ALEXANDROS KOSTAKIS : Citation Profile


Are you ALEXANDROS KOSTAKIS?

University of Liverpool

11

H index

12

i10 index

483

Citations

RESEARCH PRODUCTION:

23

Articles

8

Papers

RESEARCH ACTIVITY:

   14 years (2007 - 2021). See details.
   Cites by year: 34
   Journals where ALEXANDROS KOSTAKIS has often published
   Relations with other researchers
   Recent citing documents: 126.    Total self citations: 12 (2.42 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko448
   Updated: 2022-01-23    RAS profile: 2021-05-21    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with ALEXANDROS KOSTAKIS.

Is cited by:

GUPTA, RANGAN (23)

Skiadopoulos, George (19)

BABALOS, VASSILIOS (18)

Demirer, Riza (18)

Daskalaki, Charoula (12)

Balcilar, Mehmet (10)

PHILIPPAS, NIKOLAOS (9)

Akinsomi, Omokolade (8)

Phillips, Peter (7)

Guidolin, Massimo (7)

Caporale, Guglielmo Maria (6)

Cites to:

Pedersen, Lasse (24)

Fama, Eugene (19)

Amihud, Yakov (18)

Campbell, John (16)

French, Kenneth (16)

Bernanke, Ben (12)

West, Kenneth (12)

Shleifer, Andrei (12)

Acharya, Viral (12)

Subrahmanyam, Avanidhar (10)

Shin, Hyun Song (10)

Main data


Where ALEXANDROS KOSTAKIS has published?


Journals with more than one article published# docs
The European Journal of Finance3
Management Science3
Journal of Banking & Finance3
International Review of Financial Analysis2
European Journal of Operational Research2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Business School - Economics, University of Glasgow3
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)3

Recent works citing ALEXANDROS KOSTAKIS (2021 and 2020)


YearTitle of citing document
2021On LASSO for Predictive Regression. (2018). Lee, Ji Hyung ; Gao, Zhan ; Shi, Zhentao ; Hyung, JI. In: Papers. RePEc:arx:papers:1810.03140.

Full description at Econpapers || Download paper

2021New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

Full description at Econpapers || Download paper

2020Locally trimmed least squares: conventional inference in possibly nonstationary models. (2020). Kasparis, Ioannis ; Hu, Zhishui ; Wang, Qiying. In: Papers. RePEc:arx:papers:2006.12595.

Full description at Econpapers || Download paper

2021Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

Full description at Econpapers || Download paper

2021A New Multivariate Predictive Model for Stock Returns. (2021). Xie, Jianying. In: Papers. RePEc:arx:papers:2110.01873.

Full description at Econpapers || Download paper

2021Measuring Market Liquidity and Liquidity Mismatches across Sectors. (2021). Ponomarenko, Alexey ; Burova, Anna ; Makhankova, Natalia ; Akhmetov, Arthur. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps82.

Full description at Econpapers || Download paper

2020Asset pricing and energy consumption risk. (2020). Lan, Yihui ; Lim, Ashley ; Treepongkaruna, Sirimon. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3813-3850.

Full description at Econpapers || Download paper

2020UNDERSTANDING THE MACROECONOMIC IMPACT OF ILLIQUIDITY SHOCKS IN THE UNITED STATES. (2020). Chou, Yu-Hsi ; Yen, Chiayi. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:3:p:1245-1278.

Full description at Econpapers || Download paper

2020Consumption Fluctuations and Expected Returns. (2020). Priestley, Richard ; Moller, Stig V ; Atanasov, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1677-1713.

Full description at Econpapers || Download paper

2020Uncovering regimes in out of sample forecast errors from predictive regressions. (2020). Pitarakis, Jean-Yves ; Gonzalo, Jesus ; da Silva, Anibal Emiliano. In: UC3M Working papers. Economics. RePEc:cte:werepe:31555.

Full description at Econpapers || Download paper

2020Diagnosing Housing Fever with an Econometric Thermometer. (2020). Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2248.

Full description at Econpapers || Download paper

2021Robust Inference with Stochastic Local Unit Root Regressors in Predictive Regressions. (2021). Liu, Yanbo ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2305.

Full description at Econpapers || Download paper

2020Investor herd behaviour in Africa’s emerging and frontier markets. (2020). Boamah, Nicholas Addai ; Aawaar, Godfred ; Akotey, Joseph Oscar. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-23.

