Number of items: 8.
Zhang, Y., Kappou, K.
ORCID: https://orcid.org/0000-0002-5047-8104 and Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243
(2024)
Macroeconomic momentum and cross-sectional equity market
indices.
Journal of International Financial Markets, Institutions and Money, 92.
101974.
ISSN 1042-4431
doi: https://doi.org/10.1016/j.intfin.2024.101974
Kappou, K.
ORCID: https://orcid.org/0000-0002-5047-8104
(2018)
The diminished effect of index rebalances.
Journal of Asset Management, 19 (4).
pp. 235-244.
ISSN 1470-8272
doi: https://doi.org/10.1057/s41260-018-0077-8
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Balatti, M. and Kappou, K.
ORCID: https://orcid.org/0000-0002-5047-8104
(2017)
Fundamental indexation revisited: new evidence on alpha.
International Review of Financial Analysis, 51.
pp. 1-15.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2017.02.010
Kappou, K.
ORCID: https://orcid.org/0000-0002-5047-8104 and Oikonomou, I.
(2016)
Is there a gold social seal? The financial effects of additions to and deletions from social stock indices.
Journal of Business Ethics, 133 (3).
pp. 533-552.
ISSN 1573-0697
doi: https://doi.org/10.1007/s10551-014-2409-z
Alizadeh, A. H., Kappou, K.
ORCID: https://orcid.org/0000-0002-5047-8104, Tsouknidis, D. and Visvikis, I.
(2015)
Liquidity effects and FFA returns in the international shipping derivatives market.
Transportation Research Part E: Logistics and Transportation Review, 76.
pp. 58-75.
ISSN 1366-5545
doi: https://doi.org/10.1016/j.tre.2015.02.001
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Kappou, K.
ORCID: https://orcid.org/0000-0002-5047-8104, Stevenson, S. and Ward, C.
(2013)
The performance effects of composition changes on sector specific stock indices: The case of European listed real estate.
International Review of Financial Analysis, 29.
pp. 132-142.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2013.04.002
Kappou, K.
ORCID: https://orcid.org/0000-0002-5047-8104, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Ward, C.
(2010)
The S&P500 index effect reconsidered: evidence from overnight and intraday stock price performance and volume.
Journal of Banking & Finance, 34 (1).
pp. 116-126.
ISSN 0378-4266
doi: https://doi.org/10.1016/j.jbankfin.2009.07.008
Kappou, K.
ORCID: https://orcid.org/0000-0002-5047-8104, Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Ward, C.
(2008)
A re-examination of the index effect: gambling on additions to and deletions from the S&P 500's ‘gold seal’.
Research in International Business and Finance, 22 (3).
pp. 325-350.
ISSN 0275-5319
doi: https://doi.org/10.1016/j.ribaf.2007.12.001
This list was generated on Sat Aug 31 20:04:36 2024 UTC.