Research

Publications

1) Investigating the profitability of Technical Analysis Systems on foreign exchange markets,  Papadamou S., Tsopoglou S. Managerial Finance Journal, Vol 27 No 8 2001 pp 63-78. 

2) Exploring the Benefits of International Diversification and Currency Hedging for International Fund Portfolios, Papadamou S., Tsopoglou S. Managerial Finance Journal Vol 28 No 1 2002 pp 35-58.

3) A New Matlab - Based Toolbox for Computer Aided Dynamic Technical Analysis, Papadamou S., Stephanides G., Financial Engineering News March/April 2003, Issue No. 31.

4) Hot Hands of U.S. Equity Fund Managers in European Markets: Performance and Style Analysis, Papadamou S., Siriopoulos C., American Business Review, Vol XXI, No 2, June 2003, pp 92-100.

5) Evaluating The Style-Based Risk Model For Equity Mutual Funds Investing In Europe,  Papadamou S., Stephanides G. Applied Financial Economics, Volume 14, Number 10 / June 15 2004, pp. 751 - 760.

6) American Equity Mutual Funds in European Markets: Hot Hands Phenomenon and Style Analysis, Papadamou S., Siriopoulos C. International Journal of Finance and Economics Vol. 9, pp. 85-97, 2004.

7) The Determinants of the Flow of Mutual Funds of Managed Portfolios: The Case of Greece, Papadamou S., Siriopoulos C. The Southeuropean Review of Business, Finance and Accounting, 1 (2),151-165, 2003.

8) Improving Fund Risk Management by Using New Software Tools Technology, Papadamou S., Stephanides G. American Journal of Applied Sciences 1(2): pp 84-89, 2004

9) An investigation of bond term premia in international government bond indices, Halkos G., Papadamou S. Research in International Business and Finance ,20: pp 45-61 2006.

10)Improving Technical Trading Systems by using a new Matlab-based Genetic Algorithm Procedure, Papadamou S., Stephanides G. Mathematical and Computer Modeling, Forthcoming 2006.

11) Significance of Risk Modeling in the Term Structure of Interest Rates, Halkos G., Papadamou S. Applied Financial Economics, Forthcoming 2006.

 

Conferences

1) Investigating The Profitability of ARMA-GARCH models in the Athens Stock Exchange, Papadamou S., Papanastasiou D., Tsopoglou S. (in Greek). Presented and announced in the 11th Panhellenic Statistic Conference, Xania – Krete, June 1998.

2) Short Term Statistical Forecasting of  Financial Series: Exploring the Greek Data, Papadamou S., Papanastasiou D., Tsopoglou S. Presented in the 6th Multinational Finance Conference, Toronto - Canada July 1999.

3) An Empirical Investigation of Bond Term Premia in the European and USA Government Bond Market, Papadamou S., Papanastasiou D., Tsopoglou S. Presented and announced in the 7th Multinational Finance Conference, Philadelphia – USA, April 2000

4) A New Matlab - Based Information System For Mutual Fund Risk Evaluation ¨ Papadamou S., Stephanides G. Presented and announced IASTED International Conference on Computers and Advance Technology in Education, Rhodes, June 30- July 2, 2003.

5) Investigating the profitability of Technical Analysis Systems on foreign exchange markets,  Papadamou S., Tsopoglou S. Presented in the International Conference ’Preparing the Manager of the 21st Century’, Thessaloniki Greece, December 1999.

6) Exploring the Benefits of International Diversification and Currency Hedging for International Fund Portfolios, Papadamou S., Tsopoglou S. Presented and announced in the 8th Multinational Conference of Finance, Italy, Lake de Garda, June 2001.

7) A New Matlab - Based Toolbox for Computer Aided Dynamic Technical Analysis, Papadamou S., Stephanides G.,Presented and announced in the 6th International Conference Hellenic European Research on Computer Mathematics and its Applications, Athens 25-27 September, 2003.

8) American Equity Mutual Funds in European Markets: Hot Hands Phenomenon and Style Analysis, Papadamou S., Siriopoulos C. Presented in the European Conference in International Economics and Finance; European Integration; Globalisation and Transition Economies; Heraklion-Crete, Greece May 2002.

9) The Determinants of the Flow of Mutual Funds of Managed Portfolios: The Case of Greece, Papadamou S., Siriopoulos C. Presented in the International Conference of the European Financial Management Association, UK, London 26-29 June, 2002.

10) A New Matlab - Based Information System For Mutual Fund Risk Evaluation, Papadamou S., Stephanides G. Presented and announced IASTED International Conference on Computers and Advance Technology in Education, Rhodes, June 30- July 2, 2003.

11) Improving Technical Trading Systems by Using a New Matlab based Genetic Algorithm Procedure Papadamou S., Stephanides G. Presented and announced ICCMSE International Conference of Computational Methods in Sciences and Engineering, Greece, Athens, November 19-23, 2004.

12) The Monetary Transmission Mechanism: Evidence from Eight Economies In Transition New Members of The European Union Papadamou S., Oikonomou G. Presented and announced European Applied Business Research Conference Greece, Santorini, June 20-22, 2005.

13) Market Conditions and Risk Weight up Fundamental and Technical Information in the US Dollar Market Papadamou S., Siriopoulos C. Presented and announced in the 12th Multinational Finance Conference,Greece, Athens, July 2-7, 2005.