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 0 0 17 0 2 3 83
On monetary policy and stock market anomalies 0 0 0 96 0 5 6 178
Positive Stock Information In Out-Of-The-Money Option Prices 0 0 0 31 0 0 0 49
Pricing Event Risk: Evidence from Concave Implied Volatility Curves 0 0 0 15 0 1 9 62
Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis 0 0 0 19 1 1 1 54
Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis 0 0 0 51 0 1 2 211
The Impact of Stock Market Illiquidity on Real UK GDP Growth 0 0 4 114 0 0 9 485
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 1 1 3 156
Total Working Papers 0 0 4 494 2 11 33 1,719

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 0 39
Are there common factors in individual commodity futures returns? 0 2 5 59 0 3 14 261
Cross-country effects in herding behaviour: Evidence from four south European markets 0 3 19 179 5 9 39 574
Detecting political event risk in the option market 0 0 4 17 0 0 5 39
Dividend policy, managerial ownership and debt financing: A non-parametric perspective 0 3 4 69 0 3 5 196
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 0 1 5 87 0 1 10 245
Higher co-moments and asset pricing on London Stock Exchange 0 0 0 42 0 0 1 152
Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value 0 0 2 16 1 2 5 52
Managerial ownership and performance 0 0 0 75 0 2 7 240
Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry 0 0 0 60 0 0 4 232
Market Timing with Option-Implied Distributions: A Forward-Looking Approach 0 0 1 58 1 1 4 204
Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis 0 0 1 13 1 2 4 51
On Monetary Policy and Stock Market Anomalies 0 0 0 14 0 0 3 71
On stock market illiquidity and real-time GDP growth 0 0 1 23 0 0 2 113
Performance measures and incentives: loading negative coskewness to outperform the CAPM 0 0 0 16 0 1 1 81
Positive stock information in out-of-the-money option prices 0 0 1 6 1 1 7 34
Robust Econometric Inference for Stock Return Predictability 0 1 13 97 2 6 24 255
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 0 0 0 24 1 1 5 100
Taking stock of long-horizon predictability tests: Are factor returns predictable? 0 0 1 1 0 0 5 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 0 0 1 13
Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio 0 0 1 94 0 1 5 361
What Does Risk-Neutral Skewness Tell Us About Future Stock Returns? 0 0 3 15 0 0 7 43
Total Journal Articles 0 10 62 1,017 12 33 162 3,588
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Statistics updated 2025-03-03