Table of contents - Special Issue: The Greek financial market: 1999‐2001
Guest Editors: Christos Floros
The monthly and trading month effects in Greek stock market returns: 1996‐2002
Christos FlorosThe 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 addition…
Corporate governance rating of family firms at the Athens exchange market
Loukas J. Spanos, Lena J. Tsipouri, Manolis D. XanthakisCorporate 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 increasing…
The influence of the political elections on the course of the Athens Stock Exchange 1996‐2002
Christos FlorosThe 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 Index…
Forecasting one‐day‐ahead VaR and intra‐day realized volatility in the Athens Stock Exchange Market
Timotheos Angelidis, Stavros DegiannakisThe 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 volatility of…
The efficiency of Greek stock index futures market
Christos Floros, Dimitrios V. VougasThe 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, 1999‐2001; to…
ISSN:
0307-4358Online date, start – end:
1975Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Professor Don Johnson