Christos I. Giannikos

CUNY - Baruch College

Professor of Finance

Dept. of Eco & Fin

Box B10-225

New York, NY New York 10010

United States

CUNY - The Graduate Center

Professor of Finance

365 Fifth Avenue

New York,, NY 10016

United States

SCHOLARLY PAPERS

13

DOWNLOADS

865

SSRN CITATIONS
Rank 23,335

SSRN RANKINGS

Top 23,335

in Total Papers Citations

4

CROSSREF CITATIONS

33

Scholarly Papers (13)

1.

Higher Risk Aversion in Older Agents: Its Asset Pricing Implications

Number of pages: 35 Posted: 12 Jan 2007
Amadeu DaSilva and Christos I. Giannikos
Columbia University, Graduate School of Arts and Sciences, Department of Economics and CUNY - Baruch College
Downloads 182 (180,841)
Citation 5

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Asset Pricing, Equity Premium, Risk Aversion, Overlapping Generations

On the Consequences of State Dependent Preferences for the Pricing of Financial Assets

FAME Research Paper No. 73
Number of pages: 45 Posted: 22 Jul 2003
University of Lausanne - Institute of Banking and Finance (IBF), CUNY - Baruch College, Manhattan College and Columbia Business School - Finance and Economics
Downloads 119 (256,694)
Citation 5

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state dependent utility, equity premium, equity premium puzzle

On the Consequences of State Dependent Preferences for the Pricing of Financial Assets

Number of pages: 37 Posted: 21 Mar 2003
University of Lausanne - Institute of Banking and Finance (IBF), CUNY - Baruch College, Manhattan College and Columbia Business School - Finance and Economics
Downloads 22 (572,043)
Citation 1
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State dependent utility, equity premium, equity premium puzzle

3.

Investment in Real Assets and Information Acquisition: The Oce Proferences Case

Number of pages: 7 Posted: 16 Jun 2002
Deniz Ozenbas and Christos I. Giannikos
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and CUNY - Baruch College
Downloads 130 (239,127)

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Information, Ordinal Certainty Equivalent Preferences, Risk Aversion

4.

Hedge Funds and the Housing Bubble

Number of pages: 30 Posted: 29 Jun 2011
Christos I. Giannikos and Panagiotis Schizas
CUNY - Baruch College and University of Zurich - Department of Banking and Finance
Downloads 128 (242,003)

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Hedge Funds, Subprime Crisis, Mortgage Backed Securities, Multi-Factor Analysis

5.

Asset Pricing and the Role of Macroeconomic Volatility

Number of pages: 50 Posted: 06 Mar 2008 Last Revised: 29 Jul 2011
Stefano d'Addona and Christos I. Giannikos
University of Roma Tre and CUNY - Baruch College
Downloads 93 (302,458)

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6.

Short Sale Constraints, Correlation and Market Efficiency

Number of pages: 33 Posted: 28 Sep 2013 Last Revised: 15 Sep 2017
Christos I. Giannikos and Eleni Gousgounis
CUNY - Baruch College and U.S. Commodity Futures Trading Commission (CFTC)
Downloads 74 (347,148)

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short sale constraints, opinion dispersion, correlation, market efficiency

Habit Formation in an Overlapping Generations Model with Borrowing Constraints

European Financial Management, Forthcoming
Number of pages: 36 Posted: 18 Sep 2009
Amadeu DaSilva, Mira Farka and Christos I. Giannikos
California State University, Fullerton, California State University, Fullerton and CUNY - Baruch College
Downloads 70 (362,120)

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Equity premium puzzle, Overlapping generations model, Habit formation, Risk aversion

Habit Formation in an Overlapping Generations Model with Borrowing Constraints

European Financial Management, Vol. 17, Issue 4, pp. 705-725, 2011
Number of pages: 21 Posted: 17 Aug 2011
Amadeu DaSilva, Christos I. Giannikos and Mira Farka
California State University, Fullerton, CUNY - Baruch College and California State University, Fullerton
Downloads 2 (727,728)
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equity premium puzzle, overlapping generations model, habit formation, risk aversion

8.

A Note on the Interrelation of Volatility Puzzle, Equity Premium Puzzle, and Mean Reversion through State Dependent Preferences

Business & Financial Affairs Volume 2 • Issue 2 • 1000112 , Gachon GCCR Paper Series No. 14-1
Number of pages: 13 Posted: 11 Jan 2014 Last Revised: 08 Feb 2014
SungSup Choi and Christos I. Giannikos
Gachon University - College of Business and Economics and CUNY - Baruch College
Downloads 40 (461,059)

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Volatility puzzle; Equity premium puzzle; Mean reversion

9.

Short Sale Constraints and Dispersion of Opinion: Evidence from the Indian Equity Market

Financial Review, Vol. 47, Issue 1, pp. 115-143, 2012
Posted: 05 Jan 2012
Christos I. Giannikos and Eleni Gousgounis
CUNY - Baruch College and U.S. Commodity Futures Trading Commission (CFTC)
Downloads 3 (685,227)
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short sale constraints, dispersion of opinion, derivatives, Indian equity market

10.

Modelling the Blind Principal Bid Basket Trading Cost

European Financial Management, Vol. 18, Issue 2, pp. 271-302, 2012
Number of pages: 32 Posted: 17 Mar 2012
Christos I. Giannikos and Tin Shan Suen
CUNY - Baruch College and affiliation not provided to SSRN
Downloads 2 (695,330)
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11.
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12.

A Note on the Effect of Expected Changes in Monetary Policy on Long-Term Interest Rates

Journal of Applied Economics, Vol. 10, No. 1, pp. 99-114, May 2007
Posted: 07 Jun 2007
Christos I. Giannikos and Hany Guirguis
CUNY - Baruch College and Manhattan College

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long-term interest rate, monetary policy, asymmetry

13.

The Us Housing Market: Asset Pricing Forecasts Using Time Varying Coefficients

Posted: 07 Jun 2004
Hany Guirguis, Christos I. Giannikos and Randy I. Anderson
Manhattan College, CUNY - Baruch College and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

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