ALEXANDROS KOSTAKIS : Citation Profile


Are you ALEXANDROS KOSTAKIS?

University of Liverpool

10

H index

11

i10 index

389

Citations

RESEARCH PRODUCTION:

22

Articles

8

Papers

RESEARCH ACTIVITY:

   13 years (2007 - 2020). See details.
   Cites by year: 29
   Journals where ALEXANDROS KOSTAKIS has often published
   Relations with other researchers
   Recent citing documents: 85.    Total self citations: 11 (2.75 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko448
   Updated: 2020-10-17    RAS profile: 2020-09-21    
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Relations with other researchers


Works with:

Kanas, Angelos (2)

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 (20)

BABALOS, VASSILIOS (18)

Skiadopoulos, George (17)

Demirer, Riza (16)

Daskalaki, Charoula (12)

Balcilar, Mehmet (10)

PHILIPPAS, NIKOLAOS (9)

Akinsomi, Omokolade (8)

Caporale, Guglielmo Maria (6)

Phillips, Peter (6)

Guidolin, Massimo (6)

Cites to:

Pedersen, Lasse (24)

Fama, Eugene (19)

Amihud, Yakov (18)

French, Kenneth (16)

Campbell, John (16)

West, Kenneth (12)

Shleifer, Andrei (12)

Bernanke, Ben (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
Journal of Banking & Finance3
The European Journal of Finance3
Management Science3
European Journal of Operational Research2
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 (2020 and 2019)


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

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

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

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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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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.

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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.

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2019Ownership structure, board characteristics and dividend policy: evidence from the Warsaw Stock Exchange. (2019). Pieloch-Babiarz, Aleksandra. In: Ekonomia i Prawo. RePEc:cpn:umkeip:v:18:y:2019:i:3:p:317-330.

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2019Predictive Regressions. (2019). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:28554.

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

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2019Herding behavior in cryptocurrencies revisited: Novel evidence from a TVP model. (2019). Babalos, Vassilios ; Stavroyiannis, Stavros. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:22:y:2019:i:c:p:57-63.

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2019A key determinant of commodity price Co-movement: The role of daily market liquidity. (2019). Scheffel, Eric M ; Ding, Shusheng ; Zhang, Yongmin. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:170-180.

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

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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.

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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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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.

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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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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.

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2019Balanced predictive regressions. (2019). Ren, Yu ; Yi, Yanping ; Tu, Yundong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:118-142.

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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.

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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.

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2019Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets. (2019). Goutte, Stéphane ; Jamali, Ibrahim ; Guesmi, Khaled ; Abid, Ilyes. In: Energy Policy. RePEc:eee:enepol:v:134:y:2019:i:c:s0301421519305403.

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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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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.

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2019Herding behaviour in cryptocurrencies. (2019). GUPTA, RANGAN ; Roubaud, David ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:216-221.

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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.

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2019Global liquidity, money growth and UK inflation. (2019). Milas, Costas ; Ellington, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:42:y:2019:i:c:p:67-74.

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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.

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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.

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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.

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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.

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2019Do closed-end fund investors herd?. (2019). Gebka, Bartosz ; Cui, Yueting ; Kallinterakis, Vasileios. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:194-206.

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2019Asset prices and “the devil(s) you know”. (2019). Prokopczuk, Marcel ; Hollstein, Fabian ; Benno, Duc Binh. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:20-35.

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2019Stock vs. Bond yields and demographic fluctuations. (2019). Morin, Annaig ; Gozluklu, Arie . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302572.

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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.

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

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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.

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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.

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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.

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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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2019Contagion across US and European financial markets: Evidence from the CDS markets. (2019). Apergis, Nicholas ; Christou, Christina ; Kynigakis, Iason. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:1-12.

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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.

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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.

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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.

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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.

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2019Economic freedom and asymmetric crisis effects on FDI inflows: The case of four South European economies. (2019). Economou, Fotini. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:114-126.

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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.

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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.

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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.

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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.

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

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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.

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2019A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion. (2019). Skiadopoulos, George ; Faccini, Renato ; Sarantopoulou-Chiourea, Sylvia ; Konstantinidi, Eirini. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:10:p:4927-4949.

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2019Understanding the Sources of Risk Underlying the Cross Section of Commodity Returns. (2019). Rossi, Alberto G ; Gao, Xiaohui ; Bakshi, Gurdip. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:2:p:619-641.

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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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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.

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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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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.

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2019An Empirical Study of Herding Behaviour in China’s A-Share and B-Share Markets: Evidence of Bidirectional Herding Activities. (2019). Muhammad, Junaina ; Bany-Ariffin, A N ; Chong, Oi-Ping. In: Capital Markets Review. RePEc:mfa:journl:v:27:y:2019:i:2:p:37-57.

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2019Semiparametric Single-index Predictive Regression. (2019). GAO, Jiti ; Kew, Hsein ; Harris, David ; Zhou, Weilun. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-25.

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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.

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2019The Time Variation in Risk Appetite and Uncertainty. (2019). Bekaert, Geert ; Xu, Nancy R ; Engstrom, Eric C. In: NBER Working Papers. RePEc:nbr:nberwo:25673.

