Browsing by Author "Samitas, Aristeidis"

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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: ...
Profits from Technical Trading Rules: The Case of Cyprus Stock Exchange

Papathanasiou, Spyros; Samitas, Aristeidis (EuroJournals Publishing, 2010)

We examine the performance of various types of technical trading rules in the emerging Cyprus Stock Market (CSE). Furthermore, we examine the predictability of daily returns for the CSE with respect to the extent that the ...