This paper investigates the volatility of the Athens Stock excess stock returns over the period
1990–1999 through the comparison of various conditional hetero-skedasticity models. The …

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 …

Abstract This paper employs Data Envelopment Analysis to measure for the first time the
performance of Greek domestic equity mutual funds over four different one-year horizons …

Bu araştırmada amaç İMKB'de hisse senetleri işlem gören İmalât Sanayi Şirketleri'nin firma
büyüklükleri, Rm-Rf (Piyasa Pirimi), DD/PD ve beklenen getirileri arasındaki ilişkiyi üç …

Dans cette thèse nous proposons une nouvelle approche dans le cadre des modèles
d'évaluation des actifs financiers permettant de tenir compte de deux aspects fondamentaux …

O nosso cotidiano neste final de século está marcado pela face visível do que se tem
chamado de reestruturação produtiva. A fábrica não é mais a mesma, assim como o …

The present thesis is focused on the examination of the relationship between specific
variables with the application of asset pricing models as well as the employment of (G) …

In this paper we test the effects of temporal aggregation (disaggregation) on the efficiency of
portfolio construction using the mean variance optimization approach. Using Monte Carlo …

We investigate the presence of financial linkages between Turkey and Greece. In particular,
we estimate bivariate vector error correction systems between the Greek and Turkish stock …

The stock market predictability has been a favorite topic of scholars and practitioners alike. It
seems that some small predictability is present in all major stock markets worldwide. This …