ALEXANDROS KOSTAKIS : Citation Profile


Are you ALEXANDROS KOSTAKIS?

University of Liverpool

10

H index

10

i10 index

307

Citations

RESEARCH PRODUCTION:

18

Articles

8

Papers

RESEARCH ACTIVITY:

   11 years (2007 - 2018). See details.
   Cites by year: 27
   Journals where ALEXANDROS KOSTAKIS has often published
   Relations with other researchers
   Recent citing documents: 106.    Total self citations: 9 (2.85 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pko448
   Updated: 2019-06-16    RAS profile: 2019-03-09    
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Relations with other researchers


Works with:

Kontonikas, Alexandros (4)

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 (19)

BABALOS, VASSILIOS (18)

Demirer, Riza (16)

Skiadopoulos, George (13)

Balcilar, Mehmet (10)

PHILIPPAS, NIKOLAOS (9)

Akinsomi, Omokolade (8)

Guidolin, Massimo (6)

Caporale, Guglielmo Maria (6)

Milas, Costas (5)

Bernales, Alejandro (4)

Cites to:

Pedersen, Lasse (23)

Amihud, Yakov (17)

Campbell, John (13)

Fama, Eugene (13)

Bernanke, Ben (12)

West, Kenneth (11)

French, Kenneth (11)

Shin, Hyun Song (9)

Shleifer, Andrei (9)

Subrahmanyam, Avanidhar (9)

Acharya, Viral (9)

Main data


Where ALEXANDROS KOSTAKIS has published?


Journals with more than one article published# docs
The European Journal of Finance3
Journal of Banking & Finance3
International Review of Financial Analysis2
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 (2018 and 2017)


YearTitle of citing document
2018Consistent Inference for Predictive Regressions in Persistent VAR Economies. (2018). Andersen, Torben ; Varneskov, Rasmus T. In: CREATES Research Papers. RePEc:aah:create:2018-09.

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2018The effects of business cycle indicators on stock market indices of food industry in Iran. (2018). Mohammadi, Hassan ; Shabanian, F ; Shahnoushi, N ; Abolhasani, L. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277425.

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

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2018Exploring sentiment-driven trading behavior of different types of investors in London office market. (2018). Ke, Qiulin ; Sieracki, Karen. In: ERES. RePEc:arz:wpaper:eres2018_112.

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2018An Empirical Evidence of Over Reaction Hypothesis on Karachi Stock Exchange (KSE). (2018). Chhapra, Imran ; Ahmed, Farhan ; Saad, Sanyah ; Kashif, Muhammad. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:449-465.

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2019Determinants of Mutual Funds Performance in Pakistan. (2019). Siddiqui, Danish Ahmed ; Asad, Muhammad. In: International Journal of Social and Administrative Sciences. RePEc:asi:ijosaa:2019:p:85-107.

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2018Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors. (2018). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1886.

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2017Small-Sample Tests for Stock Return Predictability with Possibly Non-Stationary Regressors and GARCH-Type Effects. (2017). Gungor, Sermin ; Luger, Richard . In: Staff Working Papers. RePEc:bca:bocawp:17-10.

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2018Monetary policy uncertainty, positions of traders and changes in commodity futures prices. (2018). Gospodinov, Nikolay ; Jamali, Ibrahim. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:2:p:239-260.

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2017A Simple Approach for Diagnosing Instabilities in Predictive Regressions. (2017). Pitarakis, Jean-Yves. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:5:p:851-874.

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2018Expected Stock Returns and the Correlation Risk Premium. (2018). Vilkov, Grigory ; Schonleber, Lorenzo ; Buss, Adrian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12760.

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2019Herding behaviour in an emerging market: Evidence from the Moscow Exchange. (2019). Indars, Edgars Rihards ; Lubloy, agnes ; Savin, Aliaksei. In: Corvinus Economics Working Papers (CEWP). RePEc:cvh:coecwp:2019/01.

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2017Herding behaviour of Dutch pension funds in sovereign bond investments. (2017). Bikker, Jacob ; Koetsier, Ian. In: DNB Working Papers. RePEc:dnb:dnbwpp:569.

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2017A Review on Agency Cost of Shariah Governance in Mutual Fund. (2017). Yahya, Mohamed Hisham ; Fikri, Sofi Mohd ; Hassan, Taufiq. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-67.

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2017Herd Behavior and Rational Expectations: A Test of China’s Market Using Quantile Regression. (2017). Chen, Yi-Chang ; Huang, Jen-Jsung ; Wu, Hung-Che . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-85.

