Anastasios Kagkadis

Lancaster University - Department of Accounting and Finance

The Management School

Lancaster LA1 4YX

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 27,097

SSRN RANKINGS

Top 27,097

in Total Papers Downloads

1,578

CITATIONS

0

Scholarly Papers (4)

Dispersion in Options Investors' Expectations and Stock Return Predictability

Number of pages: 81 Posted: 17 Jan 2014 Last Revised: 18 Sep 2018
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 949 (21,283)

Abstract:

Loading...

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: 81 Posted: 06 Oct 2014 Last Revised: 18 Sep 2018
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 95 (259,759)

Abstract:

Loading...

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 Business School and Durham University Business School
Downloads 360 (76,796)

Abstract:

Loading...

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

3.

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 97 (254,373)

Abstract:

Loading...

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

4.

Forward Moments and Risk Premia Predictability

Number of pages: 40 Posted: 06 Mar 2017 Last Revised: 30 Jul 2018
Cyprus University of Technology, Lancaster University - Department of Accounting and Finance, Durham University Business School and Durham University
Downloads 77 (293,406)

Abstract:

Loading...

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