Theoharry Grammatikos
Theoharry Grammatikos
Professor
Verified email at uni.lu
Title
Cited by
Cited by
Year
Futures price variability: A test of maturity and volume effects
T Grammatikos, A Saunders
Journal of Business, 319-330, 1986
2841986
Transmission of the financial and sovereign debt crises to the EMU: Stock prices, CDS spreads and exchange rates
T Grammatikos, R Vermeulen
Journal of International Money and Finance 31 (3), 517-533, 2012
1772012
Options trading and the bid-ask spread of the underlying stocks
M Fedenia, T Grammatikos
Journal of Business, 335-351, 1992
1351992
Stability and the hedging performance of foreign currency futures
T Grammatikos, A Saunders
The Journal of Futures Markets (pre-1986) 3 (3), 295, 1983
1181983
Additions to bank loan-loss reserves: good news or bad news?
T Grammatikos, A Saunders
Journal of Monetary Economics 25 (2), 289-304, 1990
1111990
Market reaction to NYSE listings: Tests of the marketability gains hypothesis
T Grammatikos, G Papaioannou
Journal of Financial Research 9 (3), 215-227, 1986
1041986
Dividend stripping, risk exposure, and the effect of the 1984 Tax Reform Act on the ex-dividend day behavior
T Grammatikos
Journal of Business, 157-173, 1989
1011989
Returns and risks of US bank foreign currency activities
T Grammatikos, A Saunders, I Swary
The Journal of Finance 41 (3), 671-682, 1986
871986
Forecasting distress in European SME portfolios
SF Filipe, T Grammatikos, D Michala
Journal of Banking & Finance 64, 112-135, 2016
662016
The informational value of listing on the New York Stock Exchange
T Grammatikos, GJ Papaioannou
Financial Review 21 (4), 485-500, 1986
651986
The success of bankruptcy prediction models in Greece
G Gloubos, T Grammatikos
Studies in Banking and Finance 7 (1), 37-46, 1988
611988
Predicting bankruptcy of industrial firms in Greece
Θ Γραμματικός
SPOUDAI-Journal of Economics and Business 34 (3-4), 421-443, 1984
421984
Risk and return on newly listed stocks: The post‐listing experience
A Bhandari, T Grammatikos, AK Makhija, G Papaioannou
Journal of Financial Research 12 (2), 93-102, 1989
361989
Market expectations of the effects of the Tax Reform Act of 1986 on banking organizations
T Grammatikos, P Yourougou
Journal of Banking & Finance 14 (6), 1171-1187, 1990
251990
Risk premia and the ex-dividend stock price behavior: Empirical evidence
M Fedenia, T Grammatikos
Journal of Banking & Finance 17 (4), 575-589, 1993
191993
News and stock markets: A survey on abnormal returns and prediction models
M Minev, C Schommer, T Grammatikos
Technical Report, UL, 2012
182012
Portfolio rebalancing and the effective taxation of dividends and capital gains following the Tax Reform Act of 1986
M Fedenia, T Grammatikos
Journal of Banking & Finance 15 (3), 501-519, 1991
161991
Pricing default risk: The good, the bad, and the anomaly
SF Filipe, T Grammatikos, D Michala
Journal of Financial Stability 26, 190-213, 2016
152016
Forecasting distress in European SME portfolios
D Michala, T Grammatikos, S Ferreira Filipe
EIF Working Paper, 2013
132013
Intervalling effects and the hedging performance of foreign currency futures
T Grammatikos
Financial Review 21 (1), 21-36, 1986
121986
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