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 10 357
On monetary policy and stock market anomalies 0 0 0 18 1 5 17 101
On monetary policy and stock market anomalies 0 0 1 98 0 9 25 205
Positive Stock Information In Out-Of-The-Money Option Prices 0 0 2 34 2 4 13 64
Pricing Event Risk: Evidence from Concave Implied Volatility Curves 0 0 2 18 1 4 41 104
Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis 0 0 1 20 0 3 9 63
Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis 0 0 0 51 0 3 13 224
The Impact of Stock Market Illiquidity on Real UK GDP Growth 0 0 1 115 0 8 17 503
Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis 0 0 0 26 1 1 12 106
Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis 0 0 1 30 0 5 10 166
Total Working Papers 0 0 8 506 5 42 167 1,893

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 3 5 45
Are there common factors in individual commodity futures returns? 1 2 2 62 2 5 25 289
Cross-country effects in herding behaviour: Evidence from four south European markets 1 5 12 194 2 12 42 630
Detecting political event risk in the option market 1 2 5 22 2 8 61 105
Dividend policy, managerial ownership and debt financing: A non-parametric perspective 0 0 1 70 1 3 17 213
Financial constraints and asset pricing: comprehensive evidence from London Stock Exchange 0 1 3 10 0 3 9 35
Herding behavior in REITs: Novel tests and the role of financial crisis 0 0 0 88 1 6 26 276
Higher co-moments and asset pricing on London Stock Exchange 0 0 0 42 0 1 12 166
Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value 0 0 3 19 0 4 15 68
Managerial ownership and performance 0 2 2 77 0 7 17 257
Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry 0 0 1 61 2 5 13 246
Market Timing with Option-Implied Distributions: A Forward-Looking Approach 0 1 3 61 1 6 21 226
Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis 1 1 1 14 1 3 6 58
On Monetary Policy and Stock Market Anomalies 0 0 0 15 0 2 14 90
On stock market illiquidity and real-time GDP growth 1 1 1 25 2 5 10 124
Performance measures and incentives: loading negative coskewness to outperform the CAPM 0 0 0 16 2 5 9 90
Positive stock information in out-of-the-money option prices 0 0 0 7 0 3 9 45
Pricing event risk: evidence from concave implied volatility curves 0 1 6 6 4 15 44 44
Robust Econometric Inference for Stock Return Predictability 0 2 5 103 1 7 31 290
Spurious results in testing mutual fund performance persistence: evidence from the Greek market 0 0 0 0 0 0 5 7
Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis 0 0 0 25 0 7 27 129
Taking stock of long-horizon predictability tests: Are factor returns predictable? 1 1 3 4 2 7 18 25
Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market 0 0 1 34 0 5 14 211
The (non-) effect of labor unionization on firm risk: Evidence from the options market 0 0 0 3 0 4 11 26
Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio 0 1 4 98 0 8 21 384
What Does Risk-Neutral Skewness Tell Us About Future Stock Returns? 0 0 0 16 3 10 23 68
Total Journal Articles 6 20 54 1,082 26 144 505 4,147
2 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10