Asymmetric volatility transmission in international stock markets G Koutmos, GG Booth Journal of international Money and Finance 14 (6), 747-762, 1995 | 1174 | 1995 |
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 | 324 | 1996 |
Modeling the dynamic interdependence of major European stock markets. G Koutmos Journal of Business Finance & Accounting 23 (7), 1996 | 320 | 1996 |
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 | 262 | 2005 |
Asymmetric exchange rate exposure: theory and evidence G Koutmos, AD Martin Journal of international Money and Finance 22 (3), 365-383, 2003 | 261 | 2003 |
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 | 220 | 1997 |
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 | 212 | 1998 |
Index futures and options and stock market volatility A Pericli, G Koutmos The Journal of Futures Markets (1986-1998) 17 (18), 957, 1997 | 175 | 1997 |
Asymmetric price and volatility adjustments in emerging Asian stock markets G Koutmos Journal of Business Finance & Accounting 26 (1‐2), 83-101, 1999 | 147 | 1999 |
Stochastic behaviour of the Athens stock exchange G Koutmos, C Negakis, P Theodossiou Applied Financial Economics 3 (2), 119-126, 1993 | 141 | 1993 |
Positive feedback trading in emerging capital markets G Koutmos, R Saidi Applied Financial Economics 11 (3), 291-297, 2001 | 134 | 2001 |
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 | 120 | 1997 |
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 | 104 | 1994 |
Asymmetric volatility and risk return tradeoff in foreign stock markets G Koutmos Journal of Multinational Finance Management 2 (2), 27-43, 1993 | 83 | 1993 |
First‐and second‐moment exchange rate exposure: evidence from US stock returns G Koutmos, AD Martin Financial Review 38 (3), 455-471, 2003 | 80 | 2003 |
Time‐series properties and predictability of Greek exchange rates G Koutmos, P Theodossiou Managerial and Decision Economics 15 (2), 159-167, 1994 | 64 | 1994 |
Estimating systematic risk using time varying distributions G Koutmos, J Knif European Financial Management 8 (1), 59-73, 2002 | 55 | 2002 |
The leverage effect in individual stocks and the debt to equity ratio. G Koutmos, R Saidi Journal of Business Finance & Accounting 22 (7), 1995 | 51 | 1995 |
Modeling time variation and asymmetry in foreign exchange exposure G Koutmos, AD Martin Journal of Multinational Financial Management 17 (1), 61-74, 2007 | 47 | 2007 |
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 | 41 | 1997 |