Citations of
Ioannis Asimakopoulos

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Working papers

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1. Ivana Raonic & Stuart McLeay & Ioannis Asimakopoulos, 2004. "The Timeliness of Income Recognition by European Companies: An Analysis of Institutional and Market Complexity," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 31(1-2), pages 115-148. [Downloadable!] (restricted)

   Cited by:

   1. Juan Manuel García Lara & Araceli Mora, 2004. "Balance sheet versus earnings conservatism in Europe," European Accounting Review, Taylor and Francis Journals, vol. 13(2), pages 261-292, July. [Downloadable!] (restricted)

2. Ioannis Asimakopoulos & John Goddard, 2004. "Forecasting football results and the efficiency of fixed-odds betting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(1), pages 51-66. [Downloadable!]

   Cited by:

   1. Palomino, F. & Renneboog, L.D.R. & Zhang, C., 2005. "Stock price reactions to short-lived public information : the case of betting odds," Discussion Paper 16, Tilburg University, Tilburg Law and Economic Center. [Downloadable!]
      Other versions:
      • Palomino, Frederic & Renneboog, L.D.R. & Zhang, Chendi, 2005. "Stock price reactions to short-lived public information: the case of betting odds," Discussion Paper 62, Tilburg University, Center for Economic Research. [Downloadable!]
   2. Jakobsson, Robin & Karlsson, Niklas, 2007. "Testing Market Efficiency in a Fixed Odds Betting Market," Working Papers 2007:12, Örebro University, Swedish Business School. [Downloadable!]
   3. Egon Franck & Erwin Verbeek & Stephan Nüesch, 2008. "Prediction Accuracy of Different Market Structures – Bookmakers versus a Betting Exchange," Working Papers 0096, University of Zurich, Institute for Strategy and Business Economics (ISU), revised 2009. [Downloadable!]

3. Asimakopoulos, Ioannis & Goddard, John & Siriopoulos, Costas, 2000. "Interdependence between the US and Major European Equity Markets: Evidence from Spectral Analysis," Applied Financial Economics, Taylor and Francis Journals, vol. 10(1), pages 41-47, February. [Downloadable!] (restricted)

   Cited by:

   1. Li Yang & Francis Tapon & Yiguo Sun, 2006. "International correlations across stock markets and industries: trends and patterns 1988--2002," Applied Financial Economics, Taylor and Francis Journals, vol. 16(16), pages 1171-1183, November. [Downloadable!] (restricted)

4. Asimakopoulos, Ioannis & Ayling, David & Mansor Mahmood, Wan, 2000. "Non-linear Granger causality in the currency futures returns," Economics Letters, Elsevier, vol. 68(1), pages 25-30, July. [Downloadable!] (restricted)

   Cited by:

   1. Diks, C.G.H. & Panchenko, V., 2004. "A note on the Hiemstra-Jones test for Granger non-causality," CeNDEF Working Papers 04-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]

This page was last updated on 2009-12-18.