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 4 10 357
On monetary policy and stock market anomalies 0 0 0 18 4 5 16 100
On monetary policy and stock market anomalies 0 0 1 98 6 9 22 202
Positive Stock Information In Out-Of-The-Money Option Prices 0 2 3 34 2 7 13 62
Pricing Event Risk: Evidence from Concave Implied Volatility Curves 0 0 2 18 3 15 40 103
Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis 0 0 1 20 3 3 9 63
Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis 0 0 0 51 2 4 12 223
The Impact of Stock Market Illiquidity on Real UK GDP Growth 0 0 1 115 7 8 16 502
Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis 0 0 0 26 0 1 11 105
Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis 0 0 1 30 5 9 10 166
Total Working Papers 0 2 9 506 32 65 159 1,883

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 3 3 5 45
Are there common factors in individual commodity futures returns? 1 1 2 61 3 14 26 287
Cross-country effects in herding behaviour: Evidence from four south European markets 3 6 12 192 7 14 46 625
Detecting political event risk in the option market 0 0 3 20 3 7 58 100
Dividend policy, managerial ownership and debt financing: A non-parametric perspective 0 0 1 70 2 4 16 212
Financial constraints and asset pricing: comprehensive evidence from London Stock Exchange 0 0 2 9 2 2 8 34
Herding behavior in REITs: Novel tests and the role of financial crisis 0 0 1 88 3 12 26 273
Higher co-moments and asset pricing on London Stock Exchange 0 0 0 42 1 6 13 166
Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value 0 1 3 19 3 5 15 67
Managerial ownership and performance 2 2 2 77 6 8 16 256
Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry 0 0 1 61 2 2 11 243
Market Timing with Option-Implied Distributions: A Forward-Looking Approach 1 1 3 61 4 5 20 224
Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis 0 0 0 13 2 4 6 57
On Monetary Policy and Stock Market Anomalies 0 0 1 15 2 5 16 90
On stock market illiquidity and real-time GDP growth 0 0 1 24 2 5 8 121
Performance measures and incentives: loading negative coskewness to outperform the CAPM 0 0 0 16 3 3 7 88
Positive stock information in out-of-the-money option prices 0 0 1 7 1 4 9 43
Pricing event risk: evidence from concave implied volatility curves 0 1 5 5 5 12 34 34
Robust Econometric Inference for Stock Return Predictability 2 2 6 103 5 10 31 288
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 1 25 6 15 27 128
Taking stock of long-horizon predictability tests: Are factor returns predictable? 0 1 2 3 3 8 14 21
Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market 0 0 1 34 4 5 13 210
The (non-) effect of labor unionization on firm risk: Evidence from the options market 0 0 0 3 3 5 12 25
Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio 1 3 4 98 7 13 21 383
What Does Risk-Neutral Skewness Tell Us About Future Stock Returns? 0 0 1 16 4 6 18 62
Total Journal Articles 10 18 54 1,072 86 177 481 4,089
2 registered items for which data could not be found
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Statistics updated 2026-05-06