ALEXANDROS KOSTAKIS : Citation Profile

University of Liverpool

13

H index

16

i10 index

793

Citations

RESEARCH PRODUCTION:

27

Articles

10

Papers

RESEARCH ACTIVITY:

   18 years (2007 - 2025). See details.
   Cites by year: 44
   Journals where ALEXANDROS KOSTAKIS has often published
   Relations with other researchers
   Recent citing documents: 98.    Total self citations: 15 (1.86 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pko448
   Updated: 2025-12-20    RAS profile: 2025-09-12    
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Relations with other researchers

Works with:

Goyal, Amit (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 (27)

Skiadopoulos, George (20)

Demirer, Riza (18)

BABALOS, VASSILIOS (15)

Phillips, Peter (14)

Guidolin, Massimo (13)

Daskalaki, Charoula (12)

Balcilar, Mehmet (10)

Taylor, Robert (10)

Rodrigues, Paulo (9)

Demetrescu, Matei (8)

Cites to:

Campbell, John (35)

French, Kenneth (25)

Pedersen, Lasse (25)

Fama, Eugene (23)

Amihud, Yakov (19)

Shleifer, Andrei (17)

West, Kenneth (14)

Bernanke, Ben (13)

Acharya, Viral (12)

Viceira, Luis (11)

Shin, Hyun Song (11)

Main data

Where ALEXANDROS KOSTAKIS has published?

Journals with more than one article published# docs
Journal of Banking & Finance5
The European Journal of 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 (2025 and 2024)

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

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

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2024Robust Inference for Multiple Predictive Regressions with an Application on Bond Risk Premia. (2024). Li, Xinjue ; Liao, Xiaosai ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2401.01064.

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2024Robust Estimation in Network Vector Autoregression with Nonstationary Regressors. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2401.04050.

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2024Robust Estimation of Regression Models with Potentially Endogenous Outliers via a Modern Optimization Lens. (2024). Gao, Zhan ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:2408.03930.

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2024Econometric Inference for High Dimensional Predictive Regressions. (2024). Lee, Ji Hyung ; Mei, Ziwei ; Shi, Zhentao ; Gao, Zhan. In: Papers. RePEc:arx:papers:2409.10030.

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2024Robust Bond Risk Premia Predictability Test in the Quantiles. (2024). Fan, Qingliang ; Li, Xinjue ; Liao, Xiaosai. In: Papers. RePEc:arx:papers:2410.03557.

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2024Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions. (2024). Hoga, Yannick. In: Papers. RePEc:arx:papers:2410.05861.

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2024Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions. (2024). Shi, Zhentao ; Mei, Ziwei ; Liao, Chengwang. In: Papers. RePEc:arx:papers:2410.09825.

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2025Controllable Generation of Implied Volatility Surfaces with Variational Autoencoders. (2025). Wang, Jing ; Vuik, Cornelis ; Liu, Shuaiqiang. In: Papers. RePEc:arx:papers:2509.01743.

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2025Robust Cauchy-Based Methods for Predictive Regressions. (2025). Ibragimov, Rustam ; Kim, Jihyun ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2511.09249.

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2025Real Option AI: Reversibility, Silence, and the Release Ladder. (2025). Buhai, Sebastian I. In: Papers. RePEc:arx:papers:2511.16958.

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2024Higher‐order moments and asset pricing in the Australian stock market. (2024). Ahadzie, Richard Mawulawoe ; Jeyasreedharan, Nagaratnam. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:75-128.

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2024Testing Predictability in the Presence of Persistent Errors. (2024). Yu, Jun ; Lui, Yiu Lim ; Fei, Yijie. In: Working Papers. RePEc:boa:wpaper:202401.

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2024Pandemic Tail Risk. (2024). Marfe, Roberto ; Corvino, Raffaele ; Breugem, Matthijs ; Schonleber, Lorenzo. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:714.

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2024Limit Theory of Local Polynomial Estimation in Functional Coefficient Regression. (2024). Phillips, Peter ; Wang, Ying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2398.

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

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2025Kick the cat? Retail investors displaced aggression: Evidence from amazon product ratings. (2025). Wei, Siqi ; Zhao, Yanhui. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000395.

