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7 research outputs found

The cost of equity estimation in emerging Europe: the case of Bulgarian REITs

Author: Nigokhos Krikorov Kanaryan
Peter Chuknyisky
Violeta Kasarova
Publication venue: 'Emerald'
Publication date
Field of study

The Day of the Week Effect in the Central European Transition Stock Markets

Author: Anup Agrawal
Clifford Ball
E Balaban
E Barone
G Athanassakos
G Bekaert
J L Board
Katerina Lyroudi
Kursat Aydogan
Nigokhos Krikorov Kanaryan
P Alexakis
Plamen Georgiev Patev
R Aggarwal
R Bildik
T Bollerslev
Publication venue: 'Elsevier BV'
Publication date: 01/01/2003
Field of study

Day of the Week Effect in the Central and Eastern European Transition Stock Markets and Higher Moments of Security Returns

Author: A Agrawal
Apostolos Dasilas
B Panel
B Solnik
C Ball
E Balaban
E Barone
G Athanassakos
G Y N Tang
I Pena
J L Board
K A Wong
Katerina Lyroudi
Kursat Aydogan
M Santemases
M Smirlock
M Theobald
Nigokhos Krikorov Kanaryan
P Alexakis
Plamen Georgiev Patev
R Aggarwal
R Aggarwal
R Bildik
S Pashakwale
T Bollerslev
T Bollerslev
T Ozmen
Publication venue: 'Elsevier BV'
Publication date: 01/01/2004
Field of study

Stock Market Crises and Portfolio Diversification in Central and Eastern Europe

Author: A Corhay
A Kanas
B Arshanapalli
B Arshanapalli
C G Gilmore
C Harvey
C S Eun
C W J Granger
C W J Granger
D C Allen
G A Karolyi
G Bekaert
G Chen
H Jang
H Jang
J Byers
J Y Camplell
K C Chan
K Heimonen
Latin America
Nigokhos Krikorov Kanaryan
Plamen Georgiev Patev
R F Engle
R-J Gerrits
S Johansen
S Johansen
S Johansen
T Baig
Publication venue: 'Elsevier BV'
Publication date: 01/01/2003
Field of study

Modelling and Forecasting the Volatility of the Central European Stock Market

Author: A Christie
A Damodaran
A Lo
A R Pagan
B Solnik
C G Glimore
C R Harvey
E Sentana
F Black
G Bekaert
G Chen
G L Kaminsky
H Jang
J Potreba
L R Glosten
Latin America
M Haroutounian
M Scholes
Nigokhos Krikorov Kanaryan
O Henry
P H Franses
P Verhoeven
Plamen Georgiev Patev
R Chou
R Engle
R Engle
R F Engle
S Pashakwale
T Bollerslev
T Choudhry
V Murinde
Y Amihud
Publication venue: 'Elsevier BV'
Publication date: 01/01/2003
Field of study

Stock Market Volatility Changes in Central Europe Caused by Asian and Russian Financial Crises

Author: A Christie
A Lo
B Blair
B Solnik
C G Glimore
C G Lamoureux
F Black
G Bekaert
G Chen
G Koutmos
G Koutmos
G Koutmos
G L Kaminsky
G Meric
G W Schwert
G W Schwert
H Jang
J Potreba
L R Glosten
M Haroutounian
Nigokhos Krikorov Kanaryan
O Henry
Plamen Georgiev Patev
Poland Hungary
R Chou
R Engle
R Engle
R Engle
S Pashakwale
S.-C Leong
T Bollerslev
T Bollerslev
T Bollerslev
T Choudhry
V Murinde
Y Shachmurove
Publication venue: 'Elsevier BV'
Publication date: 01/01/2003
Field of study

Cost of Equity Estimation in REIT Valuation in Emerging Europe: The Case of Bulgaria

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