Η ελληνική κρίση και η μεταβλητότητα της απόδοσης των μετοχών
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Abstract
This study aimed to examine the volatility of stock returns on the Greek Stock Exchange and its effect on macroeconomic factors. Volatility measures the risk and interests the Stock Exchange analysis, Portfolio Management and individual investors. One way of calculating volatility is the standard deviation. Companies were categorized on ATHEX compose index, FTSE Greece Financials, FTSE Greece Industries, FTSE Greece oil & gas FTSE Greece travel & leisure, FTSE Greece construction & material. Based on the results of the regressions, each investor has the ability to select companies from index whose returns are more or less affected by macroeconomic factors.