Concepedia
Statistics
Publications
32
Citations
2.7K
H-Index
19
Active since
1993
Affiliations
Fairfield University(Current)
Rutgers, The State University of New Jersey
Louisiana State University
Freddie Mac (United States)
Hanken School of Economics
Gregory Koutmos is an author at Fairfield University specializing in finance, business, and financial economics.
Top concepts
FinanceBusinessFinancial EconomicsEconomicsAsset PricingVolatility ModelingGlobal FinanceEmpirical FinanceManagementExchange Rate
Publications per year
1993–2011
Asymmetric volatility transmission in international stock markets
Gregory Koutmos, G. Geoffrey Booth · Journal of International Money and Finance · 1995 · 736 citations
Volatility Modeling, Financial Economics, International Finance +4
MODELING THE DYNAMIC INTERDEPENDENCE OF MAJOR EUROPEAN STOCK MARKETS
Gregory Koutmos · Journal of Business Finance & Accounting · 1996 · 193 citations
Economics, Financial Economics, Asset Pricing +5
Temporal relationships and dynamic interactions between spot and futures stock markets
Gregory Koutmos, Michael Tucker · Journal of Futures Markets · 1996 · 186 citations
Market Microstructure, Economics, Financial Economics +9
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
Asymmetric exchange rate exposure: theory and evidence
Gregory Koutmos, Anna D. Martin · Journal of International Money and Finance · 2003 · 178 citations
Economics, International Finance, Finance +6
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