Dr Aris Kartsaklas
Senior Lecturer in Economics & Finance
Marie Jahoda 270
- Email: aris.kartsaklas@brunel.ac.uk
- Tel: +44 (0)1895 267259
- Accountancy and Finance
- Economics and Finance
- College of Business, Arts and Social Sciences
Caporale, GM., Karanasos, M., Yfanti, S. and Kartsaklas, A. (2021) 'Investors' trading behaviour and stock market volatility during crisis periods: A dual long-memory model for the Korean Stock Exchange'. International Journal of Finance and Economics, 26 (3). pp. 4441 - 4461. ISSN: 1076-9307 Open Access Link
Kartsaklas, A. (2017) 'TRADER TYPE EFFECTS ON THE VOLATILITY‐VOLUME RELATIONSHIP. EVIDENCE FROM THE KOSPI 200 INDEX FUTURES MARKET.'. Bulletin of Economic Research, 70 (3). pp. 226 - 250. ISSN: 0307-3378 Open Access Link
Dimitraki, O. and Kartsaklas, A. (2017) 'Sovereign debt, deficits and defence spending: the case of Greece'. Defence and Peace Economics, 29 (6). pp. 212 - 227. ISSN: 1024-2694
Karanasos, M., Koutroumpis, P., Karavias, Y., Kartsaklas, A. and Arakelian, V. (2016) 'Inflation convergence in the EMU'. Journal of Empirical Finance, 39 (PB). pp. 241 - 253. ISSN: 0927-5398 Open Access Link
Bhaumik, S., Karanasos, M. and Kartsaklas, A. (2016) 'The informative role of trading volume in an expanding spot and futures market'. Journal of Multinational Financial Management, 35 (C). pp. 24 - 40. ISSN: 1042-444X Open Access Link
Karanasos, M. and Kartsaklas, A. (2009) 'Dual long-memory, structural breaks and the link between turnover and the range-based volatility'. Journal of Empirical Finance, 16 (5). pp. 838 - 851. ISSN: 0927-5398
Kartsaklas, A. and Karanasos, M. (2009) 'Dual long-memory, structural breaks and the link between turnover and the range-based volatility'. Journal of Empirical Finance, 16. pp. 838 - 851.
Kartsaklas, A., Karanasos, M. and Kim, J. (2005) 'The volume-volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997'. Asia-Pacific Financial Markets, 12 (3). pp. 245 - 271.