Anastasios Kagkadis

Lancaster University - Department of Accounting and Finance

The Management School

Lancaster LA1 4YX

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS
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Top 27,426

in Total Papers Downloads

1,842

SSRN CITATIONS
Rank 36,389

SSRN RANKINGS

Top 36,389

in Total Papers Citations

6

CROSSREF CITATIONS

12

Scholarly Papers (5)

Dispersion in Options Investors’ Versus Analysts’ Expectations: Predictive Inference for Stock Returns

Number of pages: 35 Posted: 17 Jan 2014 Last Revised: 15 Aug 2019
Cyprus University of Technology, Lancaster University - Department of Accounting and Finance, Hanken School of Economics - Department of Finance and Statistics and Durham University - Department of Economics and Finance
Downloads 1,030 (22,135)
Citation 7

Abstract:

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

Dispersion in Options Investors’ Versus Analysts’ Expectations: Predictive Inference for Stock Returns

Number of pages: 35 Posted: 06 Oct 2014 Last Revised: 15 Aug 2019
Cyprus University of Technology, Lancaster University - Department of Accounting and Finance, Hanken School of Economics - Department of Finance and Statistics and Durham University - Department of Economics and Finance
Downloads 126 (241,867)
Citation 1

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

2.

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

Journal of Banking and Finance, Forthcoming
Number of pages: 82 Posted: 17 Apr 2015 Last Revised: 02 Sep 2018
Cyprus University of Technology, Lancaster University - Department of Accounting and Finance, Durham University - Department of Economics and Finance and Durham University Business School
Downloads 407 (77,077)
Citation 3

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

3.

The Information Content of Forward Moments

Journal of Banking and Finance, Forthcoming
Number of pages: 56 Posted: 06 Mar 2017 Last Revised: 04 Aug 2019
Cyprus University of Technology, Lancaster University - Department of Accounting and Finance, Durham University - Department of Economics and Finance and Durham University
Downloads 129 (236,662)
Citation 1

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Forward Moments; Implied Volatility Surface; Partial Least Squares; Predictability of Stock Returns; Equity Premium; Variance Premium

4.

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 - Department of Economics and Finance
Downloads 116 (256,174)
Citation 2

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

5.

Bear Market Risk and the Cross-Section of Hedge Fund Returns

Number of pages: 56 Posted: 02 Apr 2020
Thang Ho, Anastasios Kagkadis and George Jiaguo Wang
Lancaster University - Department of Accounting and Finance, Lancaster University - Department of Accounting and Finance and Lancaster University Management School
Downloads 34 (480,193)

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hedge funds, bear market risk, bear beta, put options