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 0 347
On monetary policy and stock market anomalies 0 1 1 18 0 1 4 84
On monetary policy and stock market anomalies 0 1 1 97 0 2 7 180
Positive Stock Information In Out-Of-The-Money Option Prices 0 1 1 32 1 2 2 51
Pricing Event Risk: Evidence from Concave Implied Volatility Curves 0 0 1 16 0 0 4 63
Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis 0 0 0 19 0 0 1 54
Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis 0 0 0 51 0 0 2 211
The Impact of Stock Market Illiquidity on Real UK GDP Growth 0 0 3 114 0 0 9 486
Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis 0 0 0 26 0 0 0 94
Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis 0 0 0 29 0 0 3 156
Total Working Papers 0 3 7 498 1 5 32 1,726

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 0 0 0 9 0 0 1 40
Are there common factors in individual commodity futures returns? 1 1 6 60 3 3 13 264
Cross-country effects in herding behaviour: Evidence from four south European markets 1 2 11 182 7 9 31 588
Detecting political event risk in the option market 0 0 3 17 0 4 9 44
Dividend policy, managerial ownership and debt financing: A non-parametric perspective 0 0 3 69 0 0 3 196
Financial constraints and asset pricing: comprehensive evidence from London Stock Exchange 0 0 1 7 0 0 1 26
Herding behavior in REITs: Novel tests and the role of financial crisis 1 1 4 88 1 4 12 250
Higher co-moments and asset pricing on London Stock Exchange 0 0 0 42 0 2 3 154
Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value 0 0 1 16 0 1 5 53
Managerial ownership and performance 0 0 0 75 0 0 3 240
Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry 0 0 0 60 1 1 4 233
Market Timing with Option-Implied Distributions: A Forward-Looking Approach 0 0 0 58 1 1 4 205
Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis 0 0 0 13 0 1 3 52
On Monetary Policy and Stock Market Anomalies 0 1 1 15 1 4 7 76
On stock market illiquidity and real-time GDP growth 0 1 1 24 0 1 1 114
Performance measures and incentives: loading negative coskewness to outperform the CAPM 0 0 0 16 0 0 1 81
Positive stock information in out-of-the-money option prices 1 1 2 7 1 2 8 36
Robust Econometric Inference for Stock Return Predictability 1 1 7 98 1 3 18 259
Spurious results in testing mutual fund performance persistence: evidence from the Greek market 0 0 0 0 0 0 2 2
Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis 1 1 1 25 1 1 6 102
Taking stock of long-horizon predictability tests: Are factor returns predictable? 0 0 0 1 0 0 3 7
Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market 0 0 0 33 0 0 1 197
The (non-) effect of labor unionization on firm risk: Evidence from the options market 0 0 0 3 1 2 3 15
Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio 0 0 0 94 0 1 5 363
What Does Risk-Neutral Skewness Tell Us About Future Stock Returns? 1 1 2 16 1 2 4 45
Total Journal Articles 7 10 43 1,028 19 42 151 3,642
2 registered items for which data could not be found
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Statistics updated 2025-07-04