Items where Research Group is "Finance Group

C

Chen, Yifan and Zhao, Huainan (2012) Informed trading, information uncertainty, and price momentum. Journal of Banking & Finance, 36 (7). pp. 2095-2109. ISSN 1872-6372

D

Dotsis, George, Makropoulou, Vasiliki and Markellos, Raphael-Nicholas (2012) Investment under uncertainty and volatility estimation risk. Applied Economics Letters, 19 (2). pp. 133-137. ISSN 1350-4851

K

Kostika, Eleftheria and Markellos, Raphael-Nicholas (2012) Optimal hedge ratio estimation and effectiveness using ARCD. Journal of Forecasting, 32 (1). pp. 41-50. ISSN 0277-6693

Kourtis, Apostolos, Dotsis, George and Markellos, Raphael (2012) Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix. Journal of Banking and Finance, 36 (9). pp. 2522-2531. ISSN 1872-6372

Kourtis, Apostolos, Markellos, Raphael and Psychoyios, Dimitrios (2012) Wine price risk management: International diversification and derivative instruments. International Review of Financial Analysis, 22. pp. 30-37.

S

Symeonidis, Lazaros, Prokopczuk, Marcel, Brooks, Chris and Lazar, Emese (2012) Futures basis, inventory and commodity price volatility: An empirical analysis. Economic Modelling, 29 (6). pp. 2651-2663. ISSN 0264-9993

V

Vlastakis, Nikolaos ORCID: https://orcid.org/0000-0001-6411-7708 and Markellos, Raphael (2012) Information demand and stock market volatility. Journal of Banking and Finance, 36 (6). pp. 1808-1821. ISSN 0378-4266