Research output per year
Research output per year
Research output
- 14 Article
- 14 results
Search results
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2021
The (non-) effect of labor unionization on firm risk: Evidence from the options market
Ghaly, M., Kostakis, A. & Stathopoulos, K., 1 Feb 2021, In: Journal of Corporate Finance. 66, 1, 101816.Research output: Contribution to journal › Article › peer-review
Open AccessFile17 Downloads (Pure) -
2018
A Single-Factor Consumption-Based Asset Pricing Model
Delikouras, S. & Kostakis, A., 14 Sept 2018, In: Journal of Financial and Quantitative Analysis. 54, 2, p. 789-827 39 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile264 Downloads (Pure) -
2017
Do Stock Returns Really Decrease with Default Risk? New International Evidence
Aretz, K., Florackis, C. & Kostakis, A., 28 Apr 2017, In: MANAGEMENT SCIENCE. 64, 8, p. 3821-3842 22 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile575 Downloads (Pure) -
2016
What Does Risk-Neutral Skewness Tell Us About Future Stock Returns?
Stilger, P., Kostakis, A. & Poon, S-H., 21 Apr 2016, In: MANAGEMENT SCIENCE. 63, 6, p. 1657-2048Research output: Contribution to journal › Article › peer-review
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2014
Are there common factors in commodity futures returns?
Daskalaki, C., Kostakis, A. & Skiadopoulos, G., 1 Mar 2014, In: Journal of Banking & Finance. 40, p. 346-363 17 p.Research output: Contribution to journal › Article › peer-review
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On stock market illiquidity and real-time GDP growth
Florackis, C., Giorgioni, G., Kostakis, A. & Milas, C., 2014, In: Journal of International Money and Finance. 44, p. 210-229 19 p.Research output: Contribution to journal › Article › peer-review
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Robust Econometric Inference for Stock Return Predictability
Kostakis, A., Magdalinos, T. & Stamatogiannis, M., 17 Dec 2014, In: The Review of Financial Studies. 28, 5, p. 1506-1553 47 p.Research output: Contribution to journal › Article › peer-review
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Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis
Florackis, C., Kontonikas, A. & Kostakis, A., 2014, In: Journal of International Money and Finance. 44, p. 97-117 20 p.Research output: Contribution to journal › Article › peer-review
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2013
On monetary policy and stock market anomalies
Kontonikas, A. & Kostakis, A., 2013, In: Journal of Business Finance and Accounting. 40, 7-8, p. 1009-1042 33 p.Research output: Contribution to journal › Article › peer-review
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2012
Higher co-moments and asset pricing on London Stock Exchange
Kostakis, A., Muhammad, K. & Siganos, A., Mar 2012, In: Journal of Banking and Finance. 36, 3, p. 913-922 9 p.Research output: Contribution to journal › Article › peer-review
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2011
Market timing with option-implied distributions: A forward-looking approach
Kostakis, A., Panigirtzoglou, N. & Skiadopoulos, G., Jul 2011, In: MANAGEMENT SCIENCE. 57, 7, p. 1231-1249 18 p.Research output: Contribution to journal › Article › peer-review
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Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio
Florackis, C., Gregoriou, A. & Kostakis, A., Dec 2011, In: Journal of Banking and Finance. 35, 12, p. 3335-3350 15 p.Research output: Contribution to journal › Article › peer-review
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2009
Corporate performance and managerial ownership
Florackis, C., Kostakis, A. & Ozkan, A., 2009, In: Journal of Business Research. 62, p. 1350-1357Research output: Contribution to journal › Article › peer-review
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Performance measures and incentives: Loading negative coskewness to outperform the CAPM
Kostakis, A., 2009, In: European Journal of Finance. 15, 5-6, p. 463-486 23 p.Research output: Contribution to journal › Article › peer-review