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Petros Messis
Petros Messis
Assistant Professor, Department of Accounting and Finance, University of Macedonia
Verified email at uom.edu.gr
Title
Cited by
Cited by
Year
Herding behaviour and volatility in the Athens Stock Exchange
P Messis, A Zapranis
The Journal of Risk Finance 15 (5), 572-590, 2014
692014
Terrorism and the effectiveness of security spending in Greece: Policy implications of some empirical findings
C Kollias, P Messis, N Mylonidis, SM Paleologou
Journal of Policy Modeling 31 (5), 788-802, 2009
442009
Herding towards higher moment CAPM, contagion of herding and macroeconomic shocks: Evidence from five major developed markets
P Messis, A Zapranis
Journal of Behavioral and Experimental Finance 4, 1-13, 2014
422014
Converging allies?
P Arvanitidis, C Kollias, P Messis
Peace economics, peace science and public policy 23 (2), 20160044, 2017
232017
CAPM and the efficacy of higher moment CAPM in the Athens stock market: An empirical approach
P Messis, G Iatridis, G Blanas
International Journal of Applied Economics 4 (1), 60-75, 2007
162007
Are future enlargement candidate countries converging with the EU?
C Kollias, P Messis
Empirica 47 (3), 453-473, 2020
122020
Asset pricing with time-varying betas for stocks traded on S&P 500
P Messis, A Zapranis
Applied Economics 46 (36), 4508-4518, 2014
92014
Are candidate countries converging with the EU in terms of the Copenhagen political criteria?
C Kollias, P Messis
European politics and society 23 (5), 639-659, 2022
82022
Asymmetric convergence in globalization? Findings from a disaggregated analysis
P Arvanitidis, C Kollias, P Messis
Managing Global Transitions 14 (2), 117, 2016
82016
An empirical assessment of CAPM, market model and APT: evidence from the Greek stock market
P Messis, G Iatridis, G Blanas
Journal of International Business and Economy 7 (1), 87-118, 2006
82006
FAMA--FRENCH THREE-FACTOR MODEL VERSUS ARBITRAGE PRICING THEORY ON ESTIMATING THE EXPECTED RETURNS ON VALUE STRATEGIES: Evidence from the Athens Stock Market.
G Iatridis, P Messis, G Blanas
International Journal of Finance 18 (3), 2006
72006
Testing and comparing conditional risk‐return relationship with a new approach in the cross‐sectional framework
P Messis, A Alexandridis, A Zapranis
International Journal of Finance & Economics 26 (1), 218-240, 2021
52021
Forecasting time-varying daily betas: A new nonlinear approach
P Messis, A Zapranis
Managerial Finance 42 (2), 54-73, 2016
52016
Fama-Frenh Three-Factor Model versus Arbitrage Pricing Theory on estimating the expected returns on value strategies: Evidence from the Athenas Stock Market
G Latridis, P Messis, G Blanas
The International Journal of Finance 18 (3), 4072-4104, 2006
52006
Fama & French Three-Factor Model vs. APT: Evidence from the Greek Stock Market
P Messis, G Blanas, G Iatrides
Working Paper, 2006
42006
Institutional quality convergence in the Euro area countries: a note and further evidence
C Kollias, P Messis
Journal of Contemporary European Studies 30 (4), 656-661, 2022
32022
Converging crime rates among European countries? A note
C Kollias, T Leventi, P Messis
International Journal of Social Economics 45 (3), 524-534, 2018
32018
The effects of herding on betas and idiosyncratic risk
P Messis, A Alexandridis, A Zapranis
Journal of Behavioral Finance 24 (2), 131-146, 2023
12023
Testing and comparing conditional CAPM with a new approach in the cross-sectional framework
P Messis, A Alexandridis, A Zapranis
12014
A qualitative parameter for beta changes
P Messis, A Alexandridis, A Zapranis
Available at SSRN 4718271, 2024
2024
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