Nicholas Papasyriopoulos
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3 publications
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467 downloads
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882 views
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The impact of foreign cross-listings on asymmetric spillovers in Brussels stock exchange
Nicholas Papasyriopoulos , Constantinos Katrakilidis , Athanasios KoulakiotisInvestment Management and Financial Innovations Volume 3, 2006 Issue #1
Views: 471 Downloads: 162 TO CITE -
Dynamic portfolios interdependencies: new evidence from the Athens Stock Exchange
Athanasios Koulakiotis , Apostolos Kiohos , Nicholas Papasyriopoulos , Anna GeorganouInvestment Management and Financial Innovations Volume 11, 2014 Issue #2
Views: 416 Downloads: 130 TO CITE -
Political elections, abnormal returns and stock price volatility: the case of Greece
Athanasios Koulakiotis , Harry Papapanagos , Nicholas Papasyriopoulos doi: http://dx.doi.org/10.21511/imfi.13(1-1).2016.03Investment Management and Financial Innovations Volume 13, 2016 Issue #1 (cont.) pp. 161-169
Views: 1011 Downloads: 465 TO CITEThe impact of the Greek political elections on the return and volatility of the Athens Stock Exchange (ASE) is investigated using both the standard event study methodology and various univariate GARCH models. The empirical results reveal positive pre- and post-election abnormal returns, but negative on the day of the election. Strong evidence is also found that suggests that the election outcome significantly affects the ASE return; however, the evidence is rather limited for the ASE volatility. The empirical findings raise doubts about the efficiency of the Greek stock market and might have important implications for investors with respect to decisions regarding entering and/or exiting the market or investment strategies around time periods where political elections are going to take place
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