  1. Koutmos, Gregory & Negakis, Christos & Theodossiou, Panayiotis, 1993. "Stochastic Behaviour of the Athens Stock Exchange," Applied Financial Economics, Taylor and Francis Journals, vol. 3(2), pages 119-26, June. [Downloadable!] (restricted)

    1991

  1. Neftci, Salih N. & Theodossiou, Panayiotis, 1991. "Properties and Stochastic nature of BEA's early estimates of GNP," Journal of Economics and Business, Elsevier, vol. 43(3), pages 231-239, August. [Downloadable!] (restricted)
Did you know? Citation analysis on IDEAS includes online papers that are freely accessible and whose text could be automatically analyzed, currently about 210000 papers.

This page was last updated on 2009-12-2.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.