Has the 2008 financial crisis affected stock market efficiency? The case of Eurozone P Anagnostidis, C Varsakelis, CJ Emmanouilides Physica A: statistical mechanics and its applications 447, 116-128, 2016 | 157 | 2016 |
Liquidity commonality and high frequency trading: Evidence from the French stock market P Anagnostidis, P Fontaine International Review of Financial Analysis 69, 101428, 2020 | 35* | 2020 |
Nonlinearity in high-frequency stock returns: Evidence from the Athens Stock Exchange P Anagnostidis, CJ Emmanouilides Physica A: Statistical Mechanics and its Applications 421, 473-487, 2015 | 32 | 2015 |
On the susceptibility of numerical methods to computational chaos and superstability C Varsakelis, P Anagnostidis Communications in Nonlinear Science and Numerical Simulation 33, 118-132, 2016 | 17 | 2016 |
Are high–frequency traders informed? P Anagnostidis, P Fontaine, C Varsakelis Economic Modelling 93, 365-383, 2020 | 9* | 2020 |
Liquidity commonality in order-driven trading: evidence from the Athens Stock Exchange P Anagnostidis, G Papachristou, NS Thomaidis Applied Economics 48 (22), 2007-2021, 2016 | 9 | 2016 |
Information revelation in the Greek exchange opening call: Daily and intraday evidence P Anagnostidis, A Kanas, G Papachristou Journal of International Financial Markets, Institutions and Money 38, 167-184, 2015 | 6 | 2015 |
Market quality and dark trading in the post MiFID II era: What have we learned so far? P Anagnostidis, G Papachristou, C Varsakelis Economics Letters 184, 108630, 2019 | 1 | 2019 |
Liquidity commonality in order-driven trading P Anagnostidis, G Papachristou, N Thomaidis Applied Economics, 2016 | | 2016 |
Information revelation in the Greek Exchange opening call P Anagnostidis, G Papachristou, A Kanas Journal of International Financial Markets, Institutions and Money, 2015 | | 2015 |
Do Oil Prices Affect Exchange Rates? Non-linear Evidence From US Data P Rafailidis, K Katrakylidis, P Anagnostidis, N Thomaidis International Conference on Applied Business and Economics (ICABE 2014), 2014 | | 2014 |