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Number of items: 7.


Karagiannis, Nikolaos and Tolikas, Konstantinos (2019). Tail Risk and the Cross-Section of Mutual Fund Expected Returns. Journal of Financial and Quantitative Analysis, 54 (1), pp. 425-447.

Tolikas, Konstantinos (2018). The lead-lag relation between the stock and the bond markets. European Journal of Finance, 24 (10), pp. 849-866.

Tolikas, Konstantinos and Topalogou, Nikolas (2017). Is default risk priced equally fast in the credit default swap and the stock markets?:An empirical investigation. Journal of International Financial Markets, Institutions and Money, 51 , pp. 39-57.

Tolikas, Konstantinos (2016). The relative informational efficiency of corporate retail bonds: Evidence from the London Stock Exchange. International Review of Financial Analysis, 46 , pp. 191-201.

Tolikas, Konstantinos (2011). The rare event risk in African emerging stock markets. Managerial Finance, 37 (3), pp. 275-294.

Tolikas, Konstantinos (2008). Value-at-risk and extreme value distributions for financial returns. The Journal of Risk, 10 (3), pp. 31-77.

Book Section

Tolikas, Konstantinos (2008). An application of extreme value theory in modelling extreme share returns. IN: Advances in Doctoral Research in Management. Advances in Doctoral Research in Management, 2 . World Scientific.

This list was generated on Fri Jul 10 02:24:10 2020 BST.