ALEXANDROS KOSTAKIS : Citation Profile

University of Liverpool

13

H index

16

i10 index

741

Citations

RESEARCH PRODUCTION:

26

Articles

10

Papers

RESEARCH ACTIVITY:

   16 years (2007 - 2023). See details.
   Cites by year: 46
   Journals where ALEXANDROS KOSTAKIS has often published
   Relations with other researchers
   Recent citing documents: 60.    Total self citations: 15 (1.98 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pko448
   Updated: 2025-03-08    RAS profile: 2024-10-13    
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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 (25)

Skiadopoulos, George (20)

Demirer, Riza (18)

BABALOS, VASSILIOS (15)

Phillips, Peter (13)

Daskalaki, Charoula (12)

Guidolin, Massimo (12)

Balcilar, Mehmet (10)

Akinsomi, Omokolade (8)

Hudson, Robert (7)

Demetrescu, Matei (7)

Cites to:

Campbell, John (32)

Pedersen, Lasse (25)

French, Kenneth (24)

Fama, Eugene (22)

Amihud, Yakov (19)

Shleifer, Andrei (17)

West, Kenneth (14)

Bernanke, Ben (13)

Acharya, Viral (12)

Subrahmanyam, Avanidhar (11)

Stambaugh, Robert (11)

Main data

Production by document typearticlepaper2007200820092010201120122013201420152016201720182019202020212022202302.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20072008200920102011201220132014201520162017201820192020202120222023010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2007200820092010201120122013201420152016201720182019202020212022202320242025050100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20082009201020112012201320142015201620172018201920202021202220230100200300Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 13Most cited documents123456789101112131415050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where ALEXANDROS KOSTAKIS has published?

Journals with more than one article published# docs
Journal of Banking & Finance5
The European Journal of Finance3
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
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)3
Working Papers / Business School - Economics, University of Glasgow3

Recent works citing ALEXANDROS KOSTAKIS (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926.

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2024Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218.

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2024.

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2024Incentive-oriented power?carbon emissions trading-tradable green certificate integrated market mechanisms using multi-agent deep reinforcement learning. (2024). Zhang, Xingping ; Guo, Xiaopeng. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018226.

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2024Risk-neutral skewness and stock market returns: A time-series analysis. (2024). Zhang, LU ; Wu, Zhengyu ; Li, Xiaowei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001638.

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2024Regret-aversion over different maturities: Application to energy futures markets. (2024). Ben Amar, Amine ; Bellalah, Makram ; Clark, Ephraim. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002969.

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2024Semi-parametric single-index predictive regression models with cointegrated regressors. (2024). GAO, Jiti ; Zhou, Weilun ; Kew, Hsein ; Harris, David. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002932.

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2024House price bubbles under the COVID-19 pandemic. (2024). Pedersen, Thomas Q ; Moller, Stig V ; Hansen, Jacob H ; Schutte, Christian M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001299.

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2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Ur, Mobeen ; Kashif, Muhammad ; Palwishah, Rana. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

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2024Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Hammoudeh, Shawkat ; Roubaud, David ; Asadi, Mehrad ; Sheikh, Umaid A. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309.

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2024Commodity sectors and factor investment strategies. (2024). Sakemoto, Ryuta ; Nakagawa, Kei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004253.

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2024Financial shocks, investor sentiment, and heterogeneous firms’ output volatility: Evidence from credit asset securitization markets. (2024). Yang, Jianfei ; Li, Jia. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012321.

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2024Do investors herd under global crises? A comparative study between Chinese and the United States stock markets. (2024). Sun, Shuanglin ; Cheng, Tingting ; Xing, Shuo. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001508.

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2024Does religiosity affect stock investors’ herding behaviour? Global evidence. (2024). Duxbury, Darren ; Gebka, Bartosz ; el Hajjar, Samah ; Su, Chen. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001958.

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2024Managerial ownership and labor income share. (2024). Shi, Huaizhi. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002137.

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2024Herd behavior in U.S. bank stocks. (2024). Payne, James ; Alkhazali, Osamah ; Kirimhan, Destan. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009607.

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2024GMM weighting matrices in cross-sectional asset pricing tests. (2024). Thimme, Julian ; Schlag, Christian ; Meinerding, Christoph ; Laurinaityte, Nora. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000438.

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2024Pandemic tail risk. (2024). Marfe, Roberto ; Corvino, Raffaele ; Breugem, Matthijs ; Schonleber, Lorenzo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001717.

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2024The nonlinear relationship between employee stock ownership plans and firm performance: Evidence from China. (2024). Dasilas, Apostolos. In: Journal of Business Research. RePEc:eee:jbrese:v:173:y:2024:i:c:s0148296323008299.

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2024The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation. (2024). Gebka, Bartosz ; Kallinterakis, Vasileios ; Radi, Sherrihan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:966-995.

