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Kostakis, Alexandros's
Scholarly Papers
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Total
Downloads
3,184 |
Total
Citations
23 |
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1.
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Market Timing with Option-Implied Distributions: A Forward-Looking Approach
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Kostakis, Alexandros
University of Manchester - Manchester Business School Panigirtzoglou , Nikolaos
Queen Mary, University of London Skiadopoulos, George S.
University of Piraeus
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Posted:
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23 Oct 08
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Last Revised:
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27 Nov 11
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715
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Kostakis, Alexandros
University of Manchester - Manchester Business School Panigirtzoglou , Nikolaos
Queen Mary, University of London Skiadopoulos, George S.
University of Piraeus
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24 Nov 11
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Last Revised:
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27 Nov 11
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asset allocation, option-implied distributions, market timing, performance evaluation, portfolio
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Kostakis, Alexandros
University of Manchester - Manchester Business School Panigirtzoglou , Nikolaos
Queen Mary, University of London Skiadopoulos, George S.
University of Piraeus
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23 Oct 08
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Last Revised:
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07 Mar 11
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715
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Asset allocation, Option-implied distributions, Market timing, Performance evaluation, Portfolio Choice, Risk aversion
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2.
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Florackis, Chris
University of Liverpool (UK) Kostakis, Alexandros
University of Manchester - Manchester Business School Ozkan, Aydin
Hull University Business School (HUBS)
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12 Feb 08
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Last Revised:
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15 Mar 11
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433
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3
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Corporate performance, managerial ownership, semi-parametric approach
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3.
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Florackis, Chris
University of Liverpool (UK) Gregoriou, Andros
University of East Anglia Kostakis, Alexandros
University of Manchester - Manchester Business School
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22 Jun 10
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Last Revised:
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02 Oct 12
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357
(39,598)
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Trading Frequency, Transaction Costs, Price Impact Ratio, Asset Pricing, Illiquidity
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4.
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Babalos, Vassilios
TECHNOLOGICAL EDUCATIONAL INSTITUTE OF KALAMATA Caporale, Guglielmo Maria
London South Bank University Kostakis, Alexandros
University of Manchester - Manchester Business School Philippas, Nikolaos
University of Piraeus - Department of Business Administration
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30 May 07
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Last Revised:
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15 Mar 11
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275
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2
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Mutual funds, Performance persistence, Market efficiency,Emerging markets
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5.
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Kostakis, Alexandros
University of Manchester - Manchester Business School
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04 Mar 08
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Last Revised:
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15 Mar 11
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214
(70,596)
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2
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Performance measures, Coskewness, Mutual funds, Performance evaluation
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6.
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Daskalaki, Charoula
University of Piraeus Kostakis, Alexandros
University of Manchester - Manchester Business School Skiadopoulos, George S.
University of Piraeus
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13 May 12
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Last Revised:
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17 Apr 13
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206
(73,416)
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Common factors, Commodity-specific factors, Hedging pressure, Inventories, Market segmentation, Principal components analysis
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7.
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Babalos, Vassilios
TECHNOLOGICAL EDUCATIONAL INSTITUTE OF KALAMATA Kostakis, Alexandros
University of Manchester - Manchester Business School Philippas, Nikolaos
University of Piraeus - Department of Business Administration
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26 Sep 07
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Last Revised:
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15 Mar 11
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170
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1
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Mutual funds, Expense ratio, Emerging markets, Performance attributes
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8.
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Kostakis, Alexandros
University of Manchester - Manchester Business School Spencer, Peter
University of York
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01 Feb 09
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Last Revised:
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19 Aug 09
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161
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9.
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Philippas, Nikolaos
University of Piraeus - Department of Business Administration Kostakis, Alexandros
University of Manchester - Manchester Business School Babalos, Vassilios
TECHNOLOGICAL EDUCATIONAL INSTITUTE OF KALAMATA Economou, Fotini
affiliation not provided to SSRN
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145
(101,910)
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herd behavior, REITs, investors’ sentiment
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10.
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Florackis, Chris
University of Liverpool (UK) Giorgioni, Gianluigi
University of Liverpool - Management School (ULMS) Kostakis, Alexandros
University of Manchester - Manchester Business School Milas, Costas
affiliation not provided to SSRN
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89
(147,784)
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stock market illiquidity, divisia money, GDP growth, non-linear model
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11.
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Kostakis, Alexandros
University of Manchester - Manchester Business School
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87
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12.
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Florackis, Chris
University of Liverpool (UK) Kostakis, Alexandros
University of Manchester - Manchester Business School Kanas, Angelos
University of Crete - Department of Economics
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21 Jul 12
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Last Revised:
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15 Sep 12
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80
(158,007)
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Idiosyncratic Risk, Risk-substitution, Managerial Ownership, Firm Value, Semi-parametric estimation
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13.
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Kostakis, Alexandros
University of Manchester - Manchester Business School Muhammad, Kasif
University of Glasgow Siganos, Antonios
University of Glasgow
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21 Sep 11
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Last Revised:
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18 Oct 11
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77
(161,769)
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Asset Pricing, Coskewness, Cokurtosis, London Stock Exchange
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14.
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Kostakis, Alexandros
University of Manchester - Manchester Business School Kontonikas, Alexandros
University of Glasgow - Department of Economics
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68
(173,897)
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2
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Monetary policy, Federal funds rate, Market anomalies, Credit channel, Risk premia
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15.
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Economou, Fotini
affiliation not provided to SSRN Kostakis, Alexandros
University of Manchester - Manchester Business School Philippas, Nikolaos
University of Piraeus - Department of Business Administration
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26 Mar 11
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Last Revised:
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14 Apr 11
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65
(178,122)
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2
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Herding behaviour, PIGS, International financial markets, Cross-sectional dispersion of returns, Financial crisis
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16.
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Florackis, Chris
University of Liverpool (UK) Kontonikas, Alexandros
University of Glasgow - Department of Economics Kostakis, Alexandros
University of Manchester - Manchester Business School
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42
(218,055)
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Liquidity Shocks, Monetary Policy, Market Micro-Structure, Stock Returns
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