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 1 1 2 98 1 1 8 181
On monetary policy and stock market anomalies 0 0 1 18 0 0 3 84
Positive Stock Information In Out-Of-The-Money Option Prices 0 0 1 32 0 0 2 51
Pricing Event Risk: Evidence from Concave Implied Volatility Curves 0 0 1 16 1 3 5 66
Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis 0 0 0 19 0 1 2 55
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 1 1 115 0 1 3 487
Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis 0 0 0 26 1 1 1 95
Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis 1 1 1 30 1 1 2 157
Total Working Papers 2 3 7 501 4 8 28 1,734

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? 0 0 4 60 0 1 9 265
Cross-country effects in herding behaviour: Evidence from four south European markets 0 0 7 182 3 4 28 592
Detecting political event risk in the option market 0 1 4 18 2 8 17 52
Dividend policy, managerial ownership and debt financing: A non-parametric perspective 0 0 3 69 0 1 4 197
Financial constraints and asset pricing: comprehensive evidence from London Stock Exchange 0 0 0 7 0 0 0 26
Herding behavior in REITs: Novel tests and the role of financial crisis 0 0 4 88 0 0 10 250
Higher co-moments and asset pricing on London Stock Exchange 0 0 0 42 0 1 3 155
Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value 2 2 2 18 2 4 8 57
Managerial ownership and performance 0 0 0 75 0 0 2 240
Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry 0 0 0 60 1 1 4 234
Market Timing with Option-Implied Distributions: A Forward-Looking Approach 1 2 2 60 1 2 6 207
Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis 0 0 0 13 1 1 4 53
On Monetary Policy and Stock Market Anomalies 0 0 1 15 4 4 10 80
On stock market illiquidity and real-time GDP growth 0 0 1 24 0 0 1 114
Performance measures and incentives: loading negative coskewness to outperform the CAPM 0 0 0 16 0 1 2 82
Positive stock information in out-of-the-money option prices 0 0 1 7 0 0 4 36
Pricing event risk: evidence from concave implied volatility curves 1 1 1 1 4 8 8 8
Robust Econometric Inference for Stock Return Predictability 0 0 7 98 0 1 17 260
Spurious results in testing mutual fund performance persistence: evidence from the Greek market 0 0 0 0 0 0 0 2
Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis 0 0 1 25 1 3 6 105
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 0 0 3 15
Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio 0 1 1 95 3 5 9 368
What Does Risk-Neutral Skewness Tell Us About Future Stock Returns? 0 0 2 16 0 1 4 46
Total Journal Articles 4 7 41 1,035 22 46 164 3,688
2 registered items for which data could not be found
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Statistics updated 2025-10-06