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Gregory Koutmos
Gregory Koutmos
Fairfield University, Dolan School of Business
Verified email at fairfield.edu - Homepage
Title
Cited by
Cited by
Year
Asymmetric volatility transmission in international stock markets
G Koutmos, GG Booth
Journal of international Money and Finance 14 (6), 747-762, 1995
11721995
Temporal relationships and dynamic interactions between spot and futures stock markets
G Koutmos, M Tucker
The Journal of Futures Markets (1986-1998) 16 (1), 55, 1996
3231996
Modeling the dynamic interdependence of major European stock markets.
G Koutmos
Journal of Business Finance & Accounting 23 (7), 1996
3201996
Index futures and positive feedback trading: evidence from major stock exchanges
A Antoniou, G Koutmos, A Pericli
Journal of Empirical Finance 12 (2), 219-238, 2005
2602005
Asymmetric exchange rate exposure: theory and evidence
G Koutmos, AD Martin
Journal of international Money and Finance 22 (3), 365-383, 2003
2602003
Feedback trading and the autocorrelation pattern of stock returns: further empirical evidence
G Koutmos
Journal of international money and finance 16 (4), 625-636, 1997
2201997
Asymmetries in the conditional mean and the conditional variance: Evidence from nine stock markets
G Koutmos
Journal of Economics and Business 50 (3), 277-290, 1998
2121998
Index futures and options and stock market volatility
A Pericli, G Koutmos
The Journal of Futures Markets (1986-1998) 17 (18), 957, 1997
1751997
Asymmetric price and volatility adjustments in emerging Asian stock markets
G Koutmos
Journal of Business Finance & Accounting 26 (1‐2), 83-101, 1999
1471999
Stochastic behaviour of the Athens stock exchange
G Koutmos, C Negakis, P Theodossiou
Applied Financial Economics 3 (2), 119-126, 1993
1411993
Positive feedback trading in emerging capital markets
G Koutmos, R Saidi
Applied Financial Economics 11 (3), 291-297, 2001
1332001
Volatility reversion and correlation structure of returns in major international stock markets
P Theodossiou, E Kahya, G Koutmos, A Christofi
Financial Review 32 (2), 205-224, 1997
1191997
Time-varying betas and volatility persistence in international stock markets
G Koutmos, U Lee, P Theodossiu
Journal of Economics and Business 46 (2), 101-112, 1994
1041994
Asymmetric volatility and risk return tradeoff in foreign stock markets
G Koutmos
Journal of Multinational Finance Management 2 (2), 27-43, 1993
831993
First‐and second‐moment exchange rate exposure: evidence from US stock returns
G Koutmos, AD Martin
Financial Review 38 (3), 455-471, 2003
792003
Time‐series properties and predictability of Greek exchange rates
G Koutmos, P Theodossiou
Managerial and Decision Economics 15 (2), 159-167, 1994
641994
Estimating systematic risk using time varying distributions
G Koutmos, J Knif
European Financial Management 8 (1), 59-73, 2002
552002
The leverage effect in individual stocks and the debt to equity ratio.
G Koutmos, R Saidi
Journal of Business Finance & Accounting 22 (7), 1995
511995
Modeling time variation and asymmetry in foreign exchange exposure
G Koutmos, AD Martin
Journal of Multinational Financial Management 17 (1), 61-74, 2007
472007
Do emerging and developed stock markets behave alike? Evidence from six Pacific Basin stock markets
G Koutmos
Journal of International Financial Markets, Institutions and Money 7 (3 …, 1997
411997
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