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2020.

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2020Fear of Hazards in Commodity Futures Markets. (2020). Miffre, Joelle ; Gonzalez-Fernandez, Marcos ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: MPRA Paper. RePEc:pra:mprapa:100528.

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

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2019An Empirical Analysis of the Russian Financial Markets’ Liquidity and Returns. (2019). Lebedeva, K. In: Вестник исследований бизнеса и экономики // Review of Business and Economics Studies. RePEc:scn:00rbes:y:2015:i:3:p:5-31.

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2019A measure of total firm performance: new insights for the corporate objective. (2019). Clark, Ephraim ; Kassimatis, Konstantino ; Belghitar, Yacine. In: Annals of Operations Research. RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2983-z.

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2019Time-varying diversification benefits of commodity futures. (2019). demiralay, sercan ; Gencer, Gaye H ; Bayraci, Selcuk. In: Empirical Economics. RePEc:spr:empeco:v:56:y:2019:i:6:d:10.1007_s00181-018-1450-7.

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2020Do mutual funds have consistency in their performance?. (2020). Zia-ur-Rehman Rao, ; Umar, Muhammad ; Ahsan, Tanveer ; Tauni, Muhammad Zubair. In: Portuguese Economic Journal. RePEc:spr:portec:v:19:y:2020:i:2:d:10.1007_s10258-019-00163-2.

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2019How does reserve ratio decreasing act on market: Empirical evidence from China. (2019). Wang, Yuxun. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:9:y:2019:i:5:f:9_5_2.

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2019Co-skewness across Return Horizons. (2019). cotter, john ; Jin, Chenglu ; Conlon, Thomas. In: Working Papers. RePEc:ucd:wpaper:201910.

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2019Variance and skew risk premiums for the volatility market: The VIX evidence. (2019). Xu, Yahua ; da Fonseca, Jose. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:3:p:302-321.

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2019An analysis of illiquidity in commodity markets. (2019). Ganepola, Chanaka N ; Cho, Sungjun ; Garrett, Ian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:8:p:962-984.

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2020Speculative pressure. (2020). Fernandezperez, Adrian ; Fuertes, AnaMaria ; Miffre, Joelle ; Fan, John Hua. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:4:p:575-597.

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2020The untold story of commodity futures in China. (2020). Fan, John Hua ; Zhang, Tingxi. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:4:p:671-706.

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2020The role of financial investors in determining the commodity futures risk premium. (2020). Isleimeyyeh, Mohammad. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:9:p:1375-1397.

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2019Productivity and efficiency analysis of Pakistani mutual funds using Malmquist index approach. (2019). Naseem, Muhammad Akram ; Ur, Ramiz ; Ahmad, Muhammad Ishfaq ; Khan, Hafsa ; Naz, Farah. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2019:i:03:n:s2424786319500269.

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2019LIQUIDITY AND FIRM VALUE IN AN EMERGING MARKET. (2019). Vo, Xuan Vinh ; Batten, Jonathan. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:64:y:2019:i:02:n:s0217590817470063.

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2020Beta dispersion and market timing. (2020). Kuntz, Laura-Chloe. In: Discussion Papers. RePEc:zbw:bubdps:462020.

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2020Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value. (2020). Florackis, Chris ; Sainani, Sushil ; Kostakis, Alexandros ; Kanas, Angelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:2:p:748-766.

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Works by ALEXANDROS KOSTAKIS:


YearTitleTypeCited
2013On Monetary Policy and Stock Market Anomalies In: Journal of Business Finance & Accounting.
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article8
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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2019A Single-Factor Consumption-Based Asset Pricing Model In: Journal of Financial and Quantitative Analysis.
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article0
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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paper12
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: 12
article
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: 12
paper
2015Dividend policy, managerial ownership and debt financing: A non-parametric perspective In: European Journal of Operational Research.
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article4
2020Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value In: European Journal of Operational Research.
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article0
2013Herding behavior in REITs: Novel tests and the role of financial crisis In: International Review of Financial Analysis.
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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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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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2012Higher co-moments and asset pricing on London Stock Exchange In: Journal of Banking & Finance.
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2014Are there common factors in individual commodity futures returns? In: Journal of Banking & Finance.
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2009Managerial ownership and performance In: Journal of Business Research.
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2014On stock market illiquidity and real-time GDP growth In: Journal of International Money and Finance.
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2009Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry In: Journal of Multinational Financial Management.
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2011Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis In: Working Papers.
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2011Market Timing with Option-Implied Distributions: A Forward-Looking Approach In: Management Science.
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2017What Does Risk-Neutral Skewness Tell Us About Future Stock Returns? In: Management Science.
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2018Do Stock Returns Really Decrease with Default Risk? New International Evidence In: Management Science.
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2015Robust Econometric Inference for Stock Return Predictability In: Review of Financial Studies.
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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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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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2009Performance measures and incentives: loading negative coskewness to outperform the CAPM In: The European Journal of Finance.
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2017Financial constraints and asset pricing: comprehensive evidence from London Stock Exchange In: The European Journal of Finance.
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2007Mind Coskewness: A Performance Measure for Prudent, Long-Term Investors In: Discussion Papers.
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