Futures price variability: A test of maturity and volume effects T Grammatikos, A Saunders Journal of Business, 319-330, 1986 | 314 | 1986 |
Transmission of the financial and sovereign debt crises to the EMU: Stock prices, CDS spreads and exchange rates T Grammatikos, R Vermeulen Journal of International Money and Finance 31 (3), 517-533, 2012 | 229 | 2012 |
Options trading and the bid-ask spread of the underlying stocks M Fedenia, T Grammatikos Journal of Business, 335-351, 1992 | 159 | 1992 |
Stability and the hedging performance of foreign currency futures T Grammatikos, A Saunders The Journal of Futures Markets (Pre-1986) 3 (3), 295, 1983 | 146 | 1983 |
Additions to bank loan-loss reserves: Good news or bad news? T Grammatikos, A Saunders Journal of Monetary Economics 25 (2), 289-304, 1990 | 121 | 1990 |
Dividend stripping, risk exposure, and the effect of the 1984 Tax Reform Act on the ex-dividend day behavior T Grammatikos Journal of Business, 157-173, 1989 | 121 | 1989 |
Market reaction to NYSE listings: Tests of the marketability gains hypothesis T Grammatikos, G Papaioannou Journal of Financial Research 9 (3), 215-227, 1986 | 115 | 1986 |
Forecasting distress in European SME portfolios SF Filipe, T Grammatikos, D Michala Journal of Banking & Finance 64, 112-135, 2016 | 113 | 2016 |
Returns and risks of US bank foreign currency activities T Grammatikos, A Saunders, I Swary The Journal of Finance 41 (3), 671-682, 1986 | 108 | 1986 |
The success of bankruptcy prediction models in Greece G Gloubos, T Grammatikos Studies in Banking and Finance 7 (1), 37-46, 1988 | 80 | 1988 |
The informational value of listing on the New York Stock Exchange T Grammatikos, GJ Papaioannou Financial Review 21 (4), 485-500, 1986 | 73 | 1986 |
Applying Benford’s law to detect accounting data manipulation in the banking industry T Grammatikos, NI Papanikolaou Journal of Financial Services Research 59 (1), 115-142, 2021 | 55 | 2021 |
Predicting bankruptcy of industrial firms in Greece T Grammatikos, G Gloubos Spoudai Journal of Economics and Business 34, 421-443, 1984 | 45 | 1984 |
Risk and return on newly listed stocks: The post‐listing experience A Bhandari, T Grammatikos, AK Makhija, G Papaioannou Journal of Financial Research 12 (2), 93-102, 1989 | 43 | 1989 |
Market expectations of the effects of the Tax Reform Act of 1986 on banking organizations T Grammatikos, P Yourougou Journal of Banking & Finance 14 (6), 1171-1187, 1990 | 27 | 1990 |
Risk premia and the ex-dividend stock price behavior: Empirical evidence M Fedenia, T Grammatikos Journal of Banking & Finance 17 (4), 575-589, 1993 | 26 | 1993 |
Pricing default risk: The good, the bad, and the anomaly SF Filipe, T Grammatikos, D Michala Journal of Financial Stability 26, 190-213, 2016 | 24 | 2016 |
Portfolio rebalancing and the effective taxation of dividends and capital gains following the Tax Reform Act of 1986 M Fedenia, T Grammatikos Journal of Banking & Finance 15 (3), 501-519, 1991 | 20 | 1991 |
News and stock markets: A survey on abnormal returns and prediction models M Minev, C Schommer, T Grammatikos Technical Report, UL, 2012 | 19 | 2012 |
Forecasting distress in European SME portfolios D Michala, T Grammatikos, S Ferreira Filipe EIF Working Paper, 2013 | 17 | 2013 |