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by members of

Business Administration and Economics Department
CITY University
Thessaloniki, Greece

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers


  1. Dimitrios Thomakos & Michail Koubouros, 2008. "The Role of Realized Volatility in the Athens Stock Exchange," Working Papers 0020, University of Peloponnese, Department of Economics.


  1. Michail Koubouros & Dimitrios Malliaropulos & Ekaterini Panopoulou, 2005. "Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns," Finance 0505009, EconWPA, revised 17 Jan 2006.
  2. Dimitrios D. Thomakos & Michail S. Koubouros, 2005. "Realized Volatility and Asymmetries in the A.S.E. Returns," Finance 0507012, EconWPA, revised 17 Jan 2006.
  3. Ekaterini Panopoulou & Michail Koubouros, 2005. "Intertemporal Market Risks and the Cross-Section of Greek Average Returns," Economics, Finance and Accounting Department Working Paper Series n1610206, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.

Journal articles


  1. Fassas Athanasios & Hourvouliades Nikolas, 2017. "A reverse index futures split effect on liquidity and market dynamics," International Journal of Bonds and Derivatives, Inderscience Enterprises Ltd, vol. 3(3), pages 235-252.


  1. Dimitrios Dadakas & Christos Karpetis & Athanasios Fassas & Erotokritos Varelas, 2016. "Sectoral Differences in the Choice of the Time Horizon during Estimation of the Unconditional Stock Beta," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 4(4), pages 1-13, December.


  1. Costas Siriopoulos & Athanasios P. Fassas, 2014. "An Analysis of the Covered Warrants listed on the Athens Exchange," Journal of Risk & Control, Risk Market Journals, vol. 1(1), pages 13-30.


  1. Costas Siriopoulos & Athanasios Fassas, 2013. "Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices," Review of Derivatives Research, Springer, vol. 16(3), pages 233-266, October.


  1. Siriopoulos, Costas & Fassas, Athanasios, 2012. "An investor sentiment barometer — Greek Implied Volatility Index (GRIV)," Global Finance Journal, Elsevier, vol. 23(2), pages 77-93.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.