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 1 6 10 357
On monetary policy and stock market anomalies 0 0 2 98 3 15 18 196
On monetary policy and stock market anomalies 0 0 1 18 1 7 13 96
Positive Stock Information In Out-Of-The-Money Option Prices 2 2 3 34 5 6 11 60
Pricing Event Risk: Evidence from Concave Implied Volatility Curves 0 0 2 18 8 21 37 100
Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis 0 0 1 20 0 1 6 60
Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis 0 0 0 51 1 10 10 221
The Impact of Stock Market Illiquidity on Real UK GDP Growth 0 0 1 115 1 4 9 495
Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis 0 0 0 26 1 10 11 105
Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis 0 0 1 30 4 4 5 161
Total Working Papers 2 2 11 506 25 84 130 1,851

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 1 10 0 0 2 42
Are there common factors in individual commodity futures returns? 0 0 1 60 6 15 23 284
Cross-country effects in herding behaviour: Evidence from four south European markets 2 3 9 189 4 12 39 618
Detecting political event risk in the option market 0 0 3 20 1 11 57 97
Dividend policy, managerial ownership and debt financing: A non-parametric perspective 0 0 1 70 1 5 14 210
Financial constraints and asset pricing: comprehensive evidence from London Stock Exchange 0 1 2 9 0 5 6 32
Herding behavior in REITs: Novel tests and the role of financial crisis 0 0 1 88 1 18 24 270
Higher co-moments and asset pricing on London Stock Exchange 0 0 0 42 3 8 13 165
Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value 0 1 3 19 1 4 12 64
Managerial ownership and performance 0 0 0 75 1 7 10 250
Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry 0 0 1 61 0 1 9 241
Market Timing with Option-Implied Distributions: A Forward-Looking Approach 0 0 2 60 0 5 16 220
Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis 0 0 0 13 0 2 4 55
On Monetary Policy and Stock Market Anomalies 0 0 1 15 1 6 16 88
On stock market illiquidity and real-time GDP growth 0 0 1 24 1 4 6 119
Performance measures and incentives: loading negative coskewness to outperform the CAPM 0 0 0 16 0 3 4 85
Positive stock information in out-of-the-money option prices 0 0 1 7 0 3 8 42
Pricing event risk: evidence from concave implied volatility curves 1 1 5 5 6 8 29 29
Robust Econometric Inference for Stock Return Predictability 0 1 4 101 4 10 27 283
Spurious results in testing mutual fund performance persistence: evidence from the Greek market 0 0 0 0 0 4 5 7
Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis 0 0 1 25 6 11 21 122
Taking stock of long-horizon predictability tests: Are factor returns predictable? 0 2 2 3 3 11 11 18
Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market 0 1 1 34 0 5 9 206
The (non-) effect of labor unionization on firm risk: Evidence from the options market 0 0 0 3 0 4 9 22
Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio 1 2 3 97 4 8 14 376
What Does Risk-Neutral Skewness Tell Us About Future Stock Returns? 0 0 1 16 2 7 15 58
Total Journal Articles 4 12 44 1,062 45 177 403 4,003
2 registered items for which data could not be found
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Statistics updated 2026-04-09