Christos Grose

 

ChrisGrose

Dr. Christos Grose is an Academic Associate at the School of Economics, Business Administration and Legal Studies at the International Hellenic University. He holds an Msc from Birmingham University and a PhD from the University of Macedonia. He worked in various positions in the industry before joining IHU. His research focuses on fixed income investments as well as corporate restructurings and corporate governance issues. His research work has appeared in the Review of Quantitative Finance and Accounting, Journal of International Financial Markets, Institutions & Money and the International Review of Financial Analysis among other journals.

 

Selected publications (included in ABS journal quality guide)

1. “Investigating the Valuation Effects of Reverse Takeovers: Evidence from Europe”. (co-authors: A. Dasilas and M. Talias). Review of Quantitative Finance and Accounting, 2017, DOI 10.1007/s11156-016-0614-9.

2. “Wealth effects of delistings announcements in Europe”. (co-authors: A. Dasilas and T. Spyridis). Investment Management and Financial Innovations, Volume 14, Issue 1, 2017.

3. "Performance persistence in fixed interest funds: with an eye on the post-debt crisis period". (co-authors: A. Dasilas and C. Alexakis). Journal of International Financial Markets, Institutions & Money, Vol.33C, 2014, pp. 155-182.

4. "Asymmetric dynamic relations between stock prices and mutual fund units in Japan. An application of hidden cointegration technique". (co-authors: C. Alexakis and A. Dasilas). International Review of Financial Analysis, Vol. 28, 2013, pp. 1-8.

5. "Diversification opportunities through fixed income managed funds in Eastern Europe". Journal of Emerging Market Finance, Vol. 12(1), 2013, pp. 1-29.

6. "Performance aspects of Greek bond mutual funds" (co-authors: N. Dritsakis and L. Kalyvas). International Review of Financial Analysis, Vol. 15(2), 2006, pp. 189-202.

7. “Selecting Value-at-Risk methods according to their hidden characteristics”. (co-authors: L. Kalyvas, C. Siriopoulos and Dritsakis, N.). Operational Research, Volume 4(2), 2004, pp. 167-190.

8. "Hedging strategies using LIFFE listed equity options" (co-author: N. Dritsakis). Managerial Finance, Vol. 29(11), 2003, pp.17–34.

 

Back to Faculty's list
"Asymmetric dynamic relations between stock prices and mutual fund units in Japan. An application of Hidden Cointegration Technique". (co-authors: C. Alexakis and A. Dasilas). International Review of Financial Analysis, 2013 (forthcoming).