Information about:
Spyros Spyrou

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Affiliation

• Athens University of Economics and Business (AUEB)

  Location: Athens, Greece
  Homepage: http://www.aueb.gr/
  Email:
  Phone: +30 1 8203250
  Fax: +301 8228419
  Postal: 76, Patission Street, Athens 104 34
  Handle: RePEc:edi:auebugr (registered authors at this institution)

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.

1. 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. [Downloadable!] (restricted)

2. 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. [Downloadable!] (restricted)

3. 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. [Downloadable!] (restricted)

4. Antonios Antoniou & Emilios C. Galariotis & Spyros I. 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, December. [Downloadable!] (restricted)

5. 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, Blackwell Publishing, vol. 33(5-6), pages 839-867. [Downloadable!] (restricted)

6. 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, Blackwell Publishing Ltd, vol. 11(1), pages 71-98. [Downloadable!] (restricted)

7. 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, January. [Downloadable!] (restricted)

8. 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.

9. Herbert Y. T. Lam & Spyros I. 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, April. [Downloadable!] (restricted)

10. Kassimatis, Konstantinos & Spyrou, Spyros I, 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 1057-64, June. [Downloadable!] (restricted)

11. Spyrou, Spyros I, 2001. "Stock Returns and Inflation: Evidence from an Emerging Market," Applied Economics Letters, Taylor and Francis Journals, vol. 8(7), pages 447-50, July. [Downloadable!] (restricted)

12. Garrett, Ian & Spyrou, Spyros, 1999. "Common Stochastic Trends in Emerging Equity Markets," Manchester School, University of Manchester, vol. 67(6), pages 649-60, December. [Downloadable!] (restricted)

This page was last updated on 2009-11-29.