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Browsing Graduate School of Business by Author "Benos, Evangelos"

Browsing Graduate School of Business by Author "Benos, Evangelos"

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  • Benos, Evangelos; Jochec, Marek (Social Science Research Network (SSRN) http://www.ssrn.com/en/, 2009-04-29)
    Countries whose citizens have liberal ideals are less biased toward domestic equity. Data from 30 countries suggests that economic as well as social liberalism is associated with proportionally higher foreign equity ...
  • Jochec, Marek; Benos, Evangelos (ISCTE Business School, 2013)
    Countries whose citizens have liberal ideals are less biased toward domestic equity.
  • Benos, Evangelos; Jochec, Marek (Social Science Reserach Network (SSRN) http://www.ssrn.com/en/, 2011-09-01)
    Companies whose names contain the words “America(n)” or “USA” earn positive abnormal returns of about 6% per annum during the Second World War, the War in Korea and the War on Terror. These abnormal returns are not ...
  • Jochec, Marek; Benos, Evangelos (ISCTE Business School, Lisbon, 2011)
    Portfolios of “patriotic” stocks earn economically significant positive abnormal returns when people feel more patriotic and excited about their country. We label this phenomenon “patriotic name bias”.
  • Benos, Evangelos; Jochec, Marek (Social Science Research Network (SSRN) http://www.ssrn.com/en/, 2009-05-01)
    Using daily return data from 448 actively managed mutual funds over a recent 9- year period, we look for persistence, over two consecutive quarters, in the ability of funds to select individual stocks and time the market. ...
  • Benos, Evangelos; Jochec, Marek (Social Science Research Network (SSRN) http://www.ssrn.com/en/, 2007-02-17)
    This paper puts the PIN variable (Probability of INformation-based trading) to test. We ¯nd that for a large set of stocks, the PIN vari- able is lower (albeit insigni¯cantly) in the periods before earnings an- nouncements ...