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The Distribution of Investor Beliefs, Stock Ownership and Stock Returns Gikas Hardouvelis, Georgios Karalas, Dimitri Vayanos April 12,2021 Abstract We study theoretically and empirically the relationship between investor beliefs, ownership dispersion and stock Read More …
Margin Requirements, Volatility, and the Transitory Component of Stock Prices G. Hardouvelis American Economic Review, 1990, vol. 80, issue 4, 736-62 Abstract: Official margin requirements in the U.S. stock market were established in October Read More …
Economic Policy Uncertainty, Political Uncertainty and the Greek Economic Crisis Gikas A. Hardouvelis, Georgios I. Karalas, Dimitrios I. Karanastasis, Panagiotis K. Samartzis April 2018 Abstract: We use textual analysis to construct an index of Read More …
Greek Sovereign Debt: Addressing Economic Distress and Growth in the Euro Area P. Alexakis, G. Hardouvelis, D. Paxson, G. Sick, L. Trigeorgis December 2017 Abstract This article addresses key issues of the Greek sovereign Read More …
Comment on “Lessons for Monetary Policy from the Euro-Area Crisis” Author: Gikas A. Hardouvelis Journal: Journal of Macroeconomics, Volume 39, Part B, March 2014, Pages 383-386 Abstract: This comment discusses and extends the paper: Read More …
Money and Interest Rates: The Effects of Temporal Aggregation and Data Revisions Authors: Thomas J. Cunningham and Gikas A. Hardouvelis Journal: Jowmd of Economics and Business, February 1992:44:19-30 Abstract: Econometric estimates of liquidity effects produce Read More …
Margin Requirements, Speculative Trading and Stock Price Fluctuations: The Case of Japan Authors: Gikas A. Hardouvelis, Stavros Peristiani Journal: Quarterly Journal of Economics, November 1992, 107: 1333-1370 Abstract: An increase in margin requirements in Read More …
The term structure spread and future changes in long and short rates in the G7 countries – Is there a puzzle? Author: Gikas A. Hardouvelis Journal: Journal of Monetary Economics 33 (1994) 255-283. North-Holland Abstract: According to Read More …
Margin Requirements, Price Fluctuations, and Market Participation in Metal Futures Authors: Gikas A. Hardouvelis, Dongcheol Kim Journal: Journal of Money, Credit and Banking, August 1995, 27: 659-671 Abstract: THE OCTOBER 1987 STOCK MARKET CRASH Read More …
Price Volatility and Futures Margins Authors: ikas A. Hardouvelis, Dongcheol. Kim Journal: The Journal of Futures Markets, Vol. 16, No. 1, 81 -111 (1996) Abstract: The October, 1987 stock market crash renewed interest among Read More …