Anastasios Kagkadis

Lancaster University - Department of Accounting and Finance

The Management School

Lancaster LA1 4YX

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 28,300

SSRN RANKINGS

Top 28,300

in Total Papers Downloads

1,296

CITATIONS

0

Scholarly Papers (4)

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 846 (21,690)

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 (261,407)

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 87 (244,014)

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 (94,038)

Abstract:

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

4.

Forward Moments and Risk Premia Predictability

Number of pages: 41 Posted: 06 Mar 2017 Last Revised: 05 Jul 2017
Cyprus University of Technology, Lancaster University - Department of Accounting and Finance, Durham University Business School and Durham University
Downloads 0 (466,862)

Abstract:

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