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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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  1. Spyros Spyrou & Emilios Galariotis & Panagiota Makrichoriti, 2016. "Sovereign CDS Spread Determinants and Spill-Over Effects," Proceedings of International Academic Conferences 3606062, International Institute of Social and Economic Sciences.
  2. Emilios C. Galariotis & Styliani-Iris Krokida & Spyros I. Spyrou, 2015. "Bond market investor herding: Evidence from the European financial crisis," Post-Print hal-01333218, HAL.
  3. Emilios C. Galariotis & Spyros I. Spyrou & Wu Rong, 2015. "Herding on fundamental information: A comparative study," Post-Print hal-01092519, HAL.
  4. Emilios C. Galariotis & Wu Rong & Spyros I. Spyrou, 2014. "Trading in option contracts before large price changes: A comparative study of US and UK markets," Post-Print hal-01122593, HAL.
  5. Emilios C. Galariotis & Spyros I. Spyrou & Wu Rong, 2012. "Trading before stock price shocks: An empirical analysis using stock option trading volume," Post-Print hal-00958358, HAL.
  6. Emilios C. Galariotis & Spyros I. Spyrou & Wu Rong, 2011. "Informed trading before stock price shocks: An empirical analysis using stock option trading volume," Post-Print hal-00763030, HAL.
  7. Emilios C. Galariotis & Spyros I. Spyrou & Konstantinos Kassimatis, 2008. "Short-term patterns in government bond returns following market shocks: International evidence," Post-Print hal-00765471, HAL.
  8. Spyros I. Spyrou & Konstantinos Kassimatis & Emilios C. Galariotis, 2007. "Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange," Post-Print hal-01096009, HAL.
  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?," Post-Print hal-01096022, HAL.
  10. 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," Post-Print hal-01096031, HAL.
  11. Antonios Antoniou & Emilios C. Galariotis & Spyros I. Spyrou, 2005. "Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange," Post-Print hal-01096037, HAL.
  12. Antonios Antoniou & Emilios C. Galariotis & Spyros I. Spyrou, 2003. "Profits From Buying Losers And Selling Winners In The London Stock Exchange," Post-Print hal-01096057, HAL.
  1. Galariotis, Emilios C. & Rong, Wu & Spyrou, Spyros I., 2015. "Herding on fundamental information: A comparative study," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 589-598.
  2. Siougle, Georgia & Spyrou, Spyros I. & Tsekrekos, Andrianos E., 2014. "Conference calls around merger and acquisition announcements: Do they reduce information asymmetry? UK Evidence," Research in International Business and Finance, Elsevier, vol. 30(C), pages 148-172.
  3. Spyros Spyrou, 2013. "Herding in financial markets: a review of the literature," Review of Behavioral Finance, Emerald Group Publishing, vol. 5(2), pages 175-194, October.
  4. Spyros Spyrou, 2013. "Investor sentiment and yield spread determinants: evidence from European markets," Journal of Economic Studies, Emerald Group Publishing, vol. 40(6), pages 739 - 762, November.
  5. Spyros Spyrou, 2012. "Sentiment changes, stock returns and volatility: evidence from NYSE, AMEX and NASDAQ stocks," Applied Financial Economics, Taylor & Francis Journals, vol. 22(19), pages 1631-1646, October.
  6. Spyros Spyrou & Andrianos Tsekrekos & Georgia Siougle, 2011. "Informed trading around merger and acquisition announcements: Evidence from the UK equity and options markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(8), pages 703-726, 08.
  7. 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.
  8. 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.
  9. 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.
  10. S. Spyrou & K. Kassimatis, 2009. "Time-variation in the value premium and the CAPM: evidence from European markets," Applied Financial Economics, Taylor & Francis Journals, vol. 19(23), pages 1899-1914.
  11. 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.
  12. 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 & Francis Journals, vol. 14(7), pages 523-527.
  13. Spyros Spyrou & Konstantinos Kassimatis & Emilios Galariotis, 2007. "Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange," Applied Financial Economics, Taylor & Francis Journals, vol. 17(3), pages 221-235.
  14. 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.
  15. 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 & Francis Journals, vol. 16(18), pages 1317-1329.
  16. Spyros I. Spyrou, 2005. "Index Futures Trading and Spot Price Volatility," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 4(2), pages 151-167, August.
  17. 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.
  18. 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.
  19. S. I. Spyrou, 2004. "Are stocks a good hedge against inflation? evidence from emerging markets," Applied Economics, Taylor & Francis Journals, vol. 36(1), pages 41-48.
  20. 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 & Francis Journals, vol. 10(5), pages 307-310, April.
  21. Konstantinos Kassimatis & Spyros Spyrou, 2001. "Stock and credit market expansion and economic development in emerging markets: further evidence utilizing cointegration analysis," Applied Economics, Taylor & Francis Journals, vol. 33(8), pages 1057-1064.
  22. Spyros Spyrou, 2001. "Stock returns and inflation: evidence from an emerging market," Applied Economics Letters, Taylor & Francis Journals, vol. 8(7), pages 447-450.
  23. 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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  1. NEP-EEC: European Economics (1) 2016-05-21. Author is listed

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