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Showing 1 to 5 of 5 for “"Athens Stock Exchange"”.
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Testing the risk and return trade-off in the Athens stock exchange
… of the Arbitrage Pricing Theory (APT) in the Athens Stock Exchange (ASE) during the period 1989-2006. Furthermore, there is an empirical application of specific (G)ARCH models on the variables under examination and an investigation of whether there are long-run relationships between different …
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The capital markets as a source of finance for shipping and the feasibility of a merchant shipping company listing in the Athens Stock Exchange
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Ocean Engineering, 1995.
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Options in emerging markets.
… option pricing. This study is concerned with the Athens Stock Exchange and the Athens Derivatives Exchange. Specifically, this research tests the at-the-money index call options on the FTSE/ASE 20 index with two months to expiration. The Greek market is an `emerging' market and this research tries …
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Corporate performance measures and stocks' prices returns: the case of Greece, 1992-2001
… and EVA®) performance measures, in explaining stock returns’ variation in the Athens Stock Exchange (ASE). Pooled time-series, cross sectional data on 163 Greek companies listed in the ASE over the period 1991-2001 have been employed to examine this question. Relative information content tests …
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Υποδείγματα πρόβλεψης μεταβλητότητας σε χρηματοοικονομικές αγορές : μετοχές, δικαιώματα προαίρεσης, νομίσματα
Η ακριβής πρόβλεψη της μελλοντικής μεταβλητότητας αποδεικνύεται ιδιαίτερα χρήσιμη για την τιμολόγηση παραγώγων προϊόντων και την αντιστάθμιση κινδύνων στη διαχείριση χαρτοφυλακίων. H τεκμαρτή μεταβλητότητα, όπως αυτή αντανακλάται στις τιμές των δικαιωμάτων προαίρεσης, αποτελεί την εκτίμηση της …