AUTHOR

Thanou Eleni

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Econometrics , Data Analytics - 2013

Non-Linear Diachronic Interaction Between the Advance/Decline Ratio Index and the Returns of the Market's General Index: Empirical Evidence from the Athens Stock Exchange

This paper examines the existence of a linear or nonlinear interaction between the Advance/Decline ratio index and the returns of the Athens General Index.

https://9b9ec758578b3ee0d46b-305404f9eb35eaf4130aa2d106c6a91c.ssl.cf3.rackcdn.com/597/market/publications/714/images//p1b61h9cfihrfo271pbt1fkkamd4.jpg
Finance , Applied Research - 2009

Portfolio Management: An Investigation of the Implications of Measurement Errors in Stock Prices on the Creation, Management and Evaluation of Stock Portfolios, Using Stochastic Simulations

In this paper, we investigate the implications of measurement errors in the daily published stock prices on the creation and management of efficient portfolios.

https://9b9ec758578b3ee0d46b-305404f9eb35eaf4130aa2d106c6a91c.ssl.cf3.rackcdn.com/597/market/publications/748/images//p1b7j9diispua10l11ff1pag10cs4.jpg
Finance , Data Analytics - 2008

Nonlinear Diachronic Effects Between Stock Returns and Mutual Fund Flows: Additional Empirical Evidence from the Athens Stocks Exchange

This short paper examines the nonlinear interaction between mutual fund flows and stock returns in Greece. We investigate the possibility of a nonlinear causality mechanism through which mutual funds flows may affect stock returns and vice versa.

https://9b9ec758578b3ee0d46b-305404f9eb35eaf4130aa2d106c6a91c.ssl.cf3.rackcdn.com/597/market/publications/785/images//p1b9tsom6c1nk819agvc69fh67e4.jpg
Econometrics , Data Analytics - 2007

Conventional Nonlinear Relationships between GDP, Inflation and Stock Market Returns. An Investigation for the Greek Economy

This paper is using simple nonlinearity tests to provide evidence of a positive and significant causal relationship going from stock market development to economic growth in Greece during the last 10 years.

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