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 2 2 349
On monetary policy and stock market anomalies 0 1 2 98 0 1 8 181
On monetary policy and stock market anomalies 0 0 1 18 1 3 6 87
Positive Stock Information In Out-Of-The-Money Option Prices 0 0 1 32 1 2 4 53
Pricing Event Risk: Evidence from Concave Implied Volatility Curves 2 2 3 18 4 6 10 71
Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis 1 1 1 20 1 2 4 57
Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis 0 0 0 51 0 0 1 211
The Impact of Stock Market Illiquidity on Real UK GDP Growth 0 0 1 115 1 2 4 489
Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis 0 0 0 26 0 1 1 95
Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis 0 1 1 30 0 1 2 157
Total Working Papers 3 5 10 504 10 20 42 1,750

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 1 1 1 10 1 1 2 41
Are there common factors in individual commodity futures returns? 0 0 3 60 2 2 9 267
Cross-country effects in herding behaviour: Evidence from four south European markets 2 3 9 185 4 11 35 600
Detecting political event risk in the option market 1 1 2 19 4 6 17 56
Dividend policy, managerial ownership and debt financing: A non-parametric perspective 0 1 4 70 3 8 12 205
Financial constraints and asset pricing: comprehensive evidence from London Stock Exchange 0 1 1 8 0 1 1 27
Herding behavior in REITs: Novel tests and the role of financial crisis 0 0 2 88 0 1 7 251
Higher co-moments and asset pricing on London Stock Exchange 0 0 0 42 0 0 3 155
Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value 0 2 2 18 1 4 9 59
Managerial ownership and performance 0 0 0 75 1 1 3 241
Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry 0 1 1 61 2 4 5 237
Market Timing with Option-Implied Distributions: A Forward-Looking Approach 0 1 2 60 3 6 9 212
Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis 0 0 0 13 0 1 4 53
On Monetary Policy and Stock Market Anomalies 0 0 1 15 2 6 11 82
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 0 2 82
Positive stock information in out-of-the-money option prices 0 0 1 7 1 2 5 38
Pricing event risk: evidence from concave implied volatility curves 1 3 3 3 3 13 17 17
Robust Econometric Inference for Stock Return Predictability 1 2 4 100 2 4 15 264
Spurious results in testing mutual fund performance persistence: evidence from the Greek market 0 0 0 0 1 1 1 3
Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis 0 0 1 25 3 5 10 109
Taking stock of long-horizon predictability tests: Are factor returns predictable? 0 0 0 1 0 0 0 7
Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market 0 0 0 33 2 2 2 199
The (non-) effect of labor unionization on firm risk: Evidence from the options market 0 0 0 3 0 3 5 18
Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio 0 0 1 95 0 3 8 368
What Does Risk-Neutral Skewness Tell Us About Future Stock Returns? 0 0 1 16 1 3 6 49
Total Journal Articles 6 16 40 1,047 36 88 199 3,754
2 registered items for which data could not be found
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Statistics updated 2025-12-06