Concepedia

Andreas Pericli

AP

7

Publications

461

Citations

7

H-Index

1997

Active since

Affiliations

Fairfield University(Current)

Freddie Mac (United States)

Andreas Pericli is an author at Fairfield University specializing in asset pricing, financial economics, and finance.

Top concepts

FinanceBusinessAsset PricingFinancial EconomicsEmpirical FinanceEconomicsManagementVolatility ModelingLoansAccounting

Publications per year

1997–2006

7

Publications

7

Index futures and positive feedback trading: evidence from major stock exchanges

Antonios Antoniou, Gregory Koutmos, Andreas Pericli · Journal of Empirical Finance · 2004 · 183 citations · Full text

Market Microstructure, Financial Economics, Asset Pricing +10

Correlation in price changes and volatility of major Latin American stock markets

Andreas C. Christofi, Andreas Pericli · Journal of Multinational Financial Management · 1999 · 115 citations

Empirical Finance, Economics, Volatility Modeling +8

Index futures and options and stock market volatility

Andreas Pericli, Gregory Koutmos · Journal of Futures Markets · 1997 · 97 citations

Option Pricing, Volatility Modeling, Financial Economics +5

Short-term Dynamics in the Cyprus Stock Exchange

Gregory Koutmos, Andreas Pericli, Lenos Trigeorgis · European Journal of Finance · 2006 · 20 citations

Hedging GNMA Mortgage‐Backed Securities with T‐Note Futures: Dynamic versus Static Hedging

Gregory Koutmos, Andreas Pericli · Real Estate Economics · 1999 · 17 citations

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