YEAR

2013

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Econometrics , Data Analytics

Temporal Aggregation and Systematic Sampling Effects on Non Linear Granger Causality Tests between Trade Volume and Returns. Some Monte Carlo and Empirical Results from the Athens Stocks Exchange.

In this paper we investigate the effects of temporal aggregation and systematic sampling using some well known linear and nonlinear Granger causality tests.

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Econometrics , Data Analytics

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.

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Econometrics , Data Analytics

Temporal Aggregation and the Ramsey's Test for Functional Form: Results from Empirical and Monte Carlo experiment

This short paper demonstrates that the use of temporally aggregated data may affect the power and the size of the well known the Ramsey's (1969) RESET test.

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Technological Change , Theory

The Speed of Technological Adoption Under Price Competition: Two-Tier Vs One-Tier Industries

The present paper examines the firms' incentives to adopt a new cost reducing technology in vertically related markets, as well as, the effects of the vertical relations on the firms' timing of adoption.

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Industrial Organization , Theory

Comparative Advertising in Markets with Network Externalities

The present paper investigates the firms' incentives to invest in comparative advertising in a spatially differentiated duopoly market characterized by network externalities.

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Industrial Organization , Theory

Cournot is More Competitive than Bertrand! Upstream Monopoly with Two-part Tariffs

The present paper compares the Cournot and Bertrand equilibrium outcomes and social welfare in vertically related markets with upstream monopolistic market structure, where the trade between the upstream monopolist and the downstream firms is conducted via two-part tariffs contracts.

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Economic Growth , Applied Research

Tax Evasion, Tax Monitoring Expenses and Economic Growth: An Empirical Analysis in OECD Countries

Based on an endogenous growth model, we extent Roubini and Sala-i-Martin (1993) theoretical framework to analyse empirically the relationship between economic growth, announced tax rate and tax monitoring expenses using data from 32 OECD countries during the 1999-2007 period.

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Finance , Applied Research

Linkages between the Eurozone and the South-Eastern European Countries: A VECMX Analysis

We assess the impact of the Eurozone’s economic policies on specific South-Eastern European countries. Since these countries are connected to the EU or the Eurozone and the economic interdependence among them is evolving, we carried out our analysis using the VECMX framework.

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Industrial Organization , Theory

Comparative versus Informative Advertising in Oligopolistic Markets

The present paper examines endogenously the firms' incentives to invest in informative and comparative advertising, in an oligopolistic market with horizontally differentiated products where competition take place in quantities.

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Finance , Applied Research

Linkages between the Eurozone and the South-Eastern European Countries: A Global VAR Analysis

In the present paper we assess the impact of the Eurozone’s economic policies on specific South-Eastern European countries, namely Bulgaria, Croatia, Cyprus, Greece, Romania, Slovenia and Turkey.

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Finance , Applied Research

Transmission Effects in the Presence of Structural Breaks: Evidence from South-Eastern European Countries

In this paper, we investigate the monetary transmission mechanism through interest rate and real effective exchange rate channels.

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