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2025Regime-specific exchange rate predictability. (2025). Beckmann, Joscha ; Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000612.

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2025Is monetary policy transmission green?. (2025). Leroy, Aurlien ; Benchora, Inessa ; Raffestin, Louis. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003493.

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

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2025Time-varying risk aversion and international stock returns. (2025). Hansen, Erwin ; Guidolin, Massimo ; Cabrera, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001967.

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2025Spillover of fear among the US and BRICS equity markets during the COVID-19 crisis and the Russo-Ukrainian conflict. (2025). Zhou, Long ; Zhang, YI ; Wu, Baoxiu ; Liu, Zhidong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400233x.

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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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2024Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures. (2024). Li, Yifan ; Pham, Manh Cuong ; Nolte, Ingmar. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624000940.

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2024Inference in predictive quantile regressions. (2024). Maynard, Alex ; Shimotsu, Katsumi ; Kuriyama, Nina. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002203.

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2025Uniform inference for cointegrated vector autoregressive processes. (2025). Holberg, Christian ; Ditlevsen, Susanne. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002951.

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2025Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach. (2025). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Robert, A M. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000569.

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2025Limit theory for local polynomial estimation of functional coefficient models with possibly integrated regressors. (2025). Phillips, Peter ; Wang, Ying. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000612.

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2025Testing the Predictive Ability of Possibly Persistent Variables under Asymmetric Loss. (2025). Demetrescu, Matei ; Roling, Christoph. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:80-104.

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2025Predictive distributions and the market return: The role of market illiquidity. (2025). Ellington, Michael ; Kalli, Maria. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:1:p:309-322.

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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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2025A revisit to bias-adjusted predictive regression. (2025). Xu, Ke-Li. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001129.

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2025A system of time-varying models for predictive regressions. (2025). Yan, Yayi ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000441.

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2024Connectedness between international oil and Chinas new energy industry chain: A time-frequency analysis based on TVP-VAR model. (2024). Xu, Fang ; Deng, Xiang. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006625.

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2025Predictive power of oil prices on CDS spread dynamics of oil-producing countries. (2025). Nguyen, Tam Huu ; Maiani, Stefano ; Wegener, Christoph ; Basse, Tobias. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325001999.

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2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Palwishah, Rana ; Kashif, Muhammad ; Ur, Mobeen. 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). Sheikh, Umaid A ; Hammoudeh, Shawkat ; Asadi, Mehrad ; Roubaud, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309.

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2024Left-tail risk and UK stock return predictability: Underreaction, overreaction, and arbitrage difficulties. (2024). Khasawneh, Maher ; Kambouroudis, Dimos ; McMillan, David G. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002655.

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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). Cheng, Tingting ; Xing, Shuo ; Sun, Shuanglin. 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). Gebka, Bartosz ; Duxbury, Darren ; 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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2024Asymmetry and the Cross-section of Option Returns. (2024). Wu, KE ; Wang, Jianqiu ; Zhou, Dexin ; Yang, Sijie. In: Journal of Financial Markets. RePEc:eee:finmar:v:71:y:2024:i:c:s1386418124000508.

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2024Estimating probability of default via delinquencies? Evidence from European P2P lending market. (2024). Nigmonov, Asror ; Urbonas, Povilas ; Shams, Syed. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s1044028324001224.

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2025Stock market reaction to mandatory carbon disclosure announcements: The role of institutional investors. (2025). Muktadir-Al, Dewan ; Zhang, Ziyang ; Sainani, Sushil ; Florackis, Chris. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000034.

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2025Downside belief disagreements and financial instability: Evidence from risk factor disclosures in U.S. financial institutions’ 10-K filings. (2025). Zhu, Xiaoqian ; Li, Jianping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000083.

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2024GMM weighting matrices in cross-sectional asset pricing tests. (2024). Laurinaityte, Nora ; Thimme, Julian ; Meinerding, Christoph ; Schlag, Christian. 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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2025Forecasting the realized variance in the presence of intraday periodicity. (2025). Hizmeri, Rodrigo ; Izzeldin, Marwan ; Maria, Ana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002565.

