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Number of items: 10.


Kostakis, Alexandros ORCID: 0000-0002-2358-6484, Mu, Liangyi and Otsubo, Yoichi
(2022) Detecting Political Event Risk In The Option Market. Journal of Banking and Finance, 146. p. 106624.


Aretz, Kevin, Florackis, Chris and Kostakis, Alexandros
(2018) Do Stock Returns Really Decrease with Default Risk? New International Evidence. MANAGEMENT SCIENCE, 64 (8). 3821 - 3842.


Florakis, Chris ORCID: 0000-0002-1290-4168, Kanas, Angelos, Kostakis, Alexandros ORCID: 0000-0002-2358-6484 and Sainani, Sushil ORCID: 0000-0002-1879-7869
(2020) Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value. European Journal of Operational Research, 283 (2). pp. 748-766.


Balafas, Nikolaos, Florackis, Chris and Kostakis, Alexandros
(2018) Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 58 (C). pp. 69-90.


Gkionis, Konstantinos, Kostakis, Alexandros ORCID: 0000-0002-2358-6484, Skiadopoulos, George and Stilger, Przemyslaw S
(2021) Positive stock information in out-of-the-money option prices. Journal of Banking and Finance, 128. p. 106112.


Kostakis, Alexandros ORCID: 0000-0002-2358-6484, Magdalinos, Tassos and Stamatogiannis, Michalis P ORCID: 0000-0002-7283-7550
(2015) Robust Econometric Inference for Stock Return Predictability. Review of Financial Studies, 28 (5). pp. 1506-1553.


Delikouras, Stefanos and Kostakis, Alexandros ORCID: 0000-0002-2358-6484
(2019) A Single-Factor Consumption-Based Asset Pricing Model. Journal of Financial and Quantitative Analysis, 54 (2). pp. 789-827.


Kostakis, Alexandros ORCID: 0000-0002-2358-6484, Magdalinos, Tassos and Stamatogiannis, Michail ORCID: 0000-0002-7283-7550
(2022) Taking Stock of Long-Horizon Predictability Tests: Are Factor Returns Predictable? Journal of Econometrics.


Stilger, Przemyslaw S, Kostakis, Alexandros ORCID: 0000-0002-2358-6484 and Poon, Ser-Huang
(2017) What Does Risk-Neutral Skewness Tell Us About Future Stock Returns? Management Science, 63 (6). pp. 1657-2048.


Ghaly, Mohamed, Kostakis, Alexandros ORCID: 0000-0002-2358-6484 and Stathopoulos, Konstantinos
(2021) The (non-) effect of labor unionization on firm risk: Evidence from the options market. Journal of Corporate Finance, 66. p. 101816.

This list was generated on Sat Apr 13 17:11:25 2024 BST.