Spyros Spyrou
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Spyros |
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Spyrou |
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Affiliations
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Athens University of Economics and Business (AUEB)
/ Department of Accounting and Finance
Research profile
author of:
- Size and momentum in European equity markets: empirical findings from varying beta Capital Asset Pricing Model (RePEc:bla:acctfi:v:50:y:2010:i:1:p:143-169)
by George Karathanasis & Konstantinos Kassimatis & Spyros Spyrou - Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange (RePEc:bla:eufman:v:11:y:2005:i:1:p:71-98)
by Antonios Antoniou & Emilios C. Galariotis & Spyros I. Spyrou - Common Stochastic Trends in Emerging Equity Markets (RePEc:bla:manchs:v:67:y:1999:i:6:p:649-660)
by Ian Garrett & Spyros Spyrou - Contagion, volatility persistence and volatility spill-overs: The case of energy markets during the European financial crisis (RePEc:eee:eneeco:v:66:y:2017:i:c:p:217-227)
by Andriosopoulos, Kostas & Galariotis, Emilios & Spyrou, Spyros - Short-term patterns in government bond returns following market shocks: International evidence (RePEc:eee:finana:v:17:y:2008:i:5:p:903-924)
by Kassimatis, Konstantinos & Spyrou, Spyros & Galariotis, Emilios - Are broad market shocks anticipated by investors? Evidence from major equity and index options markets (RePEc:eee:finana:v:20:y:2011:i:3:p:127-133)
by Spyrou, Spyros - Herd behavior and equity market liquidity: Evidence from major markets (RePEc:eee:finana:v:48:y:2016:i:c:p:140-149)
by Galariotis, Emilios C. & Krokida, Styliani-Iris & Spyrou, Spyros I. - Bond market investor herding: Evidence from the European financial crisis (RePEc:eee:finana:v:48:y:2016:i:c:p:367-375)
by Galariotis, Emilios C. & Krokida, Styliani-Iris & Spyrou, Spyros I. - Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach (RePEc:eee:finsta:v:26:y:2016:i:c:p:62-77)
by Galariotis, Emilios C. & Makrichoriti, Panagiota & Spyrou, Spyros - Herding on fundamental information: A comparative study (RePEc:eee:jbfina:v:50:y:2015:i:c:p:589-598)
by Galariotis, Emilios C. & Rong, Wu & Spyrou, Spyros I. - The impact of conventional and unconventional monetary policy on expectations and sentiment (RePEc:eee:jbfina:v:86:y:2018:i:c:p:1-20)
by Galariotis, Emilios & Makrichoriti, Panagiota & Spyrou, Spyros - Monetary policy and herd behavior: International evidence (RePEc:eee:jeborg:v:170:y:2020:i:c:p:386-417)
by Krokida, Styliani-Iris & Makrychoriti, Panagiota & Spyrou, Spyros - An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach (RePEc:eee:jeborg:v:172:y:2020:i:c:p:344-363)
by Filippopoulou, Chryssanthi & Galariotis, Emilios & Spyrou, Spyros - Value at risk models for volatile emerging markets equity portfolios (RePEc:eee:quaeco:v:50:y:2010:i:4:p:515-526)
by Dimitrakopoulos, Dimitris N. & Kavussanos, Manolis G. & Spyrou, Spyros I. - Conference calls around merger and acquisition announcements: Do they reduce information asymmetry? UK Evidence (RePEc:eee:riibaf:v:30:y:2014:i:c:p:148-172)
by Siougle, Georgia & Spyrou, Spyros I. & Tsekrekos, Andrianos E. - Return Predictability, Contrarian & Momentum Profits:The Case of the Athens Stock Exchange (RePEc:ekn:ekonom:v:7:y:2004:i:1:p:56-72)
by T. Mandalis & S. I. Spyrou - Investor sentiment and yield spread determinants: evidence from European markets (RePEc:eme:jespps:jes-01-2012-0008)
by Spyros Spyrou - The impact of monetary policy on income inequality: evidence from Eurozone markets (RePEc:eme:jespps:jes-07-2020-0328)
by Konstantina Liosi & Spyros Spyrou - Unknown item RePEc:eme:jespps:v:40:y:2013:i:6:p:739-762 (article)
- Herding in financial markets: a review of the literature (RePEc:eme:rbfpps:rbf-02-2013-0009)
by Spyros Spyrou - Momentum return volatility, uncertainty, and energy prices: evidence from major international equity markets (RePEc:eme:rbfpps:rbf-09-2019-0133)
by Spyros Spyrou - The equity premium puzzle: new evidence on the optimal holding period and optimal asset allocation (RePEc:eme:rbfpps:rbf-12-2014-0052)
by Evanthia Zervoudi & Spyros Spyrou - Unknown item RePEc:eme:rbfpps:v:5:y:2013:i:2:p:175-194 (article)
- Unknown item RePEc:eme:rbfpps:v:8:y:2016:i:1:p:39-57 (article)
- Informed trading before stock price shocks: An empirical analysis using stock option trading volume (RePEc:hal:journl:hal-00763030)
by Emilios C. Galariotis & Spyros I. Spyrou & Wu Rong - Short-term patterns in government bond returns following market shocks: International evidence (RePEc:hal:journl:hal-00765471)
by Emilios C. Galariotis & Spyros I. Spyrou & Konstantinos Kassimatis - Trading before stock price shocks: An empirical analysis using stock option trading volume (RePEc:hal:journl:hal-00958355)
by Emilios C. Galariotis & Spyros I. Spyrou & Wu Rong - Trading before stock price shocks: An empirical analysis using stock option trading volume (RePEc:hal:journl:hal-00958358)
