Unexpected tails in risk measurement: Some international evidence von Tolikas, Konstantinos

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Tail Risk and the Cross-Section of Mutual Fund Expected Returns von Karagiannis, Nikolaos, Tolikas, Konstantinos

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Managerial characteristics and performance of eurozone mutual funds von Tolikas, Konstantinos, Callonnec, Marc

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Is default risk priced equally fast in the credit default swap and the stock markets? AN empirical investigation von Tolikas, Konstantinos, Topaloglou, Nikolas

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The relative informational efficiency of corporate retail bonds: Evidence from the London Stock Exchange von Tolikas, Konstantinos

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Hedge fund performance persistence under different business cycles and stock market regimes von Stafylas, Dimitrios, Andrikopoulos, Athanasios, Tolikas, Konstantinos

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The rare event risk in African emerging stock markets von Tolikas, Konstantinos

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Hedge Fund Performance Persistence under different Business Cycles and Stock Market Regimes von Stafylas, Dimitrios, Andrikopoulos, Athanasios, Tolikas, Konstantinos

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Modelling the distribution of the extreme share returns in Singapore von Tolikas, Konstantinos, Gettinby, Gareth D.

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Extreme Risk and Value-at-Risk in the German Stock Market von Tolikas, Konstantinos, Koulakiotis, Athanasios, Brown, Richard A.

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The distribution of the extreme daily share returns in the Athens stock exchange von Tolikas, Konstantinos, Brown, Richard A.

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The impact of foreign cross-listings on the home Dutch equities von Koulakiotis, Athanasios, Angelidis, Dimitrios, Tolikas, Konstantinos, Molyneux, Phil

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The impact of foreign crosslistings on the home Dutch equities von Koulakiotis, Athanasios, Angelidis, Dimitrios, Tolikas, Konstantinos, Molyneux, Phil

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Special issue: forecasting financial markets von Parmler, Johan, González, Andrés, Precup, Ovidiu V, Iori, Giulia, Dunis, Christian L, Morrison, Vincent, Carr, Peter, Mayo, Anita, Tolikas, Konstantinos, Koulakiotis, Athanasios, Brown, Richard A

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