Full description at Econpapers || Download paper

2020The effect of return jumps on herd behavior. (2020). Wanidwaranan, Phasin ; Padungsaksawasdi, Chaiyuth. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020300599.

Full description at Econpapers || Download paper

2021Immune or at-risk? Stock markets and the significance of the COVID-19 pandemic. (2021). Shannon, Darren ; Odonnell, Niall ; Sheehan, Barry. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000216.

Full description at Econpapers || Download paper

2021Distress risk anomaly and misvaluation. (2021). Panayides, Photis M ; Lambertides, Neophytos ; Andreou, Christoforos K. In: The British Accounting Review. RePEc:eee:bracre:v:53:y:2021:i:5:s0890838920300925.

Full description at Econpapers || Download paper

2021Realized skewness and the short-term predictability for aggregate stock market volatility. (2021). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002030.

Full description at Econpapers || Download paper

2020Insolvency regimes and firms default risk under economic uncertainty and shocks. (2020). Mohapatra, Sanket ; Gopalakrishnan, Balagopal. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:180-197.

Full description at Econpapers || Download paper

2020Funding liquidity risk and the low-volatility anomaly: Evidence from the Taiwan stock market. (2020). Chen, Miao-Ling ; Wei, An-Pin ; Hsu, Ching-Chi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818302419.

Full description at Econpapers || Download paper

2020Retail investors’ trading and stock market liquidity. (2020). Abudy, Menachem Meni. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301741.

Full description at Econpapers || Download paper

2021Pricing the hedging factor in the cross-section of stock returns. (2021). Dunbar, Kwamie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000152.

Full description at Econpapers || Download paper

2021Herding in the bad times: The 2008 and COVID-19 crises. (2021). Mallor, Tania ; Ferreruela, Sandra . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001467.

Full description at Econpapers || Download paper

2020A robust test for predictability with unknown persistence. (2020). Yao, Shuang ; Liu, Guannan. In: Economics Letters. RePEc:eee:ecolet:v:189:y:2020:i:c:s0165176520300483.

Full description at Econpapers || Download paper

2020A new test of asset return predictability with an unstable predictor. (2020). Chang, Seong Yeon. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303219.

Full description at Econpapers || Download paper

2021COVID-19, Lockdowns and herding towards a cryptocurrency market-specific implied volatility index. (2021). Tessema, Abiot ; Abbas, Syed Kumail ; Polyzos, Stathis ; Rubbaniy, Ghulame. In: Economics Letters. RePEc:eee:ecolet:v:207:y:2021:i:c:s0165176521002949.

Full description at Econpapers || Download paper

2020Econometric estimates of Earth’s transient climate sensitivity. (2020). Phillips, Peter ; Storelvmo, Trude ; Leirvik, Thomas ; PEter, . In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:6-32.

Full description at Econpapers || Download paper

2020Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects. (2020). Luger, Richard ; Gungor, Sermin. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:750-770.

Full description at Econpapers || Download paper

2020Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root. (2020). Tu, Yundong ; Lin, Yingqian. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:1:p:52-65.

Full description at Econpapers || Download paper

2021Simple tests for stock return predictability with good size and power properties. (2021). Taylor, Robert ; Robert, A M ; Leybourne, Stephen J ; Harvey, David I. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:198-214.

Full description at Econpapers || Download paper

2021Consistent inference for predictive regressions in persistent economic systems. (2021). Andersen, Torben ; Varneskov, Rasmus T. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:215-244.

Full description at Econpapers || Download paper

2020Is there an illiquidity premium in frontier markets?. (2020). Umar, Zaghum ; Zaremba, Adam ; Stereczak, Szymon. In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119302481.

Full description at Econpapers || Download paper

2020Is the presidential premium spurious?. (2020). al Zaman, Ashraf ; Sy, Oumar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:94-104.

Full description at Econpapers || Download paper

2020Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?. (2020). faff, robert ; Miffre, Joelle ; Yew, Rand Kwong ; Rad, Hossein. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:164-180.

Full description at Econpapers || Download paper

2020The information content of the term structure of risk-neutral skewness. (2020). Wu, Yangru ; Chang, Hao ; Borochin, Paul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:247-274.

Full description at Econpapers || Download paper

2020The time-varying asymmetry of exchange rate returns: A stochastic volatility – stochastic skewness model. (2020). Iseringhausen, Martin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:275-292.

