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

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858

SSRN CITATIONS
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Top 21,468

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2

CROSSREF CITATIONS

35

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 181 (172,806)
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 (244,466)
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

CEPR Discussion Paper No. 3697
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 (546,625)
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

EFMA 2002 London Meetings
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 (227,731)

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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 127 (231,846)

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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 92 (290,360)

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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 (345,509)

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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 (694,114)
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equity premium puzzle, overlapping generations model, habit formation, risk aversion

7.

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 Stevens Institute of Technology - School of Business
Downloads 70 (341,553)

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short sale constraints, opinion dispersion, correlation, market efficiency

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 (440,237)

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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 Stevens Institute of Technology - School of Business
Downloads 3 (653,258)
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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 (662,745)
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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

Journal of Real Estate Finance and Economics, Vol. 30, No. 1, 2005
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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