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Christos S. Savvas Site



Sentiment, Order Imbalance and Co]movement. An Examination of Shocks to Retail and Institutional Trading Activity (with P. Chelley-Steeley and N. Lambertides). European Financial Management (forthcoming).

The effects of oil price shocks on U.S. stock order flow imbalances and stock returns (with D. Tsouknidis and N. Lambertides). Journal of International Money and Finance 74, 137-146.

Replication of Grier, Henry, Olekalns and Shields (2004) the Asymmetric Effects of Uncertainty on Inflation and Output Growth. Journal of Applied Econometrics, 31 (6), 1192-1196 (2016).

Short-Horizon Event Study Estimation with a STAR Model and Real Contaminated Events (with P. Andreou and C. Louca). Review of Quantitative Finance and Accounting 47 (3), 673-697 (2016). Click here for STAR code.

Risk-return tradeoff in European Stock Markets (with N. Aslanidis and C. Christiansen). International Review of Financial Analysis 46, 84-103 (2016).

Skewness and the Relation between Risk and Return (with P. Theodossiou). Management Science 62 (6), 1598-1609 (2016).

Dynamic Cointegration and Diversification Benefits among the Greater China, the US and the UK stock Markets (with F. Guidi and M. Ugur). Journal of Multinational Financial Management 35, 59-78 (2016).

The Effect of Smoke-free Policies on Hospitality Industry Revenues in Cyprus: An Econometric Approach (with M. Talias, E. Soteriades and L. Lazuras). Tobacco Control 24 (3), 199-204 (2015).

Support for Smoke-free Policies in the Cyprus Hospitality Industry (with M. Talias, E. Soteriades and L. Lazuras). International Journal of Public Health 60, 911-917 (2015).

The Effect of Security and Market Order Flow Shocks on Co-movement (with P. Chelley-Steeley and N. Lambertides). Journal of International Financial Markets Institution and Money 39, 136-155 (2015).

Short-horinzon Excess Returns, Exchange Rates and Interest Rates Effects (with J. Nathan and N. Lambertides). Journal of International Financial Markets Institution and Money 37, 54-76 (2015).

Family involvement and firm performance: Evidence from UK listed firms (with P. Poutziouris and E. Hadjielias). Journal of Family Business Strategy 6, 14-32 (2015).

Institutions and Financial Dollarization: Indirect Effects based on a Policy Experiment (with K. C. Neanidis). Economics Letters 121, 405-410 (2013).

Illiquidity shocks and the co-movement between stocks: New evidence using smooth transition (with P. Chelley-Steeley and N. Lambertides). Journal of Empirical Finance 23, 1-15 (2013).

Macroeconomic Uncertainty, Inflation and Growth: Regime-Dependent Effects in the G7 (with K. C. Neanidis). Journal of Macroeconomics 35, 81-92 (2013).

Are there still portfolio diversification benefits in Eastern Europe? Aggregate versus sectoral stock market data (with N. Aslanidis). The Manchester School 79 (6), 1323-1352 (2011).

Nominal Uncertainty and Inflation: The Role of EU Membership (with K. C. Neanidis). Economics Letters 112 (1), 26-30 (2011).

The Relative Efficiency of Shipping Companies (with P. Panayides and N. Lambertides). Transportation Research E 47, 681-694 (2011).

Modelling Interbank Relations during the International Financial Crisis .Economics Bulletin 31 (1), 916-924 (2011).

Stock market integration between new EU member states and the Euro-zone (with N. Aslanidis). Empirical Economics 39 (2), 337-351 (2010).

Business Cycle Synchronization of the Euro Area with the New and Candidate Member Countries (with K. C. Neanidis and D. R. Osborn). International Journal of Finance and Economics 15, 288-306 (2010).

Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro (with D. R. Osborn and L. Gill). Applied Financial Economics 19, 1595-1604 (2009).

Financial Dollarization: Short Run Determinants in Transition Economies (with K. C. Neanidis). Journal of Banking and Finance 33, 1860-1873 (2009).

International Stock Markets Interactions and Conditional Correlations Journal of International Financial Markets, Institutions and Money 19, 645-661 (2009).

Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US (with D. R. Osborn and L. Gill). Journal of Financial Econometrics 6 (3), 307-325 (2008).

Work related to Cypriot Economy

Gauss Codes