Browsing by Author "Kenourgios, Dimitris"

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The day of the week effect patterns on stock market return and volatility: Evidence for the Athens Stock Exchange

Kenourgios, Dimitris; Samitas, Aristeidis; Papathanasiou, Spyros (2005)

This paper investigates the day of the week effect in the Athens Stock Exchange (ASE) General Index over a ten year period divided into two subperiods: 1995-2000 and 2001-2004. Five major indices are also considered: ...
Profitability of Technical Trading Rules in an Emerging Market

Kenourgios, Dimitris; Papathanasiou, Spyros (McGraw Hill, 2010)

This paper investigates the profitability of technical trading rules in the Athens Stock Exchange (ASE), utilizing the FTSE/ASE-20 index over the period 1995- 2008. We focus on a less developed and efficient stock market, ...