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Andros Gregoriou

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This is information that was supplied by Andros Gregoriou in registering through RePEc. If you are Andros Gregoriou , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Andros
Middle Name:
Last Name: Gregoriou
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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

Department of Economics and Finance
Brunel University
Location: Uxbridge, United Kingdom
Homepage: http://www.brunel.ac.uk/about/acad/sss/depts/economics
Email:
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Fax:
Postal: Uxbridge, Middlesex UB8 3PH
Handle: RePEc:edi:debruuk (more details at EDIRC)

Works

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Working papers

  1. 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.
  2. 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.
  3. 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.
  4. Michael G. Arghyrou & Andros Gregoriou & Alexandros Kontonikas, 2007. "Do real interest rates converge? Evidence from the European Union," Working Papers 2007_21, Business School - Economics, University of Glasgow.
  5. Alberto Montagnoli & Andros Gregoriou & Alexandros Kontonikas, 2007. "Euro Area Inflation Differentials: Unit Roots, Structural Breaks and Non-Linear Adjustment," Working Papers 2007_13, Business School - Economics, University of Glasgow.
  6. A Gregoriou & A Kontonikas & R MacDonald & A Montagnoli, 2006. "Monetary Policy Shocks and Stock Returns: Evidence from the British Market," Working Papers 2006_15, Business School - Economics, University of Glasgow.
  7. 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.
  8. Andros Gregoriou & Alexandros Kontonikas, 2005. "Modeling The Non-Linear Behaviour of Inflation Deviations From The Target," Working Papers 2005_12, Business School - Economics, University of Glasgow.
  9. Andros Gregoriou & Alexandros Kontonikas, 2005. "Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test," Working Papers 2005_10, Business School - Economics, University of Glasgow.
  10. 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.
  11. 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.
  12. Andros Gregoriou & Alexandros Kontonikas, . "The Long Run Relationship Between Stock Prices And Goods Prices: New Evidence From Panel Cointegration," Working Papers 2008_19, Business School - Economics, University of Glasgow.

Articles

  1. Gregoriou, Andros & Kontonikas, Alexandros, 2009. "Modeling the behaviour of inflation deviations from the target," Economic Modelling, Elsevier, vol. 26(1), pages 90-95, January.
  2. 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.
  3. 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.
  4. 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 & Francis Journals, vol. 18(15), pages 1221-1231.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. Andros Gregoriou & Alexandros Kontonikas, 2006. "Inflation Targeting And The Stationarity Of Inflation: New Results From An Estar Unit Root Test," Bulletin of Economic Research, Wiley Blackwell, vol. 58(4), pages 309-322, October.
  10. Andros Gregoriou & Christos Ioannidis, 2006. "Information costs and liquidity effects from changes in the FTSE 100 list," The European Journal of Finance, Taylor & Francis Journals, vol. 12(4), pages 347-360.
  11. Andros Gregoriou & Christos Ioannidis & Len Skerratt, 2005. "Information Asymmetry and the Bid-Ask Spread: Evidence From the UK," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(9-10), pages 1801-1826.
  12. 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.
  13. 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 & Francis Journals, vol. 14(3), pages 215-220.

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2004-07-18
  2. 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
  3. NEP-EEC: European Economics (3) 2007-09-30 2007-11-17 2007-11-17. Author is listed
  4. NEP-ETS: Econometric Time Series (1) 2005-10-22
  5. NEP-FIN: Finance (4) 2004-07-11 2004-07-11 2004-07-18 2004-07-18. Author is listed
  6. NEP-FMK: Financial Markets (3) 2004-07-18 2004-07-18 2007-04-09. Author is listed
  7. NEP-IFN: International Finance (2) 2009-02-07 2009-11-07
  8. NEP-MAC: Macroeconomics (3) 2005-10-22 2005-10-22 2007-11-17. Author is listed
  9. NEP-MON: Monetary Economics (5) 2005-10-22 2005-10-22 2007-09-30 2007-11-17 2007-11-17. Author is listed
  10. NEP-MST: Market Microstructure (1) 2007-04-09
  11. NEP-OPM: Open Economy Macroeconomics (2) 2009-02-07 2009-11-07
  12. NEP-UPT: Utility Models & Prospect Theory (1) 2009-02-07

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