Managerial Finance

Category:

Accounting and Finance

Table Of Contents: Volume 34 Issue 7

The monthly and trading month effects in Greek stock market returns: 1996‐2002

Christos Floros

The paper aims to investigate the monthly and trading month effects in the stock market returns of the ASE using daily data before and after the crisis of 1999‐2001. In…

The influence of the political elections on the course of the Athens Stock Exchange 1996‐2002

Christos Floros

The paper's aim is to examine the influence of the Greek political elections on the course of the Athens Stock Exchange (ASE). Using daily data from the ASE General Price…

The efficiency of Greek stock index futures market

Christos Floros, Dimitrios V. Vougas

The paper's objectives are: to address the issue of cointegration (efficient market hypothesis) between Greek spot and futures markets over the period of the crisis…

Corporate governance rating of family firms at the Athens exchange market

Loukas J. Spanos, Lena J. Tsipouri, Manolis D. Xanthakis

Corporate governance (CG) has mainly focused on highly dispersed corporations. This paper has two objectives: to enrich the debate in this area and to contribute to the…

Forecasting one‐day‐ahead VaR and intra‐day realized volatility in the Athens Stock Exchange Market

Timotheos Angelidis, Stavros Degiannakis

The aim is to evaluate the performance of symmetric and asymmetric ARCH models in forecasting both the one‐day‐ahead Value‐at‐Risk (VaR) and the realized intra‐day…

ISSN:

0307-4358

Online date, start – end:

1975

Copyright Holder:

Emerald Publishing Limited

Open access:

hybrid

Editor:

  • Professor Don Johnson