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 0 347
On monetary policy and stock market anomalies 0 0 1 18 0 0 4 84
On monetary policy and stock market anomalies 0 0 1 97 0 0 7 180
Positive Stock Information In Out-Of-The-Money Option Prices 0 1 1 32 0 2 2 51
Pricing Event Risk: Evidence from Concave Implied Volatility Curves 0 0 1 16 0 0 4 63
Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis 0 0 0 19 0 0 1 54
Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis 0 0 0 51 0 0 2 211
The Impact of Stock Market Illiquidity on Real UK GDP Growth 0 0 2 114 0 0 6 486
Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis 0 0 0 26 0 0 0 94
Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis 0 0 0 29 0 0 2 156
Total Working Papers 0 1 6 498 0 2 28 1,726

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 0 9 0 0 1 40
Are there common factors in individual commodity futures returns? 0 1 6 60 0 3 11 264
Cross-country effects in herding behaviour: Evidence from four south European markets 0 2 10 182 1 10 31 589
Detecting political event risk in the option market 0 0 3 17 5 7 14 49
Dividend policy, managerial ownership and debt financing: A non-parametric perspective 0 0 3 69 0 0 3 196
Financial constraints and asset pricing: comprehensive evidence from London Stock Exchange 0 0 0 7 0 0 0 26
Herding behavior in REITs: Novel tests and the role of financial crisis 0 1 4 88 0 3 11 250
Higher co-moments and asset pricing on London Stock Exchange 0 0 0 42 0 1 2 154
Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value 0 0 1 16 2 3 7 55
Managerial ownership and performance 0 0 0 75 0 0 2 240
Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry 0 0 0 60 0 1 4 233
Market Timing with Option-Implied Distributions: A Forward-Looking Approach 0 0 0 58 0 1 4 205
Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis 0 0 0 13 0 1 3 52
On Monetary Policy and Stock Market Anomalies 0 1 1 15 0 2 7 76
On stock market illiquidity and real-time GDP growth 0 1 1 24 0 1 1 114
Performance measures and incentives: loading negative coskewness to outperform the CAPM 0 0 0 16 1 1 2 82
Positive stock information in out-of-the-money option prices 0 1 2 7 0 2 8 36
Robust Econometric Inference for Stock Return Predictability 0 1 7 98 0 2 16 259
Spurious results in testing mutual fund performance persistence: evidence from the Greek market 0 0 0 0 0 0 2 2
Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis 0 1 1 25 0 1 4 102
Taking stock of long-horizon predictability tests: Are factor returns predictable? 0 0 0 1 0 0 3 7
Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market 0 0 0 33 0 0 1 197
The (non-) effect of labor unionization on firm risk: Evidence from the options market 0 0 0 3 0 2 3 15
Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio 1 1 1 95 1 2 5 364
What Does Risk-Neutral Skewness Tell Us About Future Stock Returns? 0 1 2 16 0 1 3 45
Total Journal Articles 1 11 42 1,029 10 44 148 3,652
2 registered items for which data could not be found
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Statistics updated 2025-08-05