Konstantina Kappou

University of Reading - ICMA Centre

Whiteknights Park

P.O. Box 242

Reading RG6 6BA

United Kingdom

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 21,229

SSRN RANKINGS

Top 21,229

in Total Papers Downloads

4,539

SSRN CITATIONS

11

CROSSREF CITATIONS

2

Scholarly Papers (9)

1.

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 Bristol - School of Economics, Finance and Management, University of Reading - Henley Business School and University of Reading - ICMA Centre
Downloads 2,210 (13,195)
Citation 4

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Quantitative Easing, Monetary Policy, Stock Market, Vector Autoregression

2.

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 Bristol - School of Economics, Finance and Management and University of Reading
Downloads 733 (66,360)
Citation 1

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

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 Bristol - School of Economics, Finance and Management, University of Reading - ICMA Centre and University of Reading
Downloads 507 (105,462)
Citation 1

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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 465 (116,991)
Citation 3

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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 Bristol - School of Economics, Finance and Management and University of Reading - ICMA Centre
Downloads 245 (233,456)
Citation 1

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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 149 (364,847)
Citation 1

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

7.

Macroeconomic Momentum and Cross-Sectional Equity Market

Number of pages: 46 Posted: 09 Nov 2023
Yu Zhang, Konstantina Kappou and Andrew Urquhart
University of Reading - ICMA Centre, University of Reading - ICMA Centre and University of Reading - ICMA Centre
Downloads 116 (442,667)

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Momentum, Macroeconomics, Cross-Sectional, Equity Indices

8.

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 - The Business School, University of Reading - ICMA Centre, Athens University of Economics and Business and Department of Finance, School of Business Administration, American University of Sharjah
Downloads 95 (509,421)
Citation 1

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

9.

Conditional Demand for Lottery-Type Stocks: Information Spillovers and Asset Prices Comovement

Number of pages: 34 Posted: 21 May 2024
Yu Zhang, Ran Tao, Konstantina Kappou and Andrew Urquhart
University of Reading - ICMA Centre, Accounting and Finance Department, University of Bristol, University of Reading - ICMA Centre and University of Reading - ICMA Centre
Downloads 19 (971,267)

Abstract:

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lottery-type stocks, macroeconomic news, asset prices comovement, information spillovers