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 2 6 6 353
On monetary policy and stock market anomalies 0 0 1 18 6 9 12 95
On monetary policy and stock market anomalies 0 0 2 98 12 12 15 193
Positive Stock Information In Out-Of-The-Money Option Prices 0 0 1 32 1 3 6 55
Pricing Event Risk: Evidence from Concave Implied Volatility Curves 0 2 3 18 9 21 26 88
Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis 0 1 1 20 1 4 7 60
Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis 0 0 0 51 8 8 8 219
The Impact of Stock Market Illiquidity on Real UK GDP Growth 0 0 1 115 3 6 9 494
Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis 0 0 0 26 9 9 10 104
Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis 0 0 1 30 0 0 2 157
Total Working Papers 0 3 10 504 51 78 101 1,818

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 1 1 10 0 2 3 42
Are there common factors in individual commodity futures returns? 0 0 1 60 4 8 12 273
Cross-country effects in herding behaviour: Evidence from four south European markets 0 3 7 186 5 15 42 611
Detecting political event risk in the option market 0 2 3 20 7 41 54 93
Dividend policy, managerial ownership and debt financing: A non-parametric perspective 0 0 1 70 3 6 12 208
Financial constraints and asset pricing: comprehensive evidence from London Stock Exchange 1 1 2 9 5 5 6 32
Herding behavior in REITs: Novel tests and the role of financial crisis 0 0 1 88 9 10 16 261
Higher co-moments and asset pricing on London Stock Exchange 0 0 0 42 3 5 8 160
Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value 0 0 2 18 2 4 11 62
Managerial ownership and performance 0 0 0 75 5 8 8 248
Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry 0 0 1 61 1 6 9 241
Market Timing with Option-Implied Distributions: A Forward-Looking Approach 0 0 2 60 4 10 16 219
Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis 0 0 0 13 0 0 3 53
On Monetary Policy and Stock Market Anomalies 0 0 1 15 3 5 14 85
On stock market illiquidity and real-time GDP growth 0 0 1 24 1 2 3 116
Performance measures and incentives: loading negative coskewness to outperform the CAPM 0 0 0 16 3 3 4 85
Positive stock information in out-of-the-money option prices 0 0 1 7 0 2 6 39
Pricing event risk: evidence from concave implied volatility curves 0 2 4 4 1 8 22 22
Robust Econometric Inference for Stock Return Predictability 1 2 4 101 5 16 25 278
Spurious results in testing mutual fund performance persistence: evidence from the Greek market 0 0 0 0 4 5 5 7
Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis 0 0 1 25 2 7 14 113
Taking stock of long-horizon predictability tests: Are factor returns predictable? 1 1 1 2 6 6 6 13
Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market 1 1 1 34 4 8 8 205
The (non-) effect of labor unionization on firm risk: Evidence from the options market 0 0 0 3 2 2 7 20
Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio 0 0 1 95 2 2 9 370
What Does Risk-Neutral Skewness Tell Us About Future Stock Returns? 0 0 1 16 5 8 13 56
Total Journal Articles 4 13 37 1,054 86 194 336 3,912
2 registered items for which data could not be found
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Statistics updated 2026-02-12