Information about:
Manolis G. Kavussanos

Other registered authors

Email:
Homepage: http://www.aislab.aueb.gr/accfin/413Kavcard.htm
Postal Address: Athens University of Economics and Business 76 Patission St, TK 10434, Athens, Greece.
Phone: 00302108203167

Affiliation

• Department of Accounting and Finance
  Athens University of Economics and Business (AUEB)

  Location: Athens, Greece
  Homepage: http://www.aueb.gr/pages_en/spoudes/spoudes_TMHMA.php?depid=6
  Email:
  Phone:
  Fax:
  Postal:
  Handle: RePEc:edi:dfauegr (registered authors at this institution)

Working papers

1. Georgios Bitros & Manolis Kavussanos, 2005. "A cross sectional analysis of ship maintenance expenses," Macroeconomics 0504030, EconWPA. [Downloadable!]

1. Manolis Kavussanos & Ilias Visvikis, 2008. "Hedging effectiveness of the Athens stock index futures contracts," European Journal of Finance, Taylor and Francis Journals, vol. 14(3), pages 243-270. [Downloadable!] (restricted)

2. Manolis G. Kavussanos & Ilias D. Visvikis & Panayotis D. Alexakis, 2008. "The Lead-Lag Relationship Between Cash and Stock Index Futures in a New Market," European Financial Management, Blackwell Publishing Ltd, vol. 14(5), pages 1007-1025. [Downloadable!] (restricted)

3. Manolis Kavussanos & Ilias Visvikis & David Menachof, 2005. "The Unbiasedness Hypothesis in the Freight Forward Market: Evidence from Cointegration Tests," Review of Derivatives Research, Springer, vol. 7(3), pages 241-266, October. [Downloadable!] (restricted)

4. Kavussanos, Manolis G. & Marcoulis, Stelios N., 2004. "4. Cross-Industry Comparisons Of The Behaviour Of Stock Returns In Shipping, Transportation And Other Industries," Research in Transportation Economics, Elsevier, vol. 12(1), pages 107-142, January. [Downloadable!] (restricted)

5. Amir H. Alizadeh & Manolis G. Kavussanos & David A. Menachof, 2004. "Hedging against bunker price fluctuations using petroleum futures contracts: constant versus time-varying hedge ratios," Applied Economics, Taylor and Francis Journals, vol. 36(12), pages 1337-1353, July. [Downloadable!] (restricted)

6. Kavussanos, Manolis G. & Visvikis, Ilias D., 2004. "Market interactions in returns and volatilities between spot and forward shipping freight markets," Journal of Banking & Finance, Elsevier, vol. 28(8), pages 2015-2049, August. [Downloadable!] (restricted)

7. Manolis Kavussanos & Nikos Nomikos, 2003. "Price Discovery, Causality and Forecasting in the Freight Futures Market," Review of Derivatives Research, Springer, vol. 6(3), pages 203-230, October. [Downloadable!] (restricted)

8. Manolis G Kavussanos, 2003. "Time Varying Risks Among Segments of the Tanker Freight Markets," Maritime Economics and Logistics, Palgrave Macmillan Journals, vol. 5(3), pages 227-250, September. [Downloadable!] (restricted)

9. Kavussanos, Manolis G. & Alizadeh-M, Amir H., 2002. "Seasonality patterns in tanker spot freight rate markets," Economic Modelling, Elsevier, vol. 19(5), pages 747-782, November. [Downloadable!] (restricted)

10. Manolis G. Kavussanos & Amir H. Alizadeh-M, 2002. "The Expectations Hypothesis of the Term Structure and Risk Premiums in Dry Bulk Shipping Freight Markets," Journal of Transport Economics and Policy, London School of Economics and University of Bath, vol. 36(2), pages 267-304, May. [Downloadable!] (restricted)

11. Kavussanos, Manolis G & Marcoulis, Stelios N & Arkoulis, Angelos G, 2002. "Macroeconomic Factors and International Industry Returns," Applied Financial Economics, Taylor and Francis Journals, vol. 12(12), pages 923-31, December. [Downloadable!] (restricted)

12. Kavussanos, Manolis G & Dockery, Everton, 2001. "A Multivariate Test for Stock Market Efficiency: The Case of ASE," Applied Financial Economics, Taylor and Francis Journals, vol. 11(5), pages 573-79, October. [Downloadable!] (restricted)

13. Kate Phylaktis & Manolis Kavussanos & Gikas Manalis, 1999. "Price Limits and Stock Market Volatility in the Athens Stock Exchange," European Financial Management, Blackwell Publishing Ltd, vol. 5(1), pages 69-84. [Downloadable!] (restricted)

14. Kavussanos, Manolis G, 1997. "The Dynamics of Time-Varying Volatilities in Different Size Second-Hand Ship Prices of the Dry-Cargo Sector," Applied Economics, Taylor and Francis Journals, vol. 29(4), pages 433-43, April. [Downloadable!] (restricted)

15. Kate Phylaktis & Manolis G Kavussanos & Gikas Manalis, 1996. "Stock prices and the flow of information in the Athens Stock Exchange," European Financial Management, Blackwell Publishing Ltd, vol. 2(1), pages 113-126. [Downloadable!] (restricted)

16. Dockery, E & Kavussanos, M G, 1996. "Testing the Efficient Market Hypothesis Using Panel Data, with Application to the Athens Stock Market," Applied Economics Letters, Taylor and Francis Journals, vol. 3(2), pages 121-23, February. [Downloadable!] (restricted)

1. NEP-MAC: Macroeconomics (1) 2005-04-24 Author is listed

This page was last updated on 2009-11-25.