This research examines the short run dynamic adjustments and the long run equilibrium
relationships between selected macroeconomic variables, trading volume and stock returns …

This paper investigates the existence of the Weekend, January and Pre-Holiday effects in
the All Gold Index on the Johannesburg Stock Exchange over an 11-year period; 5 January …

This study employs GARCH type models and tests for their validity over an Emerging Capital
Market, the Athens Stock Exchange Market (ASE). Correct specification, of the different …

This paper examines the interaction between mutual fund flows and stock returns in Greece.
Specifically, we investigate the possibility of a causality mechanism through which mutual …

We investigate the stock market linkages between the United States and three Greater
China Economic Area stock markets—China, Hong Kong, and Taiwan, before and after the …

We show that capital structure decisions and financial behavior in general seems to deviate
from the traditional neoclassical paradigm. Behavioral finance and the post Keynesian …

This paper analyses the impact of exogenous national security related shocks on the time-
varying volatility structure of the Greek stock market. Alternative autoregressive conditional …

This paper investigates the issue of whether financial market liberalization announcements
in emerging economies have had any effects on the efficient operation of their equity …

The weekly and monthly returns of stock indices and portfolios of stock indices were
analysed to investigate the weak form of market efficiency in developed and emerging …

In this article, an alternative testing procedure for the significance of the predictive power of
the Moving Average (MA) trading rule of technical analysis is proposed and applied to the …