Skip to main content

Publications

Selected publications

  1. A Single-Factor Consumption-Based Asset Pricing Model (Journal article - 2019)
  2. What Does Risk-Neutral Skewness Tell Us About Future Stock Returns? (Journal article - 2017)
  3. Robust Econometric Inference for Stock Return Predictability (Journal article - 2015)
  4. Market Timing with Option-Implied Distributions: A Forward-Looking Approach (Journal article - 2011)
  5. Do Stock Returns Really Decrease with Default Risk? New International Evidence (Journal article - 2018)
  6. Taking Stock of Long-Horizon Predictability Tests: Are Factor Returns Predictable? (Journal article - 2022)
What type of publication do you want to show?

2022

2021

2020

2019

2018

Do Stock Returns Really Decrease with Default Risk? New International Evidence

Aretz, K., Florakis, C., & Kostakis, A. (2018). Do Stock Returns Really Decrease with Default Risk? New International Evidence. Management Science, forthcoming, 64(8), 3469-3970. doi:10.1287/mnsc.2016.2712

DOI
10.1287/mnsc.2016.2712
Journal article

2017

What Does Risk-Neutral Skewness Tell Us About Future Stock Returns?

Stilger, P. S., Kostakis, A., & Poon, S. -H. (2017). What Does Risk-Neutral Skewness Tell Us About Future Stock Returns?. Management Science, 63(6), 1657-2048. doi:10.1287/mnsc.2015.2379

DOI
10.1287/mnsc.2015.2379
Journal article

Financial constraints and asset pricing: comprehensive evidence from London Stock Exchange

Balafas, N., & Kostakis, A. (2017). Financial constraints and asset pricing: comprehensive evidence from London Stock Exchange. EUROPEAN JOURNAL OF FINANCE, 23(1), 80-110. doi:10.1080/1351847X.2015.1115773

DOI
10.1080/1351847X.2015.1115773
Journal article

2015

2014

Are there common factors in individual commodity futures returns?

Daskalaki, C., Kostakis, A., & Skiadopoulos, G. (2014). Are there common factors in individual commodity futures returns?. JOURNAL OF BANKING & FINANCE, 40, 346-363. doi:10.1016/j.jbankfin.2013.11.034

DOI
10.1016/j.jbankfin.2013.11.034
Journal article

Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis

Florakis, C., Kontonikas, A., & Kostakis, A. (2014). Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis. Journal of International Money and Finance, 44, 97-117. doi:10.1016/j.jimonfin.2014.02.002

DOI
10.1016/j.jimonfin.2014.02.002
Journal article

2013

On Monetary Policy and Stock Market Anomalies

Kontonikas, A., & Kostakis, A. (2013). On Monetary Policy and Stock Market Anomalies. Journal of Business Finance & Accounting, 40(7-8), 1009-1042. doi:10.1111/jbfa.12028

DOI
10.1111/jbfa.12028
Journal article

Herding behavior in REITs: Novel tests and the role of financial crisis

Philippas, N., Economou, F., Babalos, V., & Kostakis, A. (2013). Herding behavior in REITs: Novel tests and the role of financial crisis. International Review of Financial Analysis, 29, 166-174. doi:10.1016/j.irfa.2013.01.004

DOI
10.1016/j.irfa.2013.01.004
Journal article

2012

Higher co-moments and asset pricing on London Stock Exchange

Kostakis, A., Muhammad, K., & Siganos, A. (2012). Higher co-moments and asset pricing on London Stock Exchange. Journal of Banking & Finance, 36(3), 913-922. doi:10.1016/j.jbankfin.2011.10.002

DOI
10.1016/j.jbankfin.2011.10.002
Journal article

2011

Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio

Florackis, C., Gregoriou, A., & Kostakis, A. (2011). Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio