Dimitris Kenourgios

Refereed publications in Academic Journals

• K. Mouratidis, D. Kenourgios, A. Samitas and D. Vougas, “Evaluating Currency Crises: A Multivariate Markov Regime Switching Approach”, The Manchester School Journal, forthcoming.


• D. Asteriou, A. Samitas and D. Kenourgios (2012) The London 2012 Olympic Games Announcement Effect on London Stock Exchange”, Journal of Economic Studies, forthcoming.


• D. Kenourgios and Puja Padhi (2012) “Emerging markets and financial crises: Regional, global or isolated shocks?” Journal of Multinational Financial Management, Vol. 22(1-2), pp. 24-38 (The second most downloaded article published in this journal from SciVerse ScienceDirect in the last 90 days).


• D. Dimitriou and D. Kenourgios (2012) “Opportunities for international portfolio diversification in the Balkans’ markets”, International Journal of Economics and Research, Vol. 3(1), pp. 1-12.


• Kenourgios, D. and A. Katevatis, “Maturity effect on stock index futures in an emerging market”, Applied Economics Letters, 18:11, pp. 1029-1033.


• Kenourgios, D. and A. Samitas (2011) "Equity market integration in emerging Balkan markets", Research in International Business and Finance, 25(3), pp. 296-307.


• A. Samitas, D. Kenourgios, I. Tsakalos (2011) “Corporate Events’ Effect on Stock Returns: Evidence from Athens Stock Exchange”, International Research Journal of Applied Finance, Vol. II, Issue 6 (June), pp. 692-715.


• A. Georgantopoulos, D. Kenourgios, A. Tsamis (2011) "Calendar anomalies in emerging Balkan equity markets", International Economics and Finance Journal, 6(1), pp. 67-82.


• Kenourgios, D., A. Samitas and N. Paltalidis (2011) “Financial crises and stock market contagion in a multivariate time-varying asymmetric framework”, Journal of International Financial Markets, Institutions & Money, 21 (1), pp. 92-106. (The fifth most downloaded article published in this journal from SciVerse ScienceDirect in the last 90 days).


• D. Kenourgios, A. Samitas and N. Paltalidis (2009) “Financial Market Dynamics in an Enlarged European Union”, Journal of Economic Integration, 24(2), pp. 197-221. PDF


• D. Kenourgios and A. Samitas (2009) “Modelling return and volatility in emerging stock markets: A Markov switching approach”, International Journal of Economic Research, Vol. 6, No. 1, pp. 61-72.


• A. Samitas, D. Kenourgios and P. Zounis (2008) “Athens’ Olympic Games 2004 Impact on Sponsors' Stock Returns”, Applied Financial Economics, Vol. 18 (19), pp. 1569-1580.


• D. Kenourgios and A. Samitas (2008) “The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange”, International Research Journal of Finance and Economics, Vol. 15, pp. 78-89.


• A. Samitas, D. Kenourgios and I. Tsakalos (2008) “The impact of mergers and acquisitions on world energy enterprises’ stock returns”, International Journal of Business Research, Vol. 8, No. 1, pp. 191-201.


• D. Kenourgios, A. Samitas and P. Drosos (2008) “Hedge Ratio Estimation and Hedging Effectiveness: The Case of the S&P 500 Stock Index Futures Contract”, International Journal of Risk Assessment and Management, Vol. 9, Nos. 1/2, pp. 121-134.PDF


• A. Samitas and D. Kenourgios (2007) “Impact of Mergers and Acquisitions on Stock Returns of Tramp Shipping Firms”, International Journal of Financial Services Management, Vol. 2, No. 4, pp. 327-343. PDF


• D. Kenourgios, S. Papathanasiou and Ε.R. Melas (2007) “Initial Performance of Greek IPOs, Underwriter’s Reputation and Oversubscription“, Managerial Finance Journal, Vol. 33(5), pp. 332-343.


