Andros Gregoriou at IDEAS
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! ]
Information
about: Andros Gregoriou
Personal Details | Affiliation | Works
This is information that was supplied by Andros Gregoriou in registering
through RePEc. If you are Andros Gregoriou , you may change this information at
RePEc . Or if
you are not registered and would like to be listed as well, register at RePEc . When you
register or update your RePEc registration, you may identify the papers and articles you have
authored.
Other registered authors
Personal Details
First Name: Andros
Middle Name:
Last Name: Gregoriou
Suffix:
RePEc Short-ID: pgr171
Email: Homepage:
Postal Address: brunel university brunel business school economics and finance section uxbridge, middlesex ub8 3ph
Phone: 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 ,
plain text ,
BibTeX ,
RIS (EndNote),
ReDIF
Working papers
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!]
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:
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.
"Modeling The Non-Linear Behaviour of Inflation Deviations From The Target ,"
Working Papers
2005_12, Department of Economics, University of Glasgow.
[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:
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:
Articles
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)
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 10 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 (4) 2005-10-22 2007-09-30 2007-11-17 2007-11-17 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-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
Did you know? To receive notification of recent additions to the database, subscribe to the free NEP reports .
This page was last updated on 2008-10-5.
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 .