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2017How Does Volatility of Characteristics-sorted Portfolios Respond to Macroeconomic Volatility?. (2017). al Samman, Ahmed ; Otaify, Mahmoud Moustafa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-39.

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2017Oil and stock markets before and after financial crises : a local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2016-11.

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2018In search of beta. (2018). Tharyan, Rajesh ; Hua, Shan ; Gregory, Alan. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:4:p:425-441.

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2017Unconventional monetary policy and the stock market’s reaction to Federal Reserve policy actions. (2017). Tas, Bedri ; Eksi, Ozan ; Onur, Bedri Kamil. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:136-147.

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2017Herding behavior, market sentiment and volatility: Will the bubble resume?. (2017). Uddin, Gazi ; naoui, kamel ; Bekiros, Stelios ; Lucey, Brian ; Jlassi, Mouna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:107-131.

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2017Herd behavior of the overall market: Evidence based on the cross-sectional comovement of returns. (2017). Lee, Kyuseok. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:266-284.

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2017Investor sentiment and country exchange traded funds: Does economic freedom matter?. (2017). Lee, Chien-Chiang ; Hsu, Yi-Chung ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:285-299.

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2018Cross herding between American industries and the oil market. (2018). Ben Mabrouk, Houda ; Litimi, Houda ; Benmabrouk, Houda. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:196-205.

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2018A semi-parametric panel data analysis on financial development-economic volatility nexus in developing countries. (2018). Zouaoui, Haykel ; Ellouz, Nidhal Ziedi ; Mazioud, Manel . In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:50-55.

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2018Testing for parameter instability in predictive regression models. (2018). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Robert, A M ; Georgiev, Iliyan. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:101-118.

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2019A unified test for predictability of asset returns regardless of properties of predicting variables. (2019). Liu, Xiaohui ; Peng, Liang ; Cai, Zongwu ; Yang, Bingduo. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:141-159.

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2017Effect of partial cross ownership on supply chain performance. (2017). Chen, Jiguang ; Song, Jing-Sheng ; Hu, Qiying. In: European Journal of Operational Research. RePEc:eee:ejores:v:258:y:2017:i:2:p:525-536.

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2018Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing. (2018). Guidolin, Massimo ; Pedio, Manuela ; Giampietro, Marta. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:685-702.

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2018Liquidity and macroeconomic management in emerging markets. (2018). Chowdhury, Anup ; Anderson, Keith ; Uddin, Moshfique. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:1-24.

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2019Ex-dividend day price behavior and liquidity in a tax-free emerging market. (2019). Dupuis, Daniel . In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:239-250.

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2019Herding behaviour in an emerging market: Evidence from the Moscow Exchange. (2019). Lubloy, agnes ; Savin, Aliaksei ; Indrs, Edgars Rihards. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:468-487.

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2017Diversification benefits of commodities: A stochastic dominance efficiency approach. (2017). Topaloglou, Nikolas ; Skiadopoulos, George ; Daskalaki, Charoula. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:250-269.

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2018World output gap and global stock returns. (2018). Atanasov, Victoria . In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:181-197.

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2017Board structure and corporate risk taking in the UK financial sector. (2017). Akbar, Saeed ; Ali, Syed Zulfiqar ; Poletti-Hughes, Jannine ; Kharabsheh, Buthiena . In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:101-110.

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2017Intraday herding on a cross-border exchange. (2017). Verousis, Thanos ; Andrikopoulos, Panagiotis ; Kallinterakis, Vasileios ; Leite, Mario Pedro. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:25-36.

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2017International stock return predictability: Evidence from new statistical tests. (2017). Kim, Jae ; Darné, Olivier ; Charles, Amelie ; Darne, Olivier. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:97-113.

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2018Momentum and reversal strategies in Chinese commodity futures markets. (2018). Yang, Yurun ; Pantelous, Athanasios A ; Goncu, Ahmet. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:177-196.

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2019Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach. (2019). Floro, Danvee. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:164-181.

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2017Herding effect on idiosyncratic volatility in U.S. industries. (2017). BenSaïda, Ahmed ; Bensaida, Ahmed. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:121-132.

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2017Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis. (2017). Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:152-164.

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2017Corporate governance practices, ownership structure, and corporate performance in the GCC countries. (2017). Ismail, Ahmad ; Abdallah, Abed Al-Nasser. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:98-115.

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2017Herding in frontier markets: Evidence from African stock exchanges. (2017). Guney, Yilmaz ; Komba, Gabriel ; Kallinterakis, Vasileios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:152-175.

