Higher Co-Moment CAPM and Hedge Fund Returns von Knif, Johan, Koutmos, Dimitrios, Koutmos, Gregory

Volltext

Risk dynamics around restatement announcements von Bardos, Katsiaryna Salavei, Cline, Brandon N., Koutmos, Gregory

Volltext

Measuring the relative return contribution of risk factors von Knif, Johan, Kolari, James W., Koutmos, Gregory, Pynnönen, Seppo

Volltext

MODELING THE DYNAMIC INTERDEPENDENCE OF MAJOR EUROPEAN STOCK MARKETS von Koutmos, Gregory

Volltext

Asymmetric volatility transmission in international stock markets von Koutmos, Gregory, Booth, G.Geoffrey

Volltext

Modeling the Risk Dynamics of Hedge Funds von Knif, Johan, Koutmos, Dimitrios, Koutmos, Gregory

Volltext

Modeling interest rate volatility: an extended EGARCH approach von Koutmos, Gregory

Volltext

Financial crises and the asymmetric relation between returns on banks, risk factors, and other industry portfolio returns von Högholm, Kenneth, Knif, Johan, Koutmos, Gregory, Pynnönen, Seppo

Volltext

The Cost of Credit and Positive Feedback Trading: Title Evidence from the U.K. Stock Market von Antoniou, Antonios, Koutmos, Gregory

Volltext

Index futures and positive feedback trading: evidence from major stock exchanges von Antoniou, Antonios, Koutmos, Gregory, Pericli, Andreas

Volltext

Asymmetries in the Conditional Mean and the Conditional Variance: Evidence From Nine Stock Markets von Koutmos, Gregory

Volltext

Asymmetric Price and Volatility Adjustments in Emerging Asian Stock Markets von Koutmos, Gregory

Volltext

Exchange rate exposure in the pre- and post-Euro periods: evidence from Finland von Koutmos, Gregory, Knif, Johan

Volltext

Closed End Municipal Bond Funds Discounts: An Empirical Investigation von Koutmos, Gregory, Tucker, Michael

Volltext

Feedback trading and the autocorrelation pattern of stock returns: further empirical evidence von Koutmos, Gregory

Volltext

Currency bid-ask spread dynamics and the Asian crisis: Evidence across currency regimes von Koutmos, Gregory, Martin, Anna D.

Volltext

Asymmetric exchange rate exposure: theory and evidence von Koutmos, Gregory, Martin, Anna D.

Volltext

Guest editorial von Koutmos, Gregory

Volltext

Asymmetric Fund Performance Characteristics A Comparison of European and US Large-Cap Funds von Högholm, Kenneth, Knif, Johan, Koutmos, Gregory, Pynnönen, Seppo

Volltext

Testing for Long Memory in the Feedback Mechanism in the Futures Markets von Antoniou, Antonios, Koutmos, Gregory, Pescetto, Gioia

Volltext