Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Author "Nishiotis, George P."
Now showing items 1-10 of 10
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Article
The adverse effects of systematic leakage ahead of official sovereign debt rating announcements
Michaelides, Alexandros; Milidonis, Andreas; Nishiotis, George P.; Papakyriakou, Panayiotis (2015)
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Article
A breakdown of the valuation effects of international cross-listing*
Bris, Arturo; Cantale, Salvatore; Nishiotis, George P. (2007)
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Article
Closed-end country funds and international diversification
Charitou, Andreas; Makris, Andreas; Nishiotis, George P. (2006)Using data from 1993 to 2002 for eight developed and fifteen emerging markets, we find that return correlations, mean-variance spanning, and Sharpe ratio tests support that closed-end country funds (CECF) can mimic their ...
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Article
Disclosure and the cost of capital: Evidence from the market's reaction to firm voluntary adoption of IAS
Karamanou, Irene; Nishiotis, George P. (2009)
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Do indirect investment barriers contribute to capital market segmentation?
Nishiotis, George P. (2004)
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Doctoral Thesis
Essays on international finance.
Nishiotis, George P. (1999)Chapter one, analyzes the effect of both direct and indirect barriers on international asset pricing using evidence from the price-net asset value ratio of closed-end country funds. I find that, contrary to conventional ...
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Article
Further evidence on closed-end country fund prices and international capital rows
Nishiotis, George P. (2006)
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Article
Private information in currency markets
Michaelides, Alexander; Milidonis, Andreas; Nishiotis, George P. (2019)Using daily abnormal currency returns for the universe of countries with flexible exchange rates, we show local currency depreciations ahead of unscheduled, public sovereign debt downgrade announcements. Consistent with ...
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Article
Put-call parity violations and return predictability: Evidence from the 2008 short sale ban
Nishiotis, George P.; Rompolis, Leonidas S. (2019)We investigate the link between stock and options markets during the 2008 U.S. short sale ban. First, we find definitive evidence that the ban indeed caused stock overvaluation. Second, we show that the short sale ban ...
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Article
The value of information in cross-listing
Bris, Arturo; Cantale, Salvatore; Hrnjic, Emir; Nishiotis, George P. (2012)