• A. Samitas, D. Kenourgios (2007) “Macroeconomic Factors’ Influence on “New” European Countries Stock Returns: The Case of Four Transition Economies”, International Journal of Financial Services Management, Vol. 2, No 1/2, pp. 34-49.PDF


• D. Kenourgios and A. Samitas (2007) Financial Development and Economic Growth in a Transition Economy: Evidence for Poland”, The Journal of Financial Decision Making, Vol. 3, No. 1, pp. 35-48.


• A. Samitas, D. Kenourgios and N. Konstantopoulos (2006) “The Small Business Capital Market Behavior in Athens Stock Exchange”, Small Business Economics, Vol. 27, No 4-5, pp. 409-417.


• A. Samitas, D. Kenourgios (2006) “Financing Tourist Development through Stock Capital: Evidence from the Greek Hotel Sector”, Tourism Economics, Vol 12(1), pp. 87-100.


• D. Kenourgios, A. Samitas and N. Paltalidis (2006) “Short and Long run Parametric Dynamics in the Balkans Stock Markets”, International Journal of Business, Management and Economics, Vol. 2, No 8, pp. 5-20.


• D. Kenourgios, A. Samitas and A. Christodoulou (2006) “Long run and Short run Test for Market Efficiency: Evidence for the British Pound, the German Mark and the Japanese Yen”, Operational Research: An International Journal, Vol. 6, No. 2, pp. 163-182.


• A. Samitas, D. Kenourgios (2005) “Entrepreneurship, Small and Medium Size Business Markets and European Integration”, Journal of Policy Modeling, Vol. 27(3), pp. 363-374.


• D. Kenourgios (2005) “Testing Efficiency and the Unbiasedness Hypothesis of the Emerging Greek Futures Market”, European Review of Economics and Finance, Vol. 4, Νo. 1, pp. 3-20.


• D. Kenourgios, A. Samitas (2004) “Testing Efficiency of the Copper Futures Market: New Evidence from London Metal Exchange”, Global Business and Economics Review, Anthology, pp. 261-271.


• D. Kenourgios, N. Pavlidis (2004) “Central Banking and Commercial Inflation Forecasting: Some New Evidence for the U.S.A.”, Economia Internazionale/ International Economics, Vol. 57, No. 4, pp. 475-493.


• D. Kenourgios (2004) “Price Discovery in the Athens Derivatives Exchange: Evidence for the FTSE/ASE-20 Futures Market“, Economic and Business Review, Vol. 6, No 3, pp. 229-243.


• D. Kenourgios, Ι. Petropoulos (2004) “The Persistence of Mutual Funds Performance: Evidence from the U.K Stock Market”, Ekonomia, Vol. 7, No. 2, pp. 121-138.


• D. Kenourgios, N. Pavlidis (2004) “Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market”, International Business and Economics Research Journal, Vol. 3, No. 9, pp. 95-106.


• D. Kenourgios (2003) “Announcement of Convertible Debt Issuance, Capital Structure Change and Signaling: A Comparative Study for the Athens Stock Exchange”, SPOUDAI, Vol. 53, No. 3, pp. 57-76. (in Greek)


• D. Kenourgios, A. Samitas (2003) “The Interdependence of Major European Stock Markets: Evidence for Greece”, SPOUDAI, Vol. 53, No. 4, pp. 54-65.

Books

• D. Kenourgios, Financial Management of Public Corporations, Athens University of Economics and Business, 2003-2004 (in Greek).
• D. Kenourgios, Portfolio Management, University of Thessaly, 2003 (in Greek).
• D. Kenourgios, A. Samitas, Bank Marketing and New Products, University of Athens, 2003 (in Greek).
• D. Kenourgios, Corporate Finance, Laboratory of Investments Applications, Faculty of Economics, University of Athens, 2010 (in Greek).

Teaching supplements

• D. Kenourgios, Corporate Finance, Lecture notes, University of Athens.
• D. Kenourgios, Managerial Economics, Lecture notes, University of Athens.
• D. Kenourgios, Financial Analysis, Lecture notes, University of Athens.
• D. Kenourgios, Finance II, Lecture notes, University of Athens.