by Emilios C. Galariotis & Spyros I. Spyrou & Wu Rong - Herding on fundamental information: A comparative study (RePEc:hal:journl:hal-01092519)
by Emilios C. Galariotis & Spyros I. Spyrou & Wu Rong - Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange (RePEc:hal:journl:hal-01096009)
by Spyros I. Spyrou & Konstantinos Kassimatis & Emilios C. C Galariotis - Short-term Contrarian Strategies in the London Stock Exchange: Are They Profitable? Which Factors Affect Them? (RePEc:hal:journl:hal-01096022)
by Antonios Antoniou & Emilios C. C Galariotis & Spyros I. Spyrou - The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market: a Kalman filter approach (RePEc:hal:journl:hal-01096031)
by Antonios Antoniou & Emilios C. C Galariotis & Spyros I. Spyrou - Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange (RePEc:hal:journl:hal-01096037)
by Antonios Antoniou & Emilios C. C Galariotis & Spyros I. Spyrou - Profits From Buying Losers And Selling Winners In The London Stock Exchange (RePEc:hal:journl:hal-01096057)
by Antonios Antoniou & Emilios C. C Galariotis & Spyros I. Spyrou - Trading in option contracts before large price changes: A comparative study of US and UK markets (RePEc:hal:journl:hal-01122593)
by Emilios C. Galariotis & Wu Rong & Spyros I. Spyrou - Bond market investor herding: Evidence from the European financial crisis (RePEc:hal:journl:hal-01333218)
by Emilios C. Galariotis & Styliani-Iris Krokida & Spyros I. Spyrou - Sovereign CDS Spread Determinants and Spill-Over Effects During Financial Crisis: A Panel VAR Approach (RePEc:hal:journl:hal-01358715)
by Emilios C. Galariotis & Panagiota Makrichoriti & Spyros Spyrou - Herd behavior and equity market liquidity: Evidence from major markets (RePEc:hal:journl:hal-01418021)
by Emilios C. Galariotis & Styliani-Iris Krokida & Spyros I. Spyrou - Contagion, volatility persistence and volatility spill-overs: The case of energy markets during the European financial crisis (RePEc:hal:journl:hal-01578056)
by Kostas Andriosopoulos & Emilios Galariotis & Spyros Spyrou - The impact of conventional and unconventional monetary policy on expectations and sentiment (RePEc:hal:journl:hal-01596107)
by Emilios Galariotis & Panagiota Makrichoriti & Spyros Spyrou - Could Market Making be Profitable in The European Carbon Market? (RePEc:hal:journl:hal-02263114)
by Emilios Galariotis Iordanis Kalaitzoglou & Kyriaki Kosmidou & Spiros Papaefthimiou & Spyros Spyrou - Measuring market risk for financial assets with moderate tail fatness: the case of global government bond portfolios (RePEc:ids:ijdsrm:v:1:y:2009:i:3/4:p:199-212)
by Dimitris Dimitrakopoulos & Spyros Spyrou - Index Futures Trading and Spot Price Volatility (RePEc:sae:emffin:v:4:y:2005:i:2:p:151-167)
by Spyros I. Spyrou - Sovereign CDS Spread Determinants and Spill-Over Effects (RePEc:sek:iacpro:3606062)
by Spyros Spyrou & Emilios Galariotis & Panagiota Makrichoriti - Fundamental variables and the cross-section of expected stock returns: the case of Hong Kong (RePEc:taf:apeclt:v:10:y:2003:i:5:p:307-310)
by Herbert Y. T. Lam & Spyros I. Spyrou - Mergers and acquisitions of non-financial firms in Europe: the case of the Athens Stock Exchange (RePEc:taf:apeclt:v:14:y:2007:i:7:p:523-527)
by Spyros Spyrou & Georgia Siougle - Stock returns and inflation: evidence from an emerging market (RePEc:taf:apeclt:v:8:y:2001:i:7:p:447-450)
by Spyros Spyrou - The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market: a Kalman filter approach (RePEc:taf:apfiec:v:16:y:2006:i:18:p:1317-1329)
by Antonios Antoniou & Emilios Galariotis & Spyros Spyrou - Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange (RePEc:taf:apfiec:v:17:y:2007:i:3:p:221-235)
by Spyros Spyrou & Konstantinos Kassimatis & Emilios Galariotis - Time-variation in the value premium and the CAPM: evidence from European markets (RePEc:taf:apfiec:v:19:y:2009:i:23:p:1899-1914)
by S. Spyrou & K. Kassimatis - Sentiment changes, stock returns and volatility: evidence from NYSE, AMEX and NASDAQ stocks (RePEc:taf:apfiec:v:22:y:2012:i:19:p:1631-1646)
by Spyros Spyrou - Stock and credit market expansion and economic development in emerging markets: further evidence utilizing cointegration analysis (RePEc:taf:applec:v:33:y:2001:i:8:p:1057-1064)
by Konstantinos Kassimatis & Spyros Spyrou - Are stocks a good hedge against inflation? evidence from emerging markets (RePEc:taf:applec:v:36:y:2004:i:1:p:41-48)
by S. I. Spyrou - Financial liberalization or financial repression? The case of the Greek equity market (RePEc:taf:cjsbxx:v:1:y:1999:i:1:p:65-76)
by Spyros Spyrou - Informed trading around merger and acquisition announcements: Evidence from the UK equity and options markets (RePEc:wly:jfutmk:v:31:y:2011:i:8:p:703-726)
by Spyros Spyrou & Andrianos Tsekrekos & Georgia Siougle - The Impact of Unconventional Monetary Policy Shocks on Energy Prices (RePEc:wsi:wschap:9789813278387_0029)
by Panagiota Makrychoriti & Georgios Moratis & Spyros Spyrou