Advanced Search
MyIDEAS: Login to follow this author

Theoharry Grammatikos

Contents:

This is information that was supplied by Theoharry Grammatikos in registering through RePEc. If you are Theoharry Grammatikos , 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: Theoharry
Middle Name:
Last Name: Grammatikos
Suffix:

RePEc Short-ID: pgr465

Email:
Homepage:
Postal Address:
Phone:

Affiliation

Luxembourg School of Finance
Faculté de droit, d'économie et de finance
Université du Luxembourg
Location: Luxembourg, Luxembourg
Homepage: http://www.lsf.lu/
Email:
Phone: +352 46 66 44 6335
Fax: +352 46 66 44 6811
Postal: Bâtiment K2, 4, rue Albert Borschette, L-1246 Luxembourg-Kirchberg
Handle: RePEc:edi:sfsculu (more details at EDIRC)

Works

as in new window

Working papers

  1. Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2014. "Forecasting Distress in European SME Portfolios," MPRA Paper 53572, University Library of Munich, Germany.
  2. Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2014. "Pricing Default Risk: The Good, The Bad, and The Anomaly," MPRA Paper 53373, University Library of Munich, Germany.
  3. Grammatikos, Theoharry & Papanikolaou, Nikolaos I., 2013. "What lies behind the “too-small-to-survive” banks?," MPRA Paper 51431, University Library of Munich, Germany, revised Nov 2013.
  4. Chouliaras, Andreas & Grammatikos, Theoharry, 2013. "News Flow, Web Attention and Extreme Returns in the European Financial Crisis," MPRA Paper 51335, University Library of Munich, Germany.
  5. Yoichi Otsubo & Theoharry Grammatikos & Thorsten Lehnert, 2012. "Market Perceptions of US and European Policy Actions Around the Subprime Crisis," LSF Research Working Paper Series 12-14, Luxembourg School of Finance, University of Luxembourg.
  6. Theoharry Grammatikos & Robert Vermeulen, 2012. "The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity," DNB Working Papers 344, Netherlands Central Bank, Research Department.
  7. Theoharry Grammatikos & Robert Vermeulen, 2011. "Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates," DNB Working Papers 287, Netherlands Central Bank, Research Department.
  8. Theoharry Grammatikos & Anthony Saunders, 1988. "Additions to bank loan-loss reserves: good news or bad news?," Working Papers 89-7, Federal Reserve Bank of Philadelphia.
  9. Theoharry Grammatikos & Anthony Saunders & Itzhak Swary, 1986. "Returns and risks of U.S. bank foreign currency activities," Working Papers 86-2, Federal Reserve Bank of Philadelphia.

Articles

  1. Fedenia, Mark & Grammatikos, Theoharry, 1993. "Risk premia and the ex-dividend stock price behavior : Empirical evidence," Journal of Banking & Finance, Elsevier, vol. 17(4), pages 575-589, June.
  2. Fedenia, Mark & Grammatikos, Theoharry, 1992. "Options Trading and the Bid-Ask Spread of the Underlying Stocks," The Journal of Business, University of Chicago Press, vol. 65(3), pages 335-51, July.
  3. Fedenia, Mark & Grammatikos, Theoharry, 1991. "Portfolio rebalancing and the effective taxation of dividends and capital gains following the Tax Reform Act of 1986," Journal of Banking & Finance, Elsevier, vol. 15(3), pages 501-519, June.
  4. Grammatikos, Theoharry & Saunders, Anthony, 1990. "Additions to bank loan-loss reserves : Good news or bad news?," Journal of Monetary Economics, Elsevier, vol. 25(2), pages 289-304, March.
  5. Grammatikos, Theoharry & Yourougou, Pierre, 1990. "Market expectations of the effects of the Tax Reform Act of 1986 on banking organizations," Journal of Banking & Finance, Elsevier, vol. 14(6), pages 1171-1187, December.
  6. Grammatikos, Theoharry, 1989. "Dividend Stripping, Risk Exposure, and the Effect of the 1984 Tax Reform Act on the Ex-dividend Day Behavior," The Journal of Business, University of Chicago Press, vol. 62(2), pages 157-73, April.
  7. Grammatikos, Theoharry & Saunders, Anthony & Swary, Itzhak, 1986. " Returns and Risks of U.S. Bank Foreign Currency Activities," Journal of Finance, American Finance Association, vol. 41(3), pages 671-82, July.
  8. Grammatikos, Theoharry & Saunders, Anthony, 1986. "Futures Price Variability: A Test of Maturity and Volume Effects," The Journal of Business, University of Chicago Press, vol. 59(2), pages 319-30, April.
  9. Grammatikos, Theoharry, 1986. "Intervalling Effects and the Hedging Performance of Foreign Currency Futures," The Financial Review, Eastern Finance Association, vol. 21(1), pages 21-36, February.
  10. Grammatikos, Thoeharry & Papaioannou, George J, 1986. "The Information Value of Listing on the New York Stock Exchange," The Financial Review, Eastern Finance Association, vol. 21(4), pages 485-99, November.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (3) 2012-05-15 2013-11-22 2013-12-15. Author is listed
  2. NEP-CBA: Central Banking (4) 2011-04-09 2013-11-22 2013-12-15 2013-12-15. Author is listed
  3. NEP-DCM: Discrete Choice Models (1) 2014-02-15
  4. NEP-EEC: European Economics (2) 2011-04-09 2013-11-16
  5. NEP-ENT: Entrepreneurship (1) 2014-02-15
  6. NEP-EUR: Microeconomic European Issues (1) 2014-02-15
  7. NEP-FMK: Financial Markets (2) 2013-12-15 2014-02-08
  8. NEP-FOR: Forecasting (1) 2014-02-15
  9. NEP-IFN: International Finance (1) 2011-04-09
  10. NEP-MON: Monetary Economics (1) 2013-11-22
  11. NEP-OPM: Open Economy Macroeconomics (1) 2011-04-09
  12. NEP-RMG: Risk Management (2) 2013-12-15 2014-02-08
  13. NEP-SBM: Small Business Management (1) 2014-02-15
  14. NEP-SOG: Sociology of Economics (1) 2014-02-15

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Theoharry Grammatikos should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.