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Date Issued:  [2010 TO 2019]

Results 1-8 of 8 (Search time: 0.001 seconds).

Issue DateTitleAuthor(s)
13-Jul-2019Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocationHalunga, Andreea G. ; Savva, Christos S. 
2Mar-2019Tourism stocks in times of crisis: an econometric investigation of unexpected nonmacroeconomic factorsZopiatis, Anastasios ; Savva, Christos S. ; Lambertides, Neophytos ; Michael McAleer 
3Feb-2019Idiosyncratic volatility puzzle: influence of macro-finance factorsAslanidis, Nektarios ; Christiansen, Charlotte ; Lambertides, Neophytos ; Savva, Christos S. 
4Jan-2019Sentiment, order imbalance, and co-movement: An examination of shocks to retail and institutional trading activityChelley-Steeley, Patrìcia Lorraine ; Lambertides, Neophytos ; Savva, Christos S. 
51-Jun-2018The risk and return conundrum explained: international evidenceSavva, Christos S. ; Theodossiou, Panayiotis 
61-Jun-2017The effects of oil price shocks on U.S. stock order flow imbalances and stock returnsLambertides, Neophytos ; Savva, Christos S. ; Tsouknidis, Dimitris 
71-Sep-2016Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output GrowthSavva, Christos S. 
81-Jun-2016Skewness and the relation between risk and returnTheodossiou, Panayiotis ; Savva, Christos S.