Stefanos Delikouras

University of Miami - Department of Finance

P.O. Box 248094

Coral Gables, FL 33124-6552

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 13,799

SSRN RANKINGS

Top 13,799

in Total Papers Downloads

5,352

SSRN CITATIONS
Rank 23,863

SSRN RANKINGS

Top 23,863

in Total Papers Citations

26

CROSSREF CITATIONS

14

Scholarly Papers (15)

1.

Blockchain Characteristics and the Cross-Section of Cryptocurrency Returns

Number of pages: 52 Posted: 06 Mar 2019 Last Revised: 29 Nov 2021
Siddharth Bhambhwani, Stefanos Delikouras and George M. Korniotis
Washington College, University of Miami - Department of Finance and University of Miami
Downloads 1,535 (17,993)
Citation 17

Abstract:

Loading...

Hashrate, Network, Factor Analysis, GMM, Rolling Estimation

2.

Geography of Firms and Propagation of Local Economic Conditions

Number of pages: 66 Posted: 22 May 2012 Last Revised: 26 Jul 2021
University of Miami - Department of Finance, University of Miami - Department of Finance, University of Miami and University of Miami - Miami Herbert Business School
Downloads 742 (50,893)

Abstract:

Loading...

Economic networks, 10-K filings, Gross State Product, predictability, return comovement, liquidity, sales

3.

Under-Reaction to Political Information and Price Momentum

University of Miami Legal Studies Research Paper No. 18-4
Number of pages: 51 Posted: 17 Apr 2014 Last Revised: 04 Sep 2021
Jawad M. Addoum, Stefanos Delikouras, Da Ke and Alok Kumar
Cornell SC Johnson College of Business, University of Miami - Department of Finance, University of South Carolina - Department of Finance and University of Miami - Miami Herbert Business School
Downloads 639 (61,795)
Citation 2

Abstract:

Loading...

Price momentum, political climate, market underreaction, trading strategies

4.

Industry Clusters and the Geography of Portfolio Choice

9th Miami Behavioral Finance Conference 2018, University of Miami Business School Research Paper No. 2909168
Number of pages: 53 Posted: 06 Nov 2019 Last Revised: 10 Aug 2022
Jawad M. Addoum, Stefanos Delikouras, Da Ke and George M. Korniotis
Cornell SC Johnson College of Business, University of Miami - Department of Finance, University of South Carolina - Department of Finance and University of Miami
Downloads 365 (120,999)

Abstract:

Loading...

local agglomeration, household portfolio choice, human capital

5.

The Human Capital That Matters: Expected Returns and High-Income Households

Review of Financial Studies, 2016, 29(9): 2523-2563
Number of pages: 56 Posted: 15 Sep 2007 Last Revised: 15 Oct 2016
Board of Governors of the Federal Reserve System, University of Miami - Department of Finance, College of Business, Stony Brook University and University of Miami
Downloads 359 (123,274)
Citation 3

Abstract:

Loading...

human capital, income risk, affluent investors, stock returns

6.

Income Hedging, Dynamic Style Preferences, and Return Predictability

Journal of Finance, Forthcoming, University of Miami Business School Research Paper No. 18-8
Number of pages: 91 Posted: 04 May 2014 Last Revised: 10 Oct 2018
Jawad M. Addoum, Stefanos Delikouras, George M. Korniotis and Alok Kumar
Cornell SC Johnson College of Business, University of Miami - Department of Finance, University of Miami and University of Miami - Miami Herbert Business School
Downloads 336 (132,451)
Citation 1

Abstract:

Loading...

Income hedging, hedging demand, value factor, state-level income risk, style investing, return predictability

7.

Do Investment-Based Models Explain Equity Returns? Evidence from Euler Equations

Number of pages: 61 Posted: 18 Mar 2011 Last Revised: 09 Mar 2021
Stefanos Delikouras and Robert F. Dittmar
University of Miami - Department of Finance and Rice University
Downloads 263 (170,655)

Abstract:

Loading...

