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Theoharry Grammatikos

Personal Details

First Name:Theoharry
Middle Name:
Last Name:Grammatikos
RePEc Short-ID:pgr465


Luxembourg School of Finance
Faculté de droit, d'économie et de finance
Université du Luxembourg

Luxembourg, Luxembourg

: +352 46 66 44 6335
+352 46 66 44 6811
Bâtiment K2, 4, rue Albert Borschette, L-1246 Luxembourg-Kirchberg
RePEc:edi:sfsculu (more details at EDIRC)

Research output

Jump to: Working papers Articles

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. Chouliaras, Andreas & Grammatikos, Theoharry, 2014. "Extreme Returns in the European Financial Crisis," MPRA Paper 58978, University Library of Munich, Germany.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.


  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 335-351, 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 157-173, 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 671-682, July.
  8. 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 485-499, November.
  9. 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 319-330, April.
  10. Theoharry Grammatikos & George Papaioannou, 1986. "Market Reaction To Nyse Listings: Tests Of The Marketability Gains Hypothesis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(3), pages 215-227, September.
  11. 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.

More information

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (6) 2011-04-09 2011-05-30 2013-11-22 2013-12-15 2013-12-15 2014-12-29. Author is listed
  2. NEP-EEC: European Economics (5) 2011-04-09 2011-05-30 2013-11-16 2014-11-17 2014-12-29. Author is listed
  3. NEP-FMK: Financial Markets (4) 2013-12-15 2014-02-08 2014-11-17 2014-12-29
  4. NEP-BAN: Banking (3) 2012-05-15 2013-11-22 2013-12-15
  5. NEP-MON: Monetary Economics (2) 2013-11-22 2014-12-29
  6. NEP-RMG: Risk Management (2) 2013-12-15 2014-02-08
  7. NEP-CFN: Corporate Finance (1) 2014-11-17
  8. NEP-DCM: Discrete Choice Models (1) 2014-02-15
  9. NEP-ENT: Entrepreneurship (1) 2014-02-15
  10. NEP-EUR: Microeconomic European Issues (1) 2014-02-15
  11. NEP-FOR: Forecasting (1) 2014-02-15
  12. NEP-IFN: International Finance (1) 2011-04-09
  13. NEP-OPM: Open Economy Macroeconomics (1) 2011-04-09
  14. NEP-SBM: Small Business Management (1) 2014-02-15
  15. NEP-SOG: Sociology of Economics (1) 2014-02-15


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