Konstantina Kappou

University of Reading - ICMA Centre

Whiteknights Park

P.O. Box 242

Reading RG6 6BA

United Kingdom

SCHOLARLY PAPERS

7

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2,116

CITATIONS

5

Scholarly Papers (7)

1.

The S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-By-Tick Stock Price Performance

Number of pages: 33 Posted: 11 Jun 2007
Konstantina Kappou, Chris Brooks and Charles W.R. Ward
University of Reading - ICMA Centre, University of Reading - ICMA Centre and University of Reading
Downloads 597 (43,590)
Citation 6

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Index effect, S&P 500, market efficiency, price pressure

2.

Did Quantitative Easing Only Inflate Stock Prices? Macroeconomic Evidence from the US and UK

Number of pages: 48 Posted: 14 Sep 2016 Last Revised: 23 Feb 2018
Henley Business School - ICMA Centre, University of Reading - ICMA Centre, University of Reading - Henley Business School and University of Reading - ICMA Centre
Downloads 571 (46,198)

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Quantitative Easing, Monetary Policy, Stock Market, Vector Autoregression

3.

Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect

Number of pages: 44 Posted: 17 May 2004
Chris Brooks, Konstantina Kappou and Charles W.R. Ward
University of Reading - ICMA Centre, University of Reading - ICMA Centre and University of Reading
Downloads 400 (71,813)
Citation 2

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Index effect, S&P 500, market efficiency, price pressure, three-factor model

4.

The Diminished Effect of Index Rebalances

Number of pages: 30 Posted: 19 May 2017
Konstantina Kappou
University of Reading - ICMA Centre
Downloads 210 (143,227)

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index rebalancing, passive investment, S&P 500, additions, index funds

5.

Fundamental Indexing in the UK

Number of pages: 44 Posted: 07 Mar 2016 Last Revised: 19 Feb 2017
Mirco Balatti, Chris Brooks and Konstantina Kappou
Henley Business School - ICMA Centre, University of Reading - ICMA Centre and University of Reading - ICMA Centre
Downloads 178 (166,726)

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indexing, passive investing, fundamentally weighted index, market capitalisation weighted index, noise in price

6.

Is There a Gold Social Seal? The Financial Effects of Additions To and Deletions from Social Stock Indices

University of Reading, Henley Business School, ICMA Centre Discussion Papers in Finance DP2012-10.
Number of pages: 40 Posted: 20 Oct 2012 Last Revised: 21 Oct 2014
Konstantina Kappou and Ioannis Oikonomou
University of Reading - ICMA Centre and University of Reading - ICMA Centre
Downloads 103 (256,696)
Citation 2

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Social Index, Index Effect, Corporate Social Responsibility, CSR, CSP, Market Efficiency, Information Content Hypothesis, Exchange Traded Funds, Mutual Funds

7.

Liquidity Effects and FFA Returns in the International Shipping Derivatives Market

Alizadeh A., Kappou K., Tsouknidis D.A. and Visvikis I., 2015. Liquidity eff ects and FFA returns in the international shipping derivatives market. Transportation Research Part E: Logistics and Transportation Review 76, 58-75.
Number of pages: 38 Posted: 07 Aug 2015
City University London - Sir John Cass Business School, University of Reading - ICMA Centre, Cyprus University of Technology and Department of Finance, School of Business Administration, American University of Sharjah
Downloads 57 (361,171)

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Forward Freight Agreements, Liquidity risk, Bid-ask spreads, Shipping, Panel data.