Asset pricing, size, value, momentum, investment, profitability, q-theory

8.

A Single-Factor Consumption-Based Asset Pricing Model

Number of pages: 97 Posted: 05 Jun 2016 Last Revised: 07 Dec 2017
Stefanos Delikouras and Alexandros Kostakis
University of Miami - Department of Finance and University of Liverpool Management School
Downloads 216 (206,264)
Citation 9

Abstract:

Loading...

asset pricing, stock returns, consumption, disappointment aversion, indicator, certainty equivalent, risk aversion

9.

Do Dollar-Denominated Emerging Market Corporate Bonds Insure Foreign Exchange Risk?

Number of pages: 44 Posted: 10 Jun 2015 Last Revised: 12 Jul 2019
Stefanos Delikouras, Robert F. Dittmar and Haitao Li
University of Miami - Department of Finance, Rice University and Cheung Kong Graduate School of Business
Downloads 194 (227,440)

Abstract:

Loading...

Emerging market debt, default risk, exchange rate risk

10.

Consumption-Income Sensitivity and Portfolio Choice

Number of pages: 72 Posted: 16 Mar 2014 Last Revised: 18 Jun 2018
Jawad M. Addoum, Stefanos Delikouras and George M. Korniotis
Cornell SC Johnson College of Business, University of Miami - Department of Finance and University of Miami
Downloads 169 (256,157)
Citation 2

Abstract:

Loading...

life-cycle consumption, income hedging, portfolio theory, consumption-income sensitivity

11.

Where's the Kink? Disappointment Events in Consumption Growth and Equilibrium Asset Prices

Number of pages: 46 Posted: 01 Sep 2012 Last Revised: 02 Mar 2017
Stefanos Delikouras
University of Miami - Department of Finance
Downloads 158 (270,972)
Citation 7

Abstract:

Loading...

asset pricing, expected returns, cross-section, consumption growth, disappointment aversion

12.

Asset Pricing With and Without Garbage: The Overlooked Triple-Hypothesis Problem

University of Miami Business School Research Paper No. 3417217
Number of pages: 54 Posted: 10 Jul 2019 Last Revised: 09 May 2022
Stefanos Delikouras and George M. Korniotis
University of Miami - Department of Finance and University of Miami
Downloads 145 (290,463)

Abstract:

Loading...

Cross-section of expected returns, Epstein-Zin preferences, risk-free rate, GMM, consumption growth

13.

Consuming, Saving, and Spending Most of Income

Number of pages: 43 Posted: 25 Oct 2004 Last Revised: 07 Feb 2022
Stefanos Delikouras and George M. Korniotis
University of Miami - Department of Finance and University of Miami
Downloads 143 (293,689)

Abstract:

Loading...

Savings, mental accounting, quadratic utility, consumer choice

14.

Why Corporate Bonds May Disappoint: Disappointment Aversion and the Credit Spread Puzzle

Number of pages: 63 Posted: 17 Mar 2014 Last Revised: 09 Jul 2019
Stefanos Delikouras
University of Miami - Department of Finance
Downloads 86 (420,267)
Citation 2

Abstract:

Loading...

consumption-based asset pricing, credit spread puzzle, disappointment aversion, disappointment events, equity premia, risk-free rate

15.

Blockchain Characteristics and the Cross-Section of Cryptocurrency Returns

CEPR Discussion Paper No. DP13724
Number of pages: 55 Posted: 13 May 2019 Last Revised: 04 Feb 2022
Siddharth Bhambhwani, Stefanos Delikouras and George M. Korniotis
University of Miami Herbert Business School, University of Miami - Department of Finance and University of Miami
Downloads 2 (924,956)
  • Add to Cart

Abstract:

Loading...

Factor Analysis, GMM, Hashrate, network, Rolling Estimation