Drosos Koutsokostas

National and Kapodistrian University of Athens

5 Stadiou Strt

Athens, 12131

Greece

SCHOLARLY PAPERS

8

DOWNLOADS
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1,385

SSRN CITATIONS
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SSRN RANKINGS

Top 220,024

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Scholarly Papers (8)

1.

Can Mutual Fund Managers Predict Security Prices to Beat the Market? The Case of Greece During the Debt Crisis

Journal of Prediction Markets, Vol 12, No 3. pp 40-62, DOI/10.5750/jpm.v12i3.1644, 2019
Number of pages: 20 Posted: 13 Mar 2019
Drosos Koutsokostas, Spyros Papathanasiou and Nikolaos Eriotis
National and Kapodistrian University of Athens, National and Kapodistrian University of Athens and National and Kapodistrian University of Athens
Downloads 504 (70,762)

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portfolio evaluation, exchange-traded funds, selectivity, market timing ability, short-term performance persistence, market efficiency

2.

Mutual Funds in Greece: Case Study of Domestic Equity Mutual Funds During Financial Crisis

Managerial Finance, Vol, 43, Issue 7, pp, 812-827, 2017, DOI: 10.1108/MF-10-2016-0293
Number of pages: 24 Posted: 12 May 2017 Last Revised: 15 Mar 2019
Drosos Koutsokostas and Spyros Papathanasiou
National and Kapodistrian University of Athens and National and Kapodistrian University of Athens
Downloads 504 (70,762)

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Performance evaluation, Survivorship bias, Selectivity, Market timing ability, Short-term performance persistence

3.

Adjusting for Risk Factors in Mutual Fund Performance and Performance Persistence: Evidence From the Greek Market During the Debt Crisis

Journal of Risk Finance, Vol. 20 No. 4, pp. 352-369, DOI: 10.1108/JRF-07-2018-0108
Number of pages: 26 Posted: 29 Oct 2019 Last Revised: 08 Jan 2021
Drosos Koutsokostas, Spyros Papathanasiou and Dimitris Balios
National and Kapodistrian University of Athens, National and Kapodistrian University of Athens and Independent
Downloads 189 (200,804)

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Portfolio Performance; Mutual Funds; Performance Persistence; Model Evaluation

4.

Winemaking Sector in Greece. An Accounting - Based Approach

International Journal of Corporate Finance and Accounting (IJCFA), Vol 6, Is 2, pp 1-17 DOI: 10.4018/IJCFA.2019070101, 2019
Number of pages: 17 Posted: 03 Aug 2019 Last Revised: 08 Jan 2021
National and Kapodistrian University of Athens, National and Kapodistrian University of Athens, Independent and National and Kapodistrian University of Athens
Downloads 188 (201,725)

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Winemaking Sector, Greece, Ratio Analysis, Alternative Investments

5.

The connectedness between Sukuk and conventional bond markets and the implications for investors

International Journal of Islamic and Middle Eastern Finance and Management
Posted: 24 May 2021
Aristeidis Samitas, Spyros Papathanasiou and Drosos Koutsokostas
University of the Aegean, National and Kapodistrian University of Athens and National and Kapodistrian University of Athens

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Sukuk market;Bond market; Connectedness; Portfolio diversification

6.

Do Hedge and Merger Arbitrage Funds Actually Hedge? A Time-Varying Volatility Spillover Approach

Finance Research Letters, Vol. 102088, 2021
Posted: 03 May 2021
National and Kapodistrian University of Athens, National and Kapodistrian University of Athens, National and Kapodistrian University of Athens - School of Economics & Political Science and National and Kapodistrian University of Athens

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Alternative investments, Connectedness, Hedge replication, Merger arbitrage, Portfolio diversification COVID-19

7.

Short-Term Versus Longer-Term Persistence in Performance of Equity Mutual Funds: Evidence From the Greek Market

International Journal of Bonds and Derivatives, 2020 Vol.4 No.2, pp.89 - 103 (Interscience). DOI: 10.1504/IJBD.2020.109309
Posted: 07 Dec 2020
Drosos Koutsokostas, Spyros Papathanasiou and Nikolaos Eriotis
National and Kapodistrian University of Athens, National and Kapodistrian University of Athens and National and Kapodistrian University of Athens

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equity mutual funds; risk-adjusted returns; performance persistence; non-parametric; capital controls; capital flows.

8.

The Impact of Unconventional Monetary Policies on Unique Alternative Investments: The Case of Fine Wine and Rare Coins

Recent Advances and Applications in Alternative Investments, IGI Global, chapter 6, pp 120-142, ISBN13: 9781799824367, ISBN10: 1799824365, EISBN13: 9781799824381, DOI: 10.4018/978-1-7998-2436-7.ch006
Posted: 14 Feb 2020 Last Revised: 07 Mar 2020
National and Kapodistrian University of Athens, National and Kapodistrian University of Athens and National and Kapodistrian University of Athens

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Quantitative Easing Programs, Fine Wine, Rare Coins, Real Estate, Commodities, Crude Oil, Federal Reserve, European Central Bank