Full description at Econpapers || Download paper

2020Equity premium prediction and the state of the economy. (2020). Tsiakas, Ilias ; Zhang, Haibin ; Li, Jiahan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:75-95.

Full description at Econpapers || Download paper

2020Beta dispersion and market timing. (2020). Kuntz, Laura-Chloe. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:235-256.

Full description at Econpapers || Download paper

2020Which risk factors drive oil futures price curves?. (2020). Shevchenko, Pavel V ; Peters, Gareth W ; Matsui, Tomoko ; Bagnarosa, Guillaume ; Ames, Matthew. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300153.

Full description at Econpapers || Download paper

2020Do environmentally sustainable practices lead to financially less constrained firms? International evidence. (2020). Banerjee, Rajabrata ; Mudalige, Priyantha ; Gupta, Kartick. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305015.

Full description at Econpapers || Download paper

2020Theyre back! Post-financialization diversification benefits of commodities. (2020). Manseau, Guillaume ; Gagnon, Marie-Helene ; Power, Gabriel J. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301599.

Full description at Econpapers || Download paper

2020Impact of directors networks on corporate social responsibility: A cross country study. (2020). Lodh, Suman ; Nandy, Monomita ; Wang, Jin ; Kaur, Jaskaran. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302441.

Full description at Econpapers || Download paper

2021From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions. (2021). Donadelli, Michael ; Tzouvanas, Panagiotis ; Kizys, Renatas. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000053.

Full description at Econpapers || Download paper

2020Aggregate implied cost of capital, option-implied information and equity premium predictability. (2020). Miebs, Felix ; Launhardt, Patrick. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319305343.

Full description at Econpapers || Download paper

2021Regime-switching herd behavior: Novel evidence from the Chinese A-share market. (2021). Wu, Lan ; Fu, Jingxue. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612318301090.

Full description at Econpapers || Download paper

2021Stock liquidity and return distribution: Evidence from the London Stock Exchange. (2021). Gregoriou, Andros ; Zhang, Sijia ; Rhodes, Mark ; Hudson, Robert ; Wang, Andong. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320301811.

Full description at Econpapers || Download paper

2021Asymmetric News Effects on Cryptocurrency Liquidity: an Event Study Perspective. (2021). Zhang, Sijia ; Yue, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316135.

Full description at Econpapers || Download paper

2021Herding behavior in the commodity markets of the Asia-Pacific region. (2021). Badhani, K N ; Kumar, Ashish ; Saeed, Tareq ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316275.

Full description at Econpapers || Download paper

2021Cash conversion cycle and aggregate stock returns. (2021). Lin, XI. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s138641812030029x.

Full description at Econpapers || Download paper

2020Can China’s cross-sectional dispersion of stock returns influence the herding behaviour of traders in other local markets and China’s trading partners?. (2020). McGowan, C B ; Matemilola, Bolaji Tunde ; Bany-Ariffin, A N ; Chong, Oiping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443119302495.

Full description at Econpapers || Download paper

2020Signal-herding in cryptocurrencies. (2020). Tziogkidis, Panagiotis ; Philippas, Dionisis ; Rjiba, Hatem. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300755.

Full description at Econpapers || Download paper

2020Liquidity connectedness and output synchronisation. (2020). Inekwe, John. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300925.

Full description at Econpapers || Download paper

2020Predicting default risk under asymmetric binary link functions. (2020). Varthalitis, Petros ; Tzavalis, Elias ; Athanasiou, E ; Dendramis, Y. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1039-1056.

Full description at Econpapers || Download paper

2021On the predictability of the distribution of excess returns in currency markets. (2021). Cho, Dooyeon. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:511-530.

Full description at Econpapers || Download paper

2020Election uncertainty, economic policy uncertainty and financial market uncertainty: A prediction market analysis. (2020). McGroarty, Frank ; McGee, Richard J ; Goodell, John W. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:110:y:2020:i:c:s0378426619302584.

Full description at Econpapers || Download paper

2020Factor based commodity investing. (2020). Tessaromatis, Nikolaos ; Sakkas, Athanasios. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:115:y:2020:i:c:s0378426620300741.

Full description at Econpapers || Download paper

2020Do investors follow the herd in option markets?. (2020). Voukelatos, Nikolaos ; Verousis, Thanos ; Bernales, Alejandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426616000406.

Full description at Econpapers || Download paper

2020Fear of hazards in commodity futures markets. (2020). Miffre, Joelle ; Gonzalez-Fernandez, Marcos ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301680.

Full description at Econpapers || Download paper

2021The q5 model and its consistency with the intertemporal CAPM. (2021). Lin, QI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:127:y:2021:i:c:s0378426621000546.

Full description at Econpapers || Download paper

2021Positive stock information in out-of-the-money option prices. (2021). Stilger, Przemyslaw S ; Skiadopoulos, George ; Kostakis, Alexandros ; Gkionis, Konstantinos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621000704.

Full description at Econpapers || Download paper

2021Unemployment and aggregate stock returns. (2021). Atanasov, Victoria. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s0378426621001187.

Full description at Econpapers || Download paper

2021Determinants and predictability of commodity producer returns. (2021). Balvers, Ronald ; Wang, Qiao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s037842662100234x.

Full description at Econpapers || Download paper

2022Housing networks and driving forces. (2022). Hurn, Stan ; Wang, Ben ; Shi, Shuping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002685.

Full description at Econpapers || Download paper

2020Concentrate or disperse? The relationship between major customer concentration and supplier profitability and the moderating role of insider ownership. (2020). Kim, Namil ; Kwak, Kiho. In: Journal of Business Research. RePEc:eee:jbrese:v:109:y:2020:i:c:p:648-658.

Full description at Econpapers || Download paper

2020Post earnings announcement drift, liquidity and zero leverage firms: Evidence from the UK stock market. (2020). Gregoriou, Andros ; Zhang, Sijia. In: Journal of Business Research. RePEc:eee:jbrese:v:116:y:2020:i:c:p:13-26.

Full description at Econpapers || Download paper

2021Regulatory mood-congruence and herding: Evidence from cannabis stocks. (2021). Gebka, Bartosz ; Kallinterakis, Vasileios ; Andrikopoulos, Panagiotis. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:842-864.

Full description at Econpapers || Download paper

2020Herding in the Singapore stock Exchange. (2020). Ramlakhan, Prakash ; Bhatnagar, Chandra Shekhar ; Arjoon, Vaalmikki. In: Journal of Economics and Business. RePEc:eee:jebusi:v:109:y:2020:i:c:s0148619519300712.

Full description at Econpapers || Download paper

2020Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks. (2020). Pavlidis, Efthymios ; Vasilopoulos, Kostas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301789.

Full description at Econpapers || Download paper

2021Herding by corporates in the US and the Eurozone through different market conditions. (2021). Vioto, Davide ; Tunaru, Radu ; Duygun, Meryem. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302679.

Full description at Econpapers || Download paper

2021The relative pricing of sovereign credit risk after the Eurozone crisis. (2021). Ruggiero, Francesco ; Corvino, Raffaele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:112:y:2021:i:c:s026156062030293x.

Full description at Econpapers || Download paper

2020Comovement in the commodity futures markets: An analysis of the energy, grains, and livestock sectors. (2020). Putnam, Kyle J ; Adhikari, Ramesh. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:18:y:2020:i:c:s2405851318300680.

Full description at Econpapers || Download paper

2021Commodity index risk premium. (2021). Schwartz, Eduardo S ; Rojas, Maximiliano ; Ortega, Hector ; Cortazar, Gonzalo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300337.

Full description at Econpapers || Download paper

2020Corruption, national culture, law and dividend repatriation policy. (2020). Mushtaq, Muhammad ; Zulkafli, Abdul Hadi ; Ibrahim, Haslindar ; Tahir, Muhammad. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:57-58:y:2020:i::s1042444x20300475.

Full description at Econpapers || Download paper

2020An anatomy of commodity futures returns in China. (2020). Zhang, Zhekai ; Xiao, Jun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20301086.

Full description at Econpapers || Download paper

2021The influence of the SARS pandemic on asset prices. (2021). Zhao, Qin ; Zhang, Xuan ; Ma, Xinxin ; Song, Pengcheng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000500.

Full description at Econpapers || Download paper

2020Do sharp movements in oil prices matter for stock markets?. (2020). Huang, Paoyu ; Day, Min-Yuh ; Wu, Manhwa ; Ni, Yensen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316280.

Full description at Econpapers || Download paper

2020The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 50. (2020). Yu, Shang-Ru ; Huang, Paoyu ; Day, Min-Yuh ; Ni, Yensen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120300078.

Full description at Econpapers || Download paper

2021The impact of the ECB’s asset purchase programme on euro area equities. (2021). Vidrago, Jose ; Farinha, Jorge Bento. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:270-279.

Full description at Econpapers || Download paper

2020Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19*. (2020). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yu-Ann. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:134:y:2020:i:c:s1364032120306377.

Full description at Econpapers || Download paper

2021Credit risk and equity returns in China. (2021). Lin, Hui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:588-613.

Full description at Econpapers || Download paper

2020Mutual fund liquidity timing ability in the higher moment framework. (2020). Wattanatorn, Woraphon ; Nathaphan, Sarayut ; Chunhachinda, Pornchai ; Padungsaksawasdi, Chaiyuth. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918311012.

Full description at Econpapers || Download paper

2020Measuring the multi-faceted dimension of liquidity in financial markets: A literature review. (2020). Diaz, Antonio ; Escribano, Ana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918311024.

Full description at Econpapers || Download paper

2020Uncertainty and herding behavior: evidence from cryptocurrencies. (2020). Marco, Chi Keung ; Coskun, Esra Alp ; KAHYAOGLU, Hakan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300957.

Full description at Econpapers || Download paper

2021Robo advisors, algorithmic trading and investment management: Wonders of fourth industrial revolution in financial markets. (2021). Khalid, Fahad ; Dai, KE ; Xiao, Yidong ; Su, Chi-Wei ; Tao, Ran. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:163:y:2021:i:c:s0040162520312476.

Full description at Econpapers || Download paper

2021The impact of economic growth on the financial and capital market. (2021). Vlducu, Liviu-Valentin ; Lceanu, Claudiu-Florentin ; Culea, Marius-Silviu ; Petru, Ovidiu-Gheorghe. In: Journal of Financial Studies. RePEc:fst:rfsisf:v:10:y:2021:i:6:p:77-93.

Full description at Econpapers || Download paper

2021Does Trading Volume Drive Systemic Banks’ Stock Return Volatility? Lessons from the Greek Banking System. (2021). Tsagkanos, Athanasios ; Floros, Christos ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:9:y:2021:i:2:p:24-:d:544999.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2020An Efficient Deep Learning Based Model to Predict Interest Rate Using Twitter Sentiment. (2020). Afzal, Sitara ; Yasir, Muhammad ; Song, Oh-Young ; Shahzad, Farhan ; Malik, Nazish Yameen ; Chaudhary, Ghulam Mujtaba ; Latif, Khalid. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1660-:d:324085.

Full description at Econpapers || Download paper

2020The Strength of CEOs’Influence on CSR in Chinese listed Companies. New Insights from an Agency Theory Perspective. (2020). Tran, Khoa ; Cherian, Jacob ; Ahmed, Mansoor ; Thuy, Thai Hong ; Hwang, Jinsoo ; Sial, Muhammad Safdar. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2190-:d:331511.

Full description at Econpapers || Download paper

2020Speculative Pressure. (2020). Fernandez-Perez, Adrian ; Hua, John ; Miffre, Joelle ; Fuertes, Ana-Maria. In: Post-Print. RePEc:hal:journl:hal-02500777.

Full description at Econpapers || Download paper

2020Fear of Hazards in Commodity Futures Markets. (2020). Miffre, Joelle ; Gonzalez-Fernandez, Marcos ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Post-Print. RePEc:hal:journl:hal-02931680.

Full description at Econpapers || Download paper

2020AN ANALYSIS OF HERDING BEHAVIOR IN THE STOCK MARKET: A CASE STUDY OF THE ASEAN-5 AND THE UNITED STATES. (2020). , Ermawati ; Rahman, Eki R. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:23:y:2020:i:3a:p:297-318.

Full description at Econpapers || Download paper

2020A New Robust Inference for Asset Return Predictability Via Quantile Regression. (2020). Liao, Xiaosai ; Chen, Haiqiang ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202002.

Full description at Econpapers || Download paper

2020Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model. (2020). Cai, Zongwu ; Ling, Shiqing ; Qingling, Shi ; Liu, Mengya ; Zhu, Fukang. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202021.

Full description at Econpapers || Download paper

2021Managerial Ability and External Financing. (2021). Yin, Chi ; Wang, Chih-Wei ; Choo, Min-Rui ; Li, Jie-Lun. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:2:d:10.1007_s10690-020-09313-5.

Full description at Econpapers || Download paper

2020U.S. Monetary Policy and Herding: Evidence from Commodity Markets. (2020). Apergis, Nicholas ; Hayat, Tasawar ; Christou, Chritina ; Saeed, Tareq. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:48:y:2020:i:3:d:10.1007_s11293-020-09680-4.

Full description at Econpapers || Download paper

2020A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization. (2020). Mba, Jules Clement ; Mwambi, Sutene. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:2:d:10.1007_s11408-020-00346-4.

Full description at Econpapers || Download paper

2021Did Real Estate Professionals Anticipate the 2007-2008 Financial Crisis? Evidence from Insider Trading in the REITs. (2021). Fan, Kwokyuen ; Shen, Jianfu. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:63:y:2021:i:1:d:10.1007_s11146-020-09763-8.

Full description at Econpapers || Download paper

2021Idiosyncratic volatility, option-based measures of informed trading, and investor attention. (2021). Schneider, Judith C ; Mohrschladt, Hannes. In: Review of Derivatives Research. RePEc:kap:revdev:v:24:y:2021:i:3:d:10.1007_s11147-021-09175-7.

Full description at Econpapers || Download paper

2021Do investors in SMEs herd? Evidence from French and UK equity markets. (2021). Miloudi, Anthony ; Galariotis, Emilios ; Bouattour, Mondher ; Benkraiem, Ramzi. In: Small Business Economics. RePEc:kap:sbusec:v:56:y:2021:i:4:d:10.1007_s11187-019-00284-0.

Full description at Econpapers || Download paper

2020Investor-herding and risk-profiles: A State-Space Model-based Assessment. (2020). Brooks, Robert D ; Nath, Harminder B. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-9.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by ALEXANDROS KOSTAKIS:


YearTitleTypeCited
2013On Monetary Policy and Stock Market Anomalies In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]
article9
2010On monetary policy and stock market anomalies.(2010) In: SIRE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2010On monetary policy and stock market anomalies.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2019A Single-Factor Consumption-Based Asset Pricing Model In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article2
2011Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis In: SIRE Discussion Papers.
[Full Text][Citation analysis]
paper1
2013Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis In: SIRE Discussion Papers.
[Full Text][Citation analysis]
paper15
2014Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis.(2014) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2013Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2021The (non-) effect of labor unionization on firm risk: Evidence from the options market In: Journal of Corporate Finance.
[Full Text][Citation analysis]
article0
2015Dividend policy, managerial ownership and debt financing: A non-parametric perspective In: European Journal of Operational Research.
[Full Text][Citation analysis]
article5
2020Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value In: European Journal of Operational Research.
[Full Text][Citation analysis]
article0
2013Herding behavior in REITs: Novel tests and the role of financial crisis In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article48
2018Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article2
2011Cross-country effects in herding behaviour: Evidence from four south European markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article79
2011Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article37
2012Higher co-moments and asset pricing on London Stock Exchange In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article11
2014Are there common factors in individual commodity futures returns? In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article61
2009Managerial ownership and performance In: Journal of Business Research.
[Full Text][Citation analysis]
article28
2014On stock market illiquidity and real-time GDP growth In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article17
2009Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article17
2011Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis In: Working Papers.
[Full Text][Citation analysis]
paper1
2011Market Timing with Option-Implied Distributions: A Forward-Looking Approach In: Management Science.
[Full Text][Citation analysis]
article49
2017What Does Risk-Neutral Skewness Tell Us About Future Stock Returns? In: Management Science.
[Full Text][Citation analysis]
article4
2018Do Stock Returns Really Decrease with Default Risk? New International Evidence In: Management Science.
[Full Text][Citation analysis]
article4
2015Robust Econometric Inference for Stock Return Predictability In: Review of Financial Studies.
[Full Text][Citation analysis]
article72
2012The Impact of Stock Market Illiquidity on Real UK GDP Growth In: Working Paper series.
[Full Text][Citation analysis]
paper0
2007Spurious results in testing mutual fund performance persistence: evidence from the Greek market In: Applied Financial Economics Letters.
[Full Text][Citation analysis]
article6
2008Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market In: The European Journal of Finance.
[Full Text][Citation analysis]
article11
2009Performance measures and incentives: loading negative coskewness to outperform the CAPM In: The European Journal of Finance.
[Full Text][Citation analysis]
article3
2017Financial constraints and asset pricing: comprehensive evidence from London Stock Exchange In: The European Journal of Finance.
[Full Text][Citation analysis]
article1
2007Mind Coskewness: A Performance Measure for Prudent, Long-Term Investors In: Discussion Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2022. Contact: CitEc Team