Showing results 7 to 16 of 16
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| Issue Date | Title | Author(s) |
| 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 |
| Sep-2024 | Investor Sentiment, Anchoring, and Momentum Returns. | Alquraishi, A; Kartsaklas, A |
| 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 |
| Sep-2024 | Momentum Returns and Corporate Governance | Alquraishi, A; Kartsaklas, A |
| Feb-2025 | Residual Income Valuation and Stock Returns. Evidence from a Value-to-Price Investment Strategy | Haboub, A; Kartsaklas, A |
| 2025 | Three essays on financial development macroeconomic volatility and monetary policy | Glebkina, Ekaterina |
| 2017 | TRADER TYPE EFFECTS ON THE VOLATILITY‐VOLUME RELATIONSHIP. EVIDENCE FROM THE KOSPI 200 INDEX FUTURES MARKET. | Kartsaklas, A |
| Feb-2025 | US Futures Markets Interconnectedness During Crisis Periods | Almajali, A; Kartsaklas, A |