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2017Social norms and market outcomes: The effects of religious beliefs on stock markets. (2017). Al-Awadhi, Abdullah M ; Dempsey, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:119-134.

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2018Is stock return predictability time-varying?. (2018). Devpura, Neluka ; Sharma, Susan Sunila ; Narayan, Paresh Kumar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:152-172.

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2018The non-persistent relationship between foreign equity flows and emerging stock market returns across quantiles. (2018). Yan, Cheng ; Wang, Xichen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:38-54.

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2018A new GARCH model with higher moments for stock return predictability. (2018). Narayan, Paresh Kumar ; Liu, Ruipeng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:93-103.

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2017Flight-to-quality, economic fundamentals, and stock returns. (2017). Kaul, Aditya ; Kayacetin, Nuri Volkan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:162-175.

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2017Variance risk in commodity markets. (2017). Symeonidis, Lazaros ; Prokopczuk, Marcel ; Simen, Chardin Wese . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:81:y:2017:i:c:p:136-149.

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2017Out-of-sample equity premium predictability and sample split–invariant inference. (2017). Karapandza, Rasa ; Kolev, Gueorgui I. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:188-201.

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2017The case for herding is stronger than you think. (2017). Trede, Mark ; Bohl, Martin T ; Branger, Nicole. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:30-40.

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2018Financial market illiquidity shocks and macroeconomic dynamics: Evidence from the UK. (2018). Ellington, Michael. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:225-236.

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2018Do politically connected independent directors create or destroy value?. (2018). Shi, Haina ; Zhang, Xin ; Xu, Haoping . In: Journal of Business Research. RePEc:eee:jbrese:v:83:y:2018:i:c:p:82-96.

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2018Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity. (2018). Chen, Yong ; Paye, Bradley S ; Eaton, Gregory W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:1:p:48-73.

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2017Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR. (2017). Milas, Costas ; Florackis, Chris ; Ellington, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:72:y:2017:i:c:p:93-117.

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2017Option-implied expectations in commodity markets and monetary policy. (2017). Triantafyllou, Athanasios ; Dotsis, George. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:1-17.

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2018Information demand and stock return predictability. (2018). Vlastakis, Nikolaos ; Papadimitriou, Fotios I ; Chronopoulos, Dimitris K. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:80:y:2018:i:c:p:59-74.

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2018“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2018). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Gadea, Maria Dolores. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:1-30.

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2019Legal institutions and fragile financial markets. (2019). Chung, Huimin ; Chiu, Junmao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:277-298.

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2017Does a Muslim CEO matter in Shariah-compliant companies? Evidence from Malaysia. (2017). Hooy, Chee-Wooi ; Ali, Ruhani . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:126-141.

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2018Regime-dependent herding behavior in Asian and Latin American stock markets. (2018). Kabir, Humayun M ; Shakur, Shamim. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:60-78.

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2018A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test. (2018). Faria, S H ; Neumann, M B ; Polanco-Martinez, J M ; Fernandez-Macho, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1211-1227.

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2018Is stock market volatility asymmetric? A multi-period analysis for five countries. (2018). Bentes, Sonia R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:499:y:2018:i:c:p:258-265.

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2018Trading strategies in terms of continuous rising (falling) prices or continuous bullish (bearish) candlesticks emitted. (2018). Ni, Yensen ; Day, Min-Yuh ; Huang, Paoyu ; Cheng, Yirung. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:501:y:2018:i:c:p:188-204.

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2017The dynamic and asymmetric herding behavior of US equity fund managers in the stock market. (2017). Fang, Hao ; Lee, Yen-Hsien ; Shen, Chung-Hua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:353-369.

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2017The dynamic effects of quantitative easing on stock price: Evidence from Asian emerging markets, 2001–2016. (2017). Li, Kui-Wai ; Shimada, Junji ; Miyakoshi, Tatsuyoshi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:548-567.

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2017News surprises and volatility spillover among agricultural commodities: The case of corn, wheat, soybean and soybean oil. (2017). Bassil, Charbel ; Nehme, Tamara ; Hamadi, Hassan . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:148-157.

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2017Stock liquidity and SMEs’ likelihood of bankruptcy: Evidence from the US market. (2017). Hudson, Robert ; el Kalak, Izidin ; Karim, Mohamad Abd ; Azevedo, Alcino. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1383-1393.

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2017Herding behavior in the Pakistan stock exchange: Some new insights. (2017). Shah, Attaullah ; Ud, Mohay ; Khan, Safi Ullah . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:865-873.

