Anastasios Kagkadis

Lancaster University - Department of Accounting and Finance

The Management School

Lancaster LA1 4YX

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS
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SSRN RANKINGS

Top 29,170

in Total Papers Downloads

1,999

SSRN CITATIONS
Rank 49,070

SSRN RANKINGS

Top 49,070

in Total Papers Citations

6

CROSSREF CITATIONS

7

Scholarly Papers (6)

1.

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 1,184 (20,961)
Citation 11

Abstract:

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

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 416 (84,625)
Citation 3

Abstract:

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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 Business School
Downloads 146 (238,634)
Citation 1

Abstract:

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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 125 (269,444)
Citation 2

Abstract:

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

5.

Construction, Systematic Risk, and Stock-Level Investment Anomalies

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 75 Posted: 14 Oct 2020 Last Revised: 19 Mar 2021
Kevin Aretz and Anastasios Kagkadis
Alliance Manchester Business School and Lancaster University - Department of Accounting and Finance
Downloads 72 (384,050)

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Asset pricing, real options, investment anomalies, flexible capacity, time-to-build

6.

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

Number of pages: 58 Posted: 02 Apr 2020 Last Revised: 16 Mar 2021
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 56 (436,337)

Abstract:

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hedge funds, bear market risk, bear beta, Bear factor, market-hedged Bear factor