Anastasios Kagkadis

Lancaster University - Department of Accounting and Finance

The Management School

Lancaster LA1 4YX

United Kingdom

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

Dispersion in Options Investors' Expectations and Stock Return Predictability

Number of pages: 86 Posted: 17 Jan 2014 Last Revised: 12 Jun 2017
Cyprus University of Technology, Lancaster University - Department of Accounting and Finance, Hanken School of Economics - Department of Finance and Statistics and Durham University Business School
Downloads 838 (21,681)

Abstract:

Dispersion in beliefs; Predictability of stock returns; Equity premium; Trading volume dispersion; Out-of-sample predictability; Economic signi cance

Dispersion in Options Investors' Expectations and Stock Return Predictability

Number of pages: 86 Posted: 06 Oct 2014 Last Revised: 12 Jun 2017
Cyprus University of Technology, Lancaster University - Department of Accounting and Finance, Hanken School of Economics - Department of Finance and Statistics and Durham University Business School
Downloads 79 (258,326)

Abstract:

Dispersion in beliefs; Predictability of stock returns; Equity premium; Trading volume dispersion; Out-of-sample predictability; Economic significance

2.

Investor Sentiments, Rational Beliefs and Option Prices

Number of pages: 48 Posted: 23 Jul 2014
Panayiotis C. Andreou, Anastasios Kagkadis and Dennis Philip
Cyprus University of Technology, Lancaster University - Department of Accounting and Finance and Durham University Business School
Downloads 86 (242,946)

Abstract:

Risk-neutral skewness; Implied volatility smirk; Investor sentiment; Macroeconomy; Index options

3.

Differences in Options Investors' Expectations and the Cross-Section of Stock Returns

Number of pages: 59 Posted: 17 Apr 2015 Last Revised: 20 May 2017
Cyprus University of Technology, Lancaster University - Department of Accounting and Finance, Durham University Business School and Durham University Business School
Downloads 65 (95,840)

Abstract:

Dispersion of Beliefs; Disagreement in Options Market; Cross-Section of Stock Returns; Equity Options; Option Trading Volume