Access Statistics for Alexandros Kostakis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Mind Coskewness: A Performance Measure for Prudent, Long-Term Investors 0 0 0 96 0 0 10 357
On monetary policy and stock market anomalies 0 0 1 98 0 3 25 205
On monetary policy and stock market anomalies 0 0 0 18 0 1 17 101
Positive Stock Information In Out-Of-The-Money Option Prices 0 0 2 34 0 2 13 64
Pricing Event Risk: Evidence from Concave Implied Volatility Curves 0 0 2 18 1 2 42 105
Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis 0 0 1 20 0 0 9 63
Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis 0 0 0 51 0 1 13 224
The Impact of Stock Market Illiquidity on Real UK GDP Growth 0 0 1 115 1 2 18 504
Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis 0 0 0 26 1 2 13 107
Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis 0 0 1 30 0 0 10 166
Total Working Papers 0 0 8 506 3 13 170 1,896

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Single-Factor Consumption-Based Asset Pricing Model 1 1 2 11 2 2 7 47
Are there common factors in individual commodity futures returns? 0 1 2 62 1 3 26 290
Cross-country effects in herding behaviour: Evidence from four south European markets 1 3 13 195 3 8 44 633
Detecting political event risk in the option market 0 2 5 22 0 5 56 105
Dividend policy, managerial ownership and debt financing: A non-parametric perspective 0 0 1 70 0 1 17 213
Financial constraints and asset pricing: comprehensive evidence from London Stock Exchange 0 1 3 10 0 1 9 35
Herding behavior in REITs: Novel tests and the role of financial crisis 0 0 0 88 1 4 27 277
Higher co-moments and asset pricing on London Stock Exchange 0 0 0 42 0 0 12 166
Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value 0 0 3 19 2 3 15 70
Managerial ownership and performance 0 0 2 77 0 1 17 257
Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry 0 0 1 61 0 3 13 246
Market Timing with Option-Implied Distributions: A Forward-Looking Approach 0 0 3 61 0 2 21 226
Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis 0 1 1 14 0 1 6 58
On Monetary Policy and Stock Market Anomalies 0 0 0 15 0 0 14 90
On stock market illiquidity and real-time GDP growth 0 1 1 25 1 4 11 125
Performance measures and incentives: loading negative coskewness to outperform the CAPM 0 0 0 16 1 3 9 91
Positive stock information in out-of-the-money option prices 0 0 0 7 0 2 9 45
Pricing event risk: evidence from concave implied volatility curves 0 1 6 6 0 10 44 44
Robust Econometric Inference for Stock Return Predictability 0 0 5 103 1 3 32 291
Spurious results in testing mutual fund performance persistence: evidence from the Greek market 0 0 0 0 1 1 6 8
Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis 0 0 0 25 0 1 27 129
Taking stock of long-horizon predictability tests: Are factor returns predictable? 0 1 3 4 2 6 20 27
Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market 0 0 1 34 0 1 14 211
The (non-) effect of labor unionization on firm risk: Evidence from the options market 0 0 0 3 0 1 11 26
Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio 1 1 4 99 2 3 22 386
What Does Risk-Neutral Skewness Tell Us About Future Stock Returns? 1 1 1 17 5 11 28 73
Total Journal Articles 4 14 57 1,086 22 80 517 4,169
2 registered items for which data could not be found
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Statistics updated 2026-08-07