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GRAMMATIKOS Theoharry

Main Referenced Co-authors
CHOULIARAS, Andreas  (3)
FERREIRA FILIPE, Sara  (2)
LEHNERT, Thorsten  (2)
MICHALA, Dimitra  (2)
MINEV, Mihail  (2)
Main Referenced Keywords
Abnormal stock returns (1); Classification (1); Feature Detection (1); Feature Extraction (1); Financial Crisis, Contagion, Web Attention, News Flow. (1);
Main Referenced Disciplines
Finance (11)
Computer science (2)

Publications (total 13)

The most downloaded
2144 downloads
Minev, M., Schommer, C., & Grammatikos, T. (2012). News and stock markets: A survey on abnormal returns and prediction models. Technical Report, UL. https://hdl.handle.net/10993/14176

The most cited

9 citations (OpenCitations)

Lehnert, T., Yoichi, O., & Grammatikos, T. (2015). Market Perceptions of US and European Policy Actions around the Subprime Crisis. Journal of International Financial Markets, Institutions and Money, 37, 99-113. doi:10.1016/j.intfin.2015.02.007 https://hdl.handle.net/10993/22182

Lehnert, T., Yoichi, O., & Grammatikos, T. (2015). Market Perceptions of US and European Policy Actions around the Subprime Crisis. Journal of International Financial Markets, Institutions and Money, 37, 99-113. doi:10.1016/j.intfin.2015.02.007
Peer reviewed

Chouliaras, A., & Grammatikos, T. (29 September 2014). Extreme Returns in the European Financial Crisis [Paper presentation]. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2502884.

Ferreira Filipe, S., Grammatikos, T., & Michala, D. (2014). Pricing Default Risk: The Good, The Bad, and The Anomaly. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/15323.

Ferreira Filipe, S., Grammatikos, T., & Michala, D. (2014). Forecasting Distress in European SME Portfolios. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9233.

Chouliaras, A., & Grammatikos, T. (2014). Extreme Returns in the European Financial Crisis. (This version, September 2014). ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/18540.

Chouliaras, A., & Grammatikos, T. (2013). News Flow, Web Attention and Extreme Returns in the European Financial Crisis. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/12517.

Schommer, C., Minev, M., Grammatikos, T., & Schaefer, U. (2013). Feature Extraction and Representation for Economic Surveys [Poster presentation]. Bridging between Information Retrieval and Databases.

Minev, M., Schommer, C., & Grammatikos, T. (2012). News and stock markets: A survey on abnormal returns and prediction models. Technical Report, UL.

Grammatikos, T., Lehnert, T., & Otsubo, Y. (2012). Market Perceptions of US and European Policy Actions Around the Subprime Crisis. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/12243.

Grammatikos, T. (2012). The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity [Paper presentation]. World Finance & Banking Symposium - World Finance & Banking Conference, Shanghai, China.

Grammatikos, T. (2012). Market Perceptions of US and European Policy Actions Around the Subprime Crisis [Paper presentation]. 25th Australasian Finance and Banking Conference, Sydney, Australia.

Grammatikos, T., & Vermeulen, R. J. G. (2012). The 2007‐2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity*. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9371.

Grammatikos, T., & Vermeulen, R. J. G. (2010). Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9642.

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