Stefanos Delikouras

University of Miami - Department of Finance

P.O. Box 248094

Coral Gables, FL 33124-6552

United States

SCHOLARLY PAPERS

13

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CITATIONS
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3

Scholarly Papers (13)

1.

Geography of Firms and Propagation of Local Economic Shocks

Number of pages: 68 Posted: 22 May 2012 Last Revised: 07 Mar 2019
Gennaro Bernile, Stefanos Delikouras, George M. Korniotis and Alok Kumar
University of Miami - Department of Finance, University of Miami - Department of Finance, University of Miami and University of Miami - School of Business Administration
Downloads 550 (47,113)
Citation 2

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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 and University of Miami - School of Business Administration
Downloads 489 (54,695)

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Price momentum, political climate, market underreaction, trading strategies

3.

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 317 (91,400)

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human capital, income risk, affluent investors, stock returns

4.

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 233 (126,392)
Citation 1

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

5.

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 145 (193,845)

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

6.

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 136 (204,112)

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

7.

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 134 (206,518)

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

8.

Clustering Fosters Investment: Local Agglomeration and Household Portfolio Choice

Number of pages: 49 Posted: 15 Mar 2019
Jawad M. Addoum, Stefanos Delikouras, Da Ke and George M. Korniotis
Cornell University, University of Miami - Department of Finance, University of South Carolina and University of Miami
Downloads 127 (215,502)

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local agglomeration, household portfolio choice, human capital

9.

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

Number of pages: 44 Posted: 10 Jun 2015
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 110 (239,529)

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Emerging Market Debt, Default Risk, Exchange Rate Risk

10.

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 102 (252,573)

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Savings, mental accounting, quadratic utility, consumer choice

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 99 (257,717)

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Asset pricing, investment, profitability, q-theory

12.

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

Number of pages: 66 Posted: 17 Mar 2014 Last Revised: 28 Aug 2014
Stefanos Delikouras
University of Miami - Department of Finance
Downloads 59 (347,084)

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

13.

Do Fundamentals Drive Cryptocurrency Prices?

Number of pages: 62 Posted: 06 Mar 2019
Siddharth Bhambhwani, Stefanos Delikouras and George M. Korniotis
University of Miami, School of Business Administration, Department of Accounting, University of Miami - Department of Finance and University of Miami
Downloads 37 (421,443)

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