Personal Details
First Name: Andros
Middle Name:
Last Name: Gregoriou
Suffix:
RePEc Short-ID: pgr171
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Homepage:
Postal Address: brunel university brunel business school economics and finance section uxbridge, middlesex ub8 3ph
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Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
Download all references for this author: available formats: HTML
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Working papers
- Arghyrou, Michael G & Gregoriou, Andros & Pourpourides, Panayiotis M., 2009.
"A new solution to the purchasing power parity puzzles? Risk-aversion, exchange rate uncertainty and the law of one price: Insights from the market of online air-travel tickets,"
Cardiff Economics Working Papers
E2009/2, Cardiff University, Cardiff Business School, Economics Section, revised Jul 2009.
[Downloadable!]
- Arghyrou, Michael G & Gregoriou, Andros & Pourpourides, Panayiotis M., 2009.
"Exchange rate uncertainty and deviations from Purchasing Power Parity: Evidence from the G7 area,"
Cardiff Economics Working Papers
E2009/23, Cardiff University, Cardiff Business School, Economics Section.
[Downloadable!]
- Alberto Montagnoli & Andros Gregoriou & Alexandros Kontonikas, 2007.
"Euro Area Inflation Differentials: Unit Roots, Structural Breaks and Non-Linear Adjustment,"
Working Papers
2007_13, Department of Economics, University of Glasgow.
[Downloadable!]
- Andros Gregoriou, 2007.
"The Asymmetry of the Price Impact of Block Trades and the Bid-Ask Spread. Evidence from the London Stock Exchange,"
Money Macro and Finance (MMF) Research Group Conference 2006
76, Money Macro and Finance Research Group.
[Downloadable!]
Published as: - Arghyrou, Michael G & Gregoriou, Andros & Kontonikas, Alexandros, 2007.
"Do real interest rates converge? Evidence from the European Union,"
Cardiff Economics Working Papers
E2007/26, Cardiff University, Cardiff Business School, Economics Section.
[Downloadable!]
Other versions:
Published as:
- Arghyrou, Michael G. & Gregoriou, Andros & Kontonikas, Alexandros, 2009.
"Do real interest rates converge? Evidence from the European union,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 19(3), pages 447-460, July.
[Downloadable!] (restricted)
- A Gregoriou & A Kontonikas & R MacDonald & A Montagnoli, 2006.
"Monetary Policy Shocks and Stock Returns: Evidence from the British Market,"
Working Papers
2006_15, Department of Economics, University of Glasgow.
[Downloadable!]
- Sugata Ghosh & Andros Gregoriou, 2006.
"On the Composition of Government Spending, Optimal Fiscal Policy, and Endogenous Growth: Theory and Evidence,"
Economics and Finance Discussion Papers
06-19, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
- Andros Gregoriou & Alexandros Kontonikas, 2005.
"Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test,"
Working Papers
2005_10, Department of Economics, University of Glasgow.
[Downloadable!]
Published as: - Andros Gregoriou & Alexandros Kontonikas, 2005.
"Modeling The Non-Linear Behaviour of Inflation Deviations From The Target,"
Working Papers
2005_12, Department of Economics, University of Glasgow.
[Downloadable!]
- A. Gregoriou & CHRISTOS IOANNIDIS, 2003.
"GMM and present value tests of the C-CAPM under Transactions Costs: Evidence from the UK stock market,"
Public Policy Discussion Papers
03-01, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Other versions: - A. Gregoriou & CHRISTOS IOANNIDIS, 2003.
"Liquidity Effects due to Information Costs from Changes in the FTSE 100 List,"
Public Policy Discussion Papers
03-02, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Other versions: - Andros Gregoriou & Alexandros Kontonikas, .
"The Long Run Relationship Between Stock Prices And Goods Prices: New Evidence From Panel Cointegration,"
Working Papers
2008_19, Department of Economics, University of Glasgow.
[Downloadable!]
Articles
- Gregoriou, Andros & Kontonikas, Alexandros, 2009.
"Modeling the behaviour of inflation deviations from the target,"
Economic Modelling,
Elsevier, vol. 26(1), pages 90-95, January.
[Downloadable!] (restricted)
- Yannis Georgellis & Andros Gregoriou & Jerome Healy & Nikolaos Tsitsianis, 2008.
"Unemployment and life satisfaction: a non-linear adaptation process,"
International Journal of Manpower,
Emerald Group Publishing, vol. 29(7), pages 668-680, November.
[Downloadable!] (restricted)
- Andros Gregoriou, 2008.
