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Spyros Spyrou

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First Name: Spyros
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Last Name: Spyrou
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RePEc Short-ID: psp77

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Works


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Working papers

  1. Spyrou, S. & Vougas, D., 1999. "Interest Rate Liberalisation and Equity Market Volatility: the Case of Malaysia and Thailand," Papers 59, Middlesex University - School of Economics.

Articles

  1. Spyrou, Spyros, 2011. "Are broad market shocks anticipated by investors? Evidence from major equity and index options markets," International Review of Financial Analysis, Elsevier, vol. 20(3), pages 127-133, June.
  2. Dimitrakopoulos, Dimitris N. & Kavussanos, Manolis G. & Spyrou, Spyros I., 2010. "Value at risk models for volatile emerging markets equity portfolios," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(4), pages 515-526, November.
  3. George Karathanasis & Konstantinos Kassimatis & Spyros Spyrou, 2010. "Size and momentum in European equity markets: empirical findings from varying beta Capital Asset Pricing Model," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 50(1), pages 143-169.
  4. S. Spyrou & K. Kassimatis, 2009. "Time-variation in the value premium and the CAPM: evidence from European markets," Applied Financial Economics, Taylor and Francis Journals, vol. 19(23), pages 1899-1914.
  5. Kassimatis, Konstantinos & Spyrou, Spyros & Galariotis, Emilios, 2008. "Short-term patterns in government bond returns following market shocks: International evidence," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 903-924, December.
  6. Spyros Spyrou & Konstantinos Kassimatis & Emilios Galariotis, 2007. "Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange," Applied Financial Economics, Taylor and Francis Journals, vol. 17(3), pages 221-235.
  7. Spyros Spyrou & Georgia Siougle, 2007. "Mergers and acquisitions of non-financial firms in Europe: the case of the Athens Stock Exchange," Applied Economics Letters, Taylor and Francis Journals, vol. 14(7), pages 523-527.
  8. Antonios Antoniou & Emilios Galariotis & Spyros Spyrou, 2006. "The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market: a Kalman filter approach," Applied Financial Economics, Taylor and Francis Journals, vol. 16(18), pages 1317-1329.
  9. Antonios Antoniou & Emilios C. Galariotis & Spyros I. Spyrou, 2006. "Short-term Contrarian Strategies in the London Stock Exchange: Are They Profitable? Which Factors Affect Them?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(5-6), pages 839-867.
  10. Antonios Antoniou & Emilios C. Galariotis & Spyros I. Spyrou, 2005. "Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange," European Financial Management, European Financial Management Association, vol. 11(1), pages 71-98.
  11. S. I. Spyrou, 2004. "Are stocks a good hedge against inflation? evidence from emerging markets," Applied Economics, Taylor and Francis Journals, vol. 36(1), pages 41-48.
  12. T. Mandalis & S. I. Spyrou, 2004. "Return Predictability, Contrarian & Momentum Profits:The Case of the Athens Stock Exchange," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 7(1), pages 56-72, Summer.
  13. Herbert Lam & Spyros Spyrou, 2003. "Fundamental variables and the cross-section of expected stock returns: the case of Hong Kong," Applied Economics Letters, Taylor and Francis Journals, vol. 10(5), pages 307-310.
  14. Konstantinos Kassimatis & Spyros Spyrou, 2001. "Stock and credit market expansion and economic development in emerging markets: further evidence utilizing cointegration analysis," Applied Economics, Taylor and Francis Journals, vol. 33(8), pages 1057-1064.
  15. Spyros Spyrou, 2001. "Stock returns and inflation: evidence from an emerging market," Applied Economics Letters, Taylor and Francis Journals, vol. 8(7), pages 447-450.
  16. Garrett, Ian & Spyrou, Spyros, 1999. "Common Stochastic Trends in Emerging Equity Markets," Manchester School, University of Manchester, vol. 67(6), pages 649-60, December.

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