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2025When expectations of implicit government guarantees diminished, do retail stock investors run away?. (2025). Zou, Hong ; Zhuo, Zhi ; Tang, Lin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:175:y:2025:i:c:s037842662500038x.

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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 ; Pinto Avalos, Francisco ; Bowe, Michael ; Pinto-Avalos, Francisco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000594.

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2025Commodity correlation risk. (2025). Sakemoto, Ryuta ; Byrne, Joseph P. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000170.

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2025Predicting commodity returns: Time series vs. cross sectional prediction models. (2025). Angelidis, Timotheos ; Sakkas, Athanasios ; Tessaromatis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000194.

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2024Market turbulence and investor decision-making in currency option market. (2024). Frikha, Wajdi ; Dammak, Wael ; Souissi, Mohamed Naceur. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000227.

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2025Herding effect of both global and local crises in BRICS countries. (2025). Tatomir, Marija ; Hibiki, Norio. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000076.

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2025Sinking ships: Liquidity constraints and return predictability in recessions. (2025). Doshchyn, Artur. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393225000170.

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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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2025The evolution of herding behavior in stock markets: Evidence from a smooth time-varying analysis. (2025). Li, Xiaoyang ; Qiu, Liping ; Cheng, Tingting ; Xing, Shuo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000010.

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2025Impact of financial stress on the REIT market stability. (2025). Ozcelebi, Oguzhan ; Yoon, Seong-Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002771.

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

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2025Subjective probabilities under behavioral heuristics. (2025). Semenov, Andrei ; Rahman, Oriana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000620.

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2024Herding in international REITs markets around the COVID-19 pandemic. (2024). GUPTA, RANGAN ; Lesame, Keagile ; Ngene, Geoffrey ; 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 ; Jin, Peng ; Chi, Guotai ; Dong, Bingjie. 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 ; Liu, Yajun ; Zhang, Xiuwu. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008090.

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2025Agricultural Futures Contracts as Part of a Sustainable Investment Strategy: Issues and Opportunities. (2025). Martell, Terrence F ; Skou, Lene ; Demir, Mert. In: Commodities. RePEc:gam:jcommo:v:4:y:2025:i:3:p:15-:d:1722400.

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

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2024Volatility and Herding Bias on ESG Leaders’ Portfolios Performance. (2024). Gavrilakis, Nektarios ; Floros, Christos. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:2:p:77-:d:1339878.

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2025Investor Psychology in the Bangladesh Equity Market: An Examination of Herding Behavior Across Diverse Market States. (2025). Imam, Mahmood Osman ; Haque, Muhammad Enamul. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:4:p:78-:d:1637127.

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2024Dividend Payments and Persistence of Firms’ Green Innovation: Evidence from China. (2024). Li, Tong ; Luo, Nengsheng. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:18:p:7975-:d:1476681.

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2024Uncertainty Measures and Sector-Specific REITs in a Regime-Switching Environment. (2024). Kilincarslan, Erhan ; Demiralay, Sercan. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09898-w.

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2024Contingent Claims and Hedging of Credit Risk with Equity Options. (2024). Salvador, Enrique ; Avino, Davide E. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:14:y:2024:i:2:p:310-348..

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

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2025Herding Spillover Effects in US REIT Sectors. (2025). GUPTA, RANGAN ; Ngene, Geoffrey M ; Babalos, Vassilios ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202531.

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2025Do Global Disruptive Events Induce Herding Behaviour during Upward and Downward Market Movements? The Evidence from Nordic and Baltic Stock Markets. (2025). Leck, Gintar ; Legenzova, Renata ; Jukneviit, Just. In: Central European Business Review. RePEc:prg:jnlcbr:v:2025:y:2025:i:1:id:375:p:57-73.

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2025Does CEO Ownership in High-Tech Companies Affect Corporate Financial Decisions?. (2025). Florek, Irmina ; Czerniak, Jakub ; Bukalska, Elbieta. In: Central European Business Review. RePEc:prg:jnlcbr:v:2025:y:2025:i:4:id:395:p:81-106.