"The asymmetry of the price impact of block trades and the bid-ask spread: Evidence from the London Stock Exchange,"
Journal of Economic Studies,
Emerald Group Publishing, vol. 35(2), pages 191-199, May.
[Downloadable!] (restricted)
Other versions: - Arghyrou, Michael G. & Gregoriou, Andros, 2008.
"Non-linearity versus non-normality in real exchange rate dynamics,"
Economics Letters,
Elsevier, vol. 100(2), pages 200-203, August.
[Downloadable!] (restricted)
- V. Boinet & A. Gregoriou & C. Ioannidis, 2008.
"Nonlinear adjustment of investors' holding periods for common stocks in the presence of unobserved transactions costs: evidence from the UK equity market,"
Applied Financial Economics,
Taylor and Francis Journals, vol. 18(15), pages 1221-1231.
[Downloadable!] (restricted)
- Georgellis, Yannis & Gregoriou, Andros & Tsitsianis, Nikolaos, 2008.
"Adaptation towards reference values: A non-linear perspective,"
Journal of Economic Behavior & Organization,
Elsevier, vol. 67(3-4), pages 768-781, September.
[Downloadable!] (restricted)
- Arghyrou, Michael G. & Gregoriou, Andros, 2007.
"Testing for Purchasing Power Parity correcting for non-normality using the wild bootstrap,"
Economics Letters,
Elsevier, vol. 95(2), pages 285-290, May.
[Downloadable!] (restricted)
- Andros Gregoriou & Christos Ioannidis, 2007.
"Generalized method of moments and present value tests of the consumption-capital asset pricing model under transactions costs: evidence from the UK stock market,"
Empirical Economics,
Springer, vol. 32(1), pages 19-39, April.
[Downloadable!] (restricted)
- Andros Gregoriou & Alexandros Kontonikas, 2006.
"Inflation Targeting And The Stationarity Of Inflation: New Results From An Estar Unit Root Test,"
Bulletin of Economic Research,
Blackwell Publishing, vol. 58(4), pages 309-322, October.
[Downloadable!] (restricted)
Other versions: - Andros Gregoriou & Christos Ioannidis, 2006.
"Information costs and liquidity effects from changes in the FTSE 100 list,"
European Journal of Finance,
Taylor and Francis Journals, vol. 12(4), pages 347-360, June.
[Downloadable!] (restricted)
- Andros Gregoriou & Christos Ioannidis & Len Skerratt, 2005.
"Information Asymmetry and the Bid-Ask Spread: Evidence From the UK,"
Journal of Business Finance & Accounting,
Blackwell Publishing, vol. 32(9-10), pages 1801-1826.
[Downloadable!] (restricted)
- A. Gregoriou & A. Kontonikas & N. Tsitsianis, 2004.
"Does the day of the week effect exist once transaction costs have been accounted for? Evidence from the UK,"
Applied Financial Economics,
Taylor and Francis Journals, vol. 14(3), pages 215-220, February.
[Downloadable!] (restricted)
- Andros Gregoriou & Christos Ioannidis, 2004.
"Asset Pricing Under the Presence of Transactions Cost:Evidence from the UK Stock Market,"
Ekonomia,
Cyprus Economic Society and University of Cyprus, vol. 7(2), pages 139-151, Winter.
NEP Fields
12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-ACC: Accounting & Auditing (1) 2004-07-18
- NEP-CBA: Central Banking (6) 2005-10-22 2007-09-30 2007-11-17 2007-11-17 2009-02-07 2009-11-07 Author is listed
- NEP-EEC: European Economics (3) 2007-09-30 2007-11-17 2007-11-17 Author is listed
- NEP-ETS: Econometric Time Series (1) 2005-10-22
- NEP-FIN: Finance (4) 2004-07-11 2004-07-11 2004-07-18 2004-07-18 Author is listed
- NEP-FMK: Financial Markets (3) 2004-07-18 2004-07-18 2007-04-09 Author is listed
- NEP-IFN: International Finance (1) 2009-02-07
- NEP-MAC: Macroeconomics (3) 2005-10-22 2005-10-22 2007-11-17 Author is listed
- NEP-MON: Monetary Economics (5) 2005-10-22 2005-10-22 2007-09-30 2007-11-17 2007-11-17 Author is listed
- NEP-MST: Market Microstructure (1) 2007-04-09
- NEP-OPM: Open MacroEconomics (2) 2009-02-07 2009-11-07
- NEP-UPT: Utility Models & Prospect Theory (1) 2009-02-07
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This page was last updated on 2009-11-28.
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