ALEXANDROS KOSTAKIS
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ALEXANDROS |
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KOSTAKIS |
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Affiliations
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University of Liverpool
/ Management School
Research profile
author of:
- On Monetary Policy and Stock Market Anomalies (RePEc:bla:jbfnac:v:40:y:2013:i:7-8:p:1009-1042)
by Alexandros Kontonikas & Alexandros Kostakis - Pricing Event Risk: Evidence from Concave Implied Volatility Curves (RePEc:chf:rpseri:rp2148)
by Lykourgos Alexiou & Amit Goyal & Alexandros Kostakis & Leonidas Rompolis - A Single-Factor Consumption-Based Asset Pricing Model (RePEc:cup:jfinqa:v:54:y:2019:i:02:p:789-827_00)
by Delikouras, Stefanos & Kostakis, Alexandros - On monetary policy and stock market anomalies (RePEc:edn:sirdps:233)
by Kontonikas, Alexandros & Kostakis, Alexandros - Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis (RePEc:edn:sirdps:272)
by Florackis, Chris & Kostakis, Alexandros & Kontonikas, Alexandros - Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis (RePEc:edn:sirdps:485)
by Florackis, Chris & Kontonikas, Alexandros & Kostakis, Alexandros - The (non-) effect of labor unionization on firm risk: Evidence from the options market (RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302601)
by Ghaly, Mohamed & Kostakis, Alexandros & Stathopoulos, Konstantinos - Taking stock of long-horizon predictability tests: Are factor returns predictable? (RePEc:eee:econom:v:237:y:2023:i:2:s0304407623000052)
by Kostakis, Alexandros & Magdalinos, Tassos & Stamatogiannis, Michalis P. - Dividend policy, managerial ownership and debt financing: A non-parametric perspective (RePEc:eee:ejores:v:241:y:2015:i:3:p:783-795)
by Florackis, Chris & Kanas, Angelos & Kostakis, Alexandros - Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value (RePEc:eee:ejores:v:283:y:2020:i:2:p:748-766)
by Florackis, Chris & Kanas, Angelos & Kostakis, Alexandros & Sainani, Sushil - Herding behavior in REITs: Novel tests and the role of financial crisis (RePEc:eee:finana:v:29:y:2013:i:c:p:166-174)
by Philippas, Nikolaos & Economou, Fotini & Babalos, Vassilios & Kostakis, Alexandros - Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis (RePEc:eee:finana:v:58:y:2018:i:c:p:69-90)
by Balafas, Nikolaos & Florackis, Chris & Kostakis, Alexandros - Cross-country effects in herding behaviour: Evidence from four south European markets (RePEc:eee:intfin:v:21:y:2011:i:3:p:443-460)
by Economou, Fotini & Kostakis, Alexandros & Philippas, Nikolaos - Positive stock information in out-of-the-money option prices (RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621000704)
by Gkionis, Konstantinos & Kostakis, Alexandros & Skiadopoulos, George & Stilger, Przemyslaw S. - Detecting political event risk in the option market (RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002047)
by Kostakis, Alexandros & Mu, Liangyi & Otsubo, Yoichi - Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio (RePEc:eee:jbfina:v:35:y:2011:i:12:p:3335-3350)
by Florackis, Chris & Gregoriou, Andros & Kostakis, Alexandros - Higher co-moments and asset pricing on London Stock Exchange (RePEc:eee:jbfina:v:36:y:2012:i:3:p:913-922)
by Kostakis, Alexandros & Muhammad, Kashif & Siganos, Antonios - Are there common factors in individual commodity futures returns? (RePEc:eee:jbfina:v:40:y:2014:i:c:p:346-363)
by Daskalaki, Charoula & Kostakis, Alexandros & Skiadopoulos, George - Managerial ownership and performance (RePEc:eee:jbrese:v:62:y:2009:i:12:p:1350-1357)
by Florackis, Chrisostomos & Kostakis, Alexandros & Ozkan, Aydin - On stock market illiquidity and real-time GDP growth (RePEc:eee:jimfin:v:44:y:2014:i:c:p:210-229)
by Florackis, Chris & Giorgioni, Gianluigi & Kostakis, Alexandros & Milas, Costas - Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis (RePEc:eee:jimfin:v:44:y:2014:i:c:p:97-117)
by Florackis, Chris & Kontonikas, Alexandros & Kostakis, Alexandros - Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry (RePEc:eee:mulfin:v:19:y:2009:i:4:p:256-272)
by Babalos, Vassilios & Kostakis, Alexandros & Philippas, Nikolaos - On monetary policy and stock market anomalies (RePEc:gla:glaewp:2010_29)
by Alexandros Kontonikas & Alexandros Kostakis - Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis (RePEc:gla:glaewp:2011_22)
by Chris Florackis & Alexandros Kontonikas & Alexandros Kostakis - Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis (RePEc:gla:glaewp:2013_13)
by Chris Florackis & Alexandros Kontonikas & Alexandros Kostakis - Market Timing with Option-Implied Distributions: A Forward-Looking Approach (RePEc:inm:ormnsc:v:57:y:2011:i:7:p:1231-1249)
by Alexandros Kostakis & Nikolaos Panigirtzoglou & George Skiadopoulos - What Does Risk-Neutral Skewness Tell Us About Future Stock Returns? (RePEc:inm:ormnsc:v:63:y:2017:i:6:p:1814-1834)
by Przemysław S. Stilger & Alexandros Kostakis & Ser-Huang Poon - Unknown item RePEc:inm:ormnsc:v:64:y:2018:i:8:p:3821-3842 (article)
- Robust Econometric Inference for Stock Return Predictability (RePEc:oup:rfinst:v:28:y:2015:i:5:p:1506-1553.)
by Alexandros Kostakis & Tassos Magdalinos & Michalis P. Stamatogiannis - Positive Stock Information In Out-Of-The-Money Option Prices (RePEc:qmw:qmwecw:859)
by Konstantinos Gkionis & Alexandros Kostakis & George Skiadopoulos & Przemyslaw S. Stilger - The Impact of Stock Market Illiquidity on Real UK GDP Growth (RePEc:rim:rimwps:65_12)
by Chris Florakis & Gianluigi Giorgioni & Alexandros Kostakis & Costas Milas - Unknown item RePEc:taf:apfelt:v:3:y:2007:i:2:p:103-108 (article)
- Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market (RePEc:taf:eurjfi:v:14:y:2008:i:8:p:735-753)
by Vassilios Babalos & Guglielmo Maria Caporale & Alexandros Kostakis & Nikolaos Philippas - Performance measures and incentives: loading negative coskewness to outperform the CAPM (RePEc:taf:eurjfi:v:15:y:2009:i:5-6:p:463-486)
by Alexandros Kostakis - Financial constraints and asset pricing: comprehensive evidence from London Stock Exchange (RePEc:taf:eurjfi:v:23:y:2017:i:1:p:80-110)
by Nikolaos Balafas & Alexandros Kostakis - Spurious results in testing mutual fund performance persistence: evidence from the Greek market (RePEc:taf:raflxx:v:3:y:2007:i:2:p:103-108)
by Vassilios Babalos & Alexandros Kostakis & Nikolaos Philippas - Mind Coskewness: A Performance Measure for Prudent, Long-Term Investors (RePEc:yor:yorken:07/07)
by Alexandros Kostakis