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Your search keyword '"Kassimatis, Konstantinos"' showing total 2 results
Start Over Author "Kassimatis, Konstantinos" Topic business, general
2 results on '"Kassimatis, Konstantinos"'

1. Size, book to market and momentum effects in the Australian stock market

Author

Kassimatis, Konstantinos

Subjects
Ratio analysis -- Research -- Methods, Stock markets -- Research -- Methods, Capital assets pricing model -- Methods -- Research, Business, general, Business, Stock market, Research, Methods
Abstract

Abstract: We examine the significance of the size, book-to-market and momentum risk factors in explaining portfolio returns in the Australian stock market. We compare the CAPM to a four-factor model [...]

Published
2008

2. Stock and credit market expansion and economic development in emerging markets: further evidence utilizing cointegration analysis

Author

KASSIMATIS, KONSTANTINOS and SPYROU, SPYROS I.

Subjects
Taiwan -- Economic policy, Chile -- Economic policy, Mexico -- Economic policy, South Korea -- Economic policy, India -- Economic policy, Credit market -- Management, Developing countries -- Economic policy, Securities industry -- Management, Business, Business, general, Economics
Abstract

This paper empirically investigates the relationship between equity and credit market development and economic growth, in a sample of five very important `emerging' markets. In particular, employing a multivariate time-series [...]

Published
2001

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