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2024Revisiting the pricing impact of commodity market spillovers on equity markets. (2024). Hyde, Stuart ; Bowe, Michael ; Pinto-Avalos, Francisco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000594.

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2024Predicting the equity premium with financial ratios: A comprehensive look over a long period in Korea. (2024). Ho, Young ; Hahn, Jaehoon ; Park, Dojoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000714.

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2024An extension analysis of Amihuds illiquidity premium: Evidence from the Taiwan stock market. (2024). Yang, Chung-Jen ; Sheu, Her-Jiun ; Lien, Donald ; Lee, Hsiu-Chuan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x2400235x.

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2024Trading activity, risk aversion, and risk neutral skewness: Evidence from SSE 50ETF option. (2024). Zhou, Xin ; Jiang, Zhengyun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:378-399.

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2024Herding in international REITs markets around the COVID-19 pandemic. (2024). GUPTA, RANGAN ; Ngene, Geoffrey ; Lesame, Keagile ; Bouri, Elie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002738.

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2024Investors’ attention and network spillover for commodity market forecasting. (2024). Mattera, Raffaele ; Ficcadenti, Valerio ; Cerqueti, Roy. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002222.

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2024Long-horizon predictions of credit default with inconsistent customers. (2024). Zhou, Ying ; Dong, Bingjie ; Chi, Guotai ; Jin, Peng. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006935.

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2024Technology-driven carbon reduction: Analyzing the impact of digital technology on Chinas carbon emission and its mechanism. (2024). Shen, Yang ; Zhang, Xiuwu ; Liu, Yajun. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008090.

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2024Managerial Social Capital and Dividends: Evidence from the UK. (2024). Iqbal, Abdullah ; King, Timothy ; Al-Bataineh, Omar. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:12:p:560-:d:1544328.

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2024Viral decisions: unmasking the impact of COVID-19 info and behavioral quirks on investment choices. (2024). Jalil, Faryal ; Saltik, Omur ; Ul, Wasim ; Degirmen, Suleyman. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03011-7.

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2025.

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2024Investor Herding and Price Informativeness in Global Markets: Evidence from Earnings Announcements. (2024). Chen, Tao ; Mo, Han ; Larson, Robert K. In: Journal of Behavioral Finance. RePEc:taf:hbhfxx:v:25:y:2024:i:1:p:92-110.

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2024Green bonds as a bridge to the UN sustainable development goals on environment: A climate change empirical investigation. (2024). Ishaque, Maria ; Yusuf, Fatima ; Ahmed, Rizwan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2428-2451.

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Works by ALEXANDROS KOSTAKIS:

Year  ↓Title  ↓Type  ↓Cited  ↓
2013On Monetary Policy and Stock Market Anomalies In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article14
2010On monetary policy and stock market anomalies.(2010) In: SIRE Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2010On monetary policy and stock market anomalies.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Pricing Event Risk: Evidence from Concave Implied Volatility Curves In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper2
2019A Single-Factor Consumption-Based Asset Pricing Model In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article5
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]		paper18
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 nother version. Agregated cites: 18		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 nother version. Agregated cites: 18		paper
2021The (non-) effect of labor unionization on firm risk: Evidence from the options market In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article1
2023Taking stock of long-horizon predictability tests: Are factor returns predictable? In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
2015Dividend policy, managerial ownership and debt financing: A non-parametric perspective In: European Journal of Operational Research.
[Full Text][Citation analysis]		article11
2020Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value In: European Journal of Operational Research.
[Full Text][Citation analysis]		article5
2013Herding behavior in REITs: Novel tests and the role of financial crisis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article71
2018Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
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]		article105
2021Positive stock information in out-of-the-money option prices In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article6
2018Positive Stock Information In Out-Of-The-Money Option Prices.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2023Detecting political event risk in the option market In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
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]		article58
2012Higher co-moments and asset pricing on London Stock Exchange In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article20
2014Are there common factors in individual commodity futures returns? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article84
2009Managerial ownership and performance In: Journal of Business Research.
[Full Text][Citation analysis]		article34
2014On stock market illiquidity and real-time GDP growth In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article21
2009Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article18
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]		article61
2017What Does Risk-Neutral Skewness Tell Us About Future Stock Returns? In: Management Science.
[Full Text][Citation analysis]		article33
2018Do Stock Returns Really Decrease with Default Risk? New International Evidence In: Management Science.
[Full Text][Citation analysis]		article10
2015Robust Econometric Inference for Stock Return Predictability In: The Review of Financial Studies.
[Full Text][Citation analysis]		article139
2012The Impact of Stock Market Illiquidity on Real UK GDP Growth In: Working Paper series.
[Full Text][Citation analysis]		paper0
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
In: .
[Full Text][Citation analysis]		article0
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. Last updated February, 4 2025. Contact: CitEc Team