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2025Lawful Sequence of Events and Cryptocurrency Anomalies: An Empirical Investigation. (2025). Bhatia, Parul ; Jain, Lipika. In: FIIB Business Review. RePEc:sae:fbbsrw:v:14:y:2025:i:1:p:71-88.

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2024A joint test of predictability and structural break in predictive regressions. (2024). Fei, Yijie. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:3:d:10.1007_s00181-024-02572-5.

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2024Market concentration, promoter ownership and firm performance: evidence from Indian corporate firms. (2024). Roy, Ujjayini ; Chakraborty, Indrani. In: Indian Economic Review. RePEc:spr:inecre:v:59:y:2024:i:1:d:10.1007_s41775-024-00217-z.

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2024Herding behavior and digital trading during the crisis. (2024). Kim, Heeho ; Hongxia, Zhang. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:4:d:10.1007_s12197-024-09683-w.

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2024Examining the Impact of Idiosyncratic Risk on Corporate Cash Holdings: Evidence from China. (2024). Zhang, Zongyi ; Xian, Xiaohong ; Sindakis, Stavros ; Aggarwal, Sakshi. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:2:d:10.1007_s13132-023-01375-w.

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

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2024Can financial uncertainty forecast aggregate stock market returns?. (2024). Henry, Ólan ; Kerestecioglu, Semih ; Pybis, Sam. In: Financial Markets, Institutions & Instruments. RePEc:wly:finmar:v:33:y:2024:i:2:p:91-111.

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2024The impact of Islamic events on herding behaviour in Saudi Arabian equities market. (2024). Virk, Nader ; Aftab, Nadeem ; Gabbori, Dina ; Awartani, Basel. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:119-134.

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2024Better ways to test for herding. (2024). Hudson, Robert ; Wang, Junkai. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:790-818.

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

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2025Bonferroni‐Type Tests for Return Predictability With Possibly Trending Predictors. (2025). Taylor, Robert ; Harvey, David I ; Astill, Sam ; Leybourne, Stephen J ; Robert, A M. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:1:p:37-56.

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2025Global Risk Aversion: Driving Force of Future Real Economic Activity. (2025). Cho, Hoon ; Kim, Jinhwan ; Ryu, Doojin. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:706-729.

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2024Predictability of commodity futures returns with machine learning models. (2024). Zhang, Tianyang ; Wang, Shirui. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:302-322.

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2024Unions and Collective Bargaining: The Influence on Wages, Employment and Firm Survival. (2024). Brandle, Tobias. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1457.

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2024EU ETS Market Expectations and Rational Bubbles. (2024). Kruse-Becher, Robinson ; Wegener, Christoph ; Klein, Tony. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302359.

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Works by ALEXANDROS KOSTAKIS:

YearTitleTypeCited
2013On Monetary Policy and Stock Market Anomalies In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article15
2010On monetary policy and stock market anomalies.(2010) In: SIRE Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2010On monetary policy and stock market anomalies.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2021Pricing Event Risk: Evidence from Concave Implied Volatility Curves In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper4
2025Pricing event risk: evidence from concave implied volatility curves.(2025) In: Review of Finance.
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This paper has nother version. Agregated cites: 4		article
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]		article2
2015Dividend policy, managerial ownership and debt financing: A non-parametric perspective In: European Journal of Operational Research.
[Full Text][Citation analysis]		article13
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]		article77
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]		article113
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]		article3
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]		article61
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]		article87
2009Managerial ownership and performance In: Journal of Business Research.
[Full Text][Citation analysis]		article35
2014On stock market illiquidity and real-time GDP growth In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article22
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]		article64
2017What Does Risk-Neutral Skewness Tell Us About Future Stock Returns? In: Management Science.
[Full Text][Citation analysis]		article35
2018Do Stock Returns Really Decrease with Default Risk? New International Evidence In: Management Science.
[Full Text][Citation analysis]		article13
2015Robust Econometric Inference for Stock Return Predictability In: The Review of Financial Studies.
[Full Text][Citation analysis]		article154
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
2007Spurious results in testing mutual fund performance persistence: evidence from the Greek market In: Applied Financial Economics Letters.
[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 November, 20 2025. Contact: CitEc Team