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Theoharry Grammatikos

Theoharry Grammatikos
Adresse postale Université du Luxembourg
2, Avenue de l'Université
L-4365 Esch-sur-Alzette

Last updated on: 13 oct 2015

"Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates" (with Robert Vermaulen), Journal of International Money and Finance, Volume 31, Issue 3, April 2012, pages 517-533

"Risk Premia and the Ex-Dividend Stock Price Behaviour: Empirical Evidence", (with Mark Fedenia), Journal of Banking and Finance, No. 17, June 1993, pp. 575 - 589

"Options Trading and the Bid-Ask Spread of the Underlying Stocks ", (with Mark Fedenia), Journal of Business, July 1992, pp. 335-351

"Portfolio Rebalancing and the Effective Taxation of Dividends and Capital Gains Following the Tax Reform Act of 1986", (with Mark Fedenia), Journal of Banking and Finance, No. 15, 1991, pp. 501-519

"Market Expectations of the Effects of the 1986 Tax Reform Act on Banking Organisations", (with Pierre Yourougou), Journal of Banking and Finance, No. 14, 1990, pp. 1171 - 1187

"Additions to Bank Loan-Loss Reserves: Good News or Bad News ?", (with Anthony Saunders), Journal of Monetary Economics, March 1990, pp. 289-304

"Dividend Stripping, Risk Exposure and the Effect of the 1984 Tax Reform Act on the Ex-Dividend Day Behaviour", Journal of Business, April 1989, pp. 157 - 173

"Return and Risks of U.S. Bank Foreign Currency Activities", (with Anthony Saunders and Itzhak Swary), Journal of Finance, July 1986, pp. 671-683

"Futures Price Variability: A Test of Maturity and Volume Effects", (with Anthony Saunders), Journal of Business, April 1986, pp. 319-330

Last updated on: 29 août 2014