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2017Herd behavior in the drybulk market: an empirical analysis of the decision to invest in new and retire existing fleet capacity. (2017). Papapostolou, Nikos ; Kyriakou, Ioannis ; Pouliasis, Panos K. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:104:y:2017:i:c:p:36-51.

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2018Measuring financial interdependence in asset returns with an application to euro zone equities. (2018). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee ; Martin, Vance L. In: CAMA Working Papers. RePEc:een:camaaa:2018-05.

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2017A Cointegrated Regime-Switching Model Approach with Jumps Applied to Natural Gas Futures Prices. (2017). Leonhardt, Daniel ; Zagst, Rudi ; Ware, Antony. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:48-:d:111674.

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2017International Stock Return Predictability: Evidence from New Statistical Tests. (2017). Kim, Jae ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01626101.

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2017Diversité du conseil dadministration et politique de dividende des grands groupes bancaires systémiques : théories et investigations empiriques. (2017). Vernier, Eric ; DANNON, Hodonou ; Dumoulin, Regis. In: Post-Print. RePEc:hal:journl:hal-01856607.

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2019Market Timing with Option-Implied Distributions in an Exponentially Tempered Stable Lévy Market. (2019). Polaski, Zachary ; Guerra, Manuel. In: Working Papers REM. RePEc:ise:remwps:wp0742019.

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2018Unified Tests for a Dynamic Predictive Regression. (2018). Yang, Bingduo ; Cai, Zongwu ; Peng, Liang ; Liu, Xiaohui. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201808.

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2018The pricing kernel puzzle: survey and outlook. (2018). Cuesdeanu, Horatio ; Jackwerth, Jens Carsten. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:3:d:10.1007_s10436-017-0317-9.

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2019Large Shareholding and Firm Value in the Alternative Investment Market (AIM). (2019). Mase, Bryan ; Asieh, Seyedeh ; Mortazian, Mona. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:2:d:10.1007_s10690-018-9256-3.

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2018A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization. (2018). Mba, Jules Clement ; Koumba, UR ; Pindza, Edson . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:4:d:10.1007_s11408-018-0320-9.

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2018CEO Hubris and Firm Performance: Exploring the Moderating Roles of CEO Power and Board Vigilance. (2018). Park, Jong-Hun ; Sung, Yun-Dal ; Lee, Dong-Hyun ; Chang, Young Kyun ; Kim, Changsu. In: Journal of Business Ethics. RePEc:kap:jbuset:v:147:y:2018:i:4:d:10.1007_s10551-015-2997-2.

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2017Time-Varying and Spatial Herding Behavior in the US Housing Market: Evidence from Direct Housing Prices. (2017). Hassan, M. Kabir ; Sohn, Daniel P ; Ngene, Geoffrey M. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:4:d:10.1007_s11146-016-9552-5.

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2018Stock Market Contagion: a New Approach. (2018). Lyócsa, Štefan ; Horvath, Roman ; Lyocsa, Tefan. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:3:d:10.1007_s11079-018-9481-4.

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2018Risk-adjusted option-implied moments. (2018). Brinkmann, Felix ; Korn, Olaf . In: Review of Derivatives Research. RePEc:kap:revdev:v:21:y:2018:i:2:d:10.1007_s11147-017-9136-4.

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2018Does the Federal Constitutional Court Ruling Mean the German Financial Market is Efficient?. (2018). Fakhry, Bachar ; Richter, Christian. In: European Journal of Business Science and Technology. RePEc:men:journl:v:4:y:2018:i:2:p:111-125.

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2018Higher co-moments and asset pricing on emerging stock markets by quantile regression approach. (2018). Luu, Toan Huynh ; Nguyen, Sang Phu. In: Business and Economic Horizons (BEH). RePEc:pdc:jrnbeh:v:14:y:2018:i:1:p:132-142.

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2017Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis. (2017). Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, Tefan. In: MPRA Paper. RePEc:pra:mprapa:76915.

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2017Factor Pricing in Commodity Futures and the Role of Liquidity. (2017). CHONG, Terence Tai Leung ; Chan, Wing Hong ; Tsui, Chun . In: MPRA Paper. RePEc:pra:mprapa:80555.

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2017Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals. (2017). Xu, Bing ; Sakemoto, Ryuta ; Byrne, Joseph. In: MPRA Paper. RePEc:pra:mprapa:80791.

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2018Modeling and forecasting commodity market volatility with long-term economic and financial variables. (2018). Walther, Thomas ; Nguyen, Duc Khuong. In: MPRA Paper. RePEc:pra:mprapa:84464.

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2017Oil Speculation and Herding Behavior in Emerging Stock Markets. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Demirer, Riza ; Cakan, Esin. In: Working Papers. RePEc:pre:wpaper:201749.

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2018Herding Behaviour in the Cryptocurrency Market. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201834.

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2019Testing for Episodic Predictability in Stock Returns. (2019). Taylor, Robert ; Rodrigues, Paulo ; Robert, A M ; Georgiev, Iliyan ; Demetrescu, Matei. In: Working Papers. RePEc:ptu:wpaper:w201906.

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2017The Moderating Role of Corporate Governance on the Relationship between Capital Structure and Financial Performance: Evidence from Manufacturing Sector of Pakistan. (2017). Javed, Faisal ; Iqbal, Muhammad. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:6:y:2017:i:1:p:89-105.

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2017Monetary Policy and the Stock Market: Time Series Evidence. (2017). Weber, Michael ; Neuhierl, Andreas. In: 2017 Meeting Papers. RePEc:red:sed017:304.

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2018Investor Sentiment: Too Contagious to Ignore?. (2018). Soebhag, Amar. In: Applied Finance and Accounting. RePEc:rfa:afajnl:v:4:y:2018:i:1:p:54-72.

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2018The impact of fund attributes on performance: Empirical evidence for Polish equity funds. (2018). Filip, Dariusz. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:36:y:2018:i:2:p:465-488.

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2018Least Squares and IVX Limit Theory in Systems of Predictive Regressions with GARCH innovations. (2018). Magdalinos, Tassos. In: Working Paper series. RePEc:rim:rimwps:18-24.

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2018Interdependence between Monetary Policy and Stock Liquidity: A Panel VAR Approach. (2018). Debata, Byomakesh ; Mahakud, Jitendra. In: Margin: The Journal of Applied Economic Research. RePEc:sae:mareco:v:12:y:2018:i:4:p:387-413.

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2017Investing strategies as continuous rising (falling) share prices released. (2017). Wu, Manhwa ; Ni, Yensen ; Huang, Paoyu. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:41:y:2017:i:4:d:10.1007_s12197-016-9377-3.

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2017The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective. (2017). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Akinsomi, Omokolade. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:41:y:2017:i:4:d:10.1007_s12197-016-9381-7.

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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.
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2010On monetary policy and stock market anomalies.(2010) In: SIRE Discussion Papers.
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This paper has another version. Agregated cites: 8
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2010On monetary policy and stock market anomalies.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 8
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2011Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis In: SIRE Discussion Papers.
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paper1
2013Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis In: SIRE Discussion Papers.
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paper11
2014Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis.(2014) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 11
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2013Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 11
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2015Dividend policy, managerial ownership and debt financing: A non-parametric perspective In: European Journal of Operational Research.
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article3
2013Herding behavior in REITs: Novel tests and the role of financial crisis In: International Review of Financial Analysis.
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article34
2018Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis In: International Review of Financial Analysis.
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2011Cross-country effects in herding behaviour: Evidence from four south European markets In: Journal of International Financial Markets, Institutions and Money.
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article48
2011Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio In: Journal of Banking & Finance.
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article26
2012Higher co-moments and asset pricing on London Stock Exchange In: Journal of Banking & Finance.
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article6
2014Are there common factors in individual commodity futures returns? In: Journal of Banking & Finance.
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article33
2009Managerial ownership and performance In: Journal of Business Research.
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article21
2014On stock market illiquidity and real-time GDP growth In: Journal of International Money and Finance.
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article12
2009Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry In: Journal of Multinational Financial Management.
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article13
2011Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis In: Working Papers.
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paper1
2011Market Timing with Option-Implied Distributions: A Forward-Looking Approach In: Management Science.
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article36
2015Robust Econometric Inference for Stock Return Predictability In: Review of Financial Studies.
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article37
2012The Impact of Stock Market Illiquidity on Real UK GDP Growth In: Working Paper series.
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2007Spurious results in testing mutual fund performance persistence: evidence from the Greek market In: Applied Financial Economics Letters.
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article5
2008Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market In: The European Journal of Finance.
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article9
2009Performance measures and incentives: loading negative coskewness to outperform the CAPM In: The European Journal of Finance.
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article3
2017Financial constraints and asset pricing: comprehensive evidence from London Stock Exchange In: The European Journal of Finance.
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article0
2007Mind Coskewness: A Performance Measure for Prudent, Long-Term Investors In: Discussion Papers.
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