Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Author Kartsaklas, A
Showing results 1 to 9 of 9
Issue Date | Title | Author(s) |
2021 | An empirical investigation of the effect of investor sentiment, corporate governance and 52-week high on momentum returns | Alquraishi, Abdulrahman A. |
2017 | Essays on equity valuation and accounting conservatism for insurance companies | Haboub, Ahmad |
2016 | Examining the relationship between trading volume, market return volatility and U.S. aggregate mutual fund flow | Omran, Hayan |
2017 | Five essays in applied economic theory and times series econometrics with applications to accounting and economics | Dafnos, Stavros |
2016 | Inflation convergence in the EMU | Karanasos, M; Koutroumpis, P; Karavias, Y; Kartsaklas, A; Arakelian, V |
1-Jun-2016 | The informative role of trading volume in an expanding spot and futures market | Bhaumik, S; Karanasos, M; Kartsaklas, A |
2022 | The interconnectedness between financial futures markets, commodities, and the macroeconomy: Empirical evidence from a time-varying approach | Almajali, Awon |
18-Jun-2020 | Investors' trading behaviour and stock market volatility during crisis periods: A dual long-memory model for the Korean Stock Exchange | Caporale, GM; Karanasos, M; Yfanti, S; Kartsaklas, A |
2017 | TRADER TYPE EFFECTS ON THE VOLATILITY‐VOLUME RELATIONSHIP. EVIDENCE FROM THE KOSPI 200 INDEX FUTURES MARKET. | Kartsaklas, A |