Stefanos Delikouras

University of Miami - Department of Finance

P.O. Box 248094

Coral Gables, FL 33124-6552

United States

SCHOLARLY PAPERS

16

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3,069

CITATIONS
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Top 36,456

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14

Scholarly Papers (16)

1.

Geography of Firms and Propagation of Local Economic Shocks

Number of pages: 68 Posted: 22 May 2012 Last Revised: 07 Mar 2019
University of Miami - Department of Finance, University of Miami - Department of Finance, University of Miami and University of Miami - School of Business Administration
Downloads 580 (45,622)

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Economic networks, 10-K filings, U.S. states, Gross State Product (GSP), predictability

2.

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: 10 Oct 2018
Jawad M. Addoum, Stefanos Delikouras, Da Ke and Alok Kumar
Cornell University, University of Miami - Department of Finance, University of South Carolina - Department of Finance and University of Miami - School of Business Administration
Downloads 503 (54,642)
Citation 2

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Price momentum, political climate, market underreaction, trading strategies

3.

Do Fundamentals Drive Cryptocurrency Prices?

Number of pages: 58 Posted: 06 Mar 2019 Last Revised: 12 Jul 2019
Siddharth Bhambhwani, Stefanos Delikouras and George M. Korniotis
Hong Kong University of Science & Technology (HKUST) - HKUST Business School, University of Miami - Department of Finance and University of Miami
Downloads 330 (90,648)
Citation 1

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Bitcoin, Ethereum, Litecoin, Monero, Dash, Hashrate, Computing Power, Network, Cointegration, Asset Pricing Factors

4.

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
U.S. Division of Monetary Affairs, University of Miami - Department of Finance, College of Business, Stony Brook University and University of Miami
Downloads 325 (92,160)
Citation 1

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human capital, income risk, affluent investors, stock returns

5.

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 University, University of Miami - Department of Finance, University of Miami and University of Miami - School of Business Administration
Downloads 262 (115,814)

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

6.

Clustering Fosters Investment: Local Agglomeration and Household Portfolio Choice

9th Miami Behavioral Finance Conference 2018, University of Miami Business School Research Paper No. 2909168
Number of pages: 49 Posted: 15 Mar 2019 Last Revised: 16 Apr 2019
Jawad M. Addoum, Stefanos Delikouras, Da Ke and George M. Korniotis
Cornell University, University of Miami - Department of Finance, University of South Carolina - Department of Finance and University of Miami
Downloads 168 (176,754)

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local agglomeration, household portfolio choice, human capital

7.

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 157 (187,232)
Citation 2

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

8.

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 University, University of Miami - Department of Finance and University of Miami
Downloads 140 (205,687)

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

9.

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 138 (208,070)
Citation 4

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

10.

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, University of Michigan, Stephen M. Ross School of Business and Cheung Kong Graduate School of Business
Downloads 122 (229,102)

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Emerging market debt, default risk, exchange rate risk

11.

Does the Simple Investment-Based Model Explain Equity Returns? Evidence from Euler Equations

Number of pages: 55 Posted: 18 Mar 2011 Last Revised: 31 Oct 2018
Stefanos Delikouras and Robert F. Dittmar
University of Miami - Department of Finance and University of Michigan, Stephen M. Ross School of Business
Downloads 113 (242,262)

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Asset pricing, investment, profitability, q-theory

12.

Consuming, Saving, and Spending Most of Income

Number of pages: 43 Posted: 25 Oct 2004 Last Revised: 15 Jul 2017
Stefanos Delikouras and George M. Korniotis
University of Miami - Department of Finance and University of Miami
Downloads 107 (251,827)

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Savings, mental accounting, quadratic utility, consumer choice

13.

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 63 (346,419)

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

14.

Mutual Fund Performance When It Really Matters Most

University of Miami Business School Research Paper No. 3417110
Number of pages: 43 Posted: 10 Jul 2019 Last Revised: 09 Aug 2019
Stefanos Delikouras and Alexandros Kostakis
University of Miami - Department of Finance and University of Liverpool Management School
Downloads 33 (451,266)

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Fund Performance, State dependence, Performance Measures, Disappointment Aversion, NBER Recession, Fund Flows, Stock Picking, Market Timing

15.

Asset Pricing With and Without Garbage: Resurrecting Aggregate Consumption

University of Miami Business School Research Paper No. 3417217
Number of pages: 58 Posted: 10 Jul 2019
Stefanos Delikouras
University of Miami - Department of Finance
Downloads 26 (485,459)

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cross-section, consumption growth, garbage, unfiltered consumption, disappointment aversion

16.

Do Fundamentals Drive Cryptocurrency Prices?

CEPR Discussion Paper No. DP13724
Number of pages: 69 Posted: 13 May 2019
Siddharth Bhambhwani, Stefanos Delikouras and George M. Korniotis
University of Miami - School of Business Administration, University of Miami - Department of Finance and University of Miami
Downloads 2 (636,697)
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Asset Pricing Factors, Bitcoin, cointegration, Computing Power, Dash, ethereum, Hashrate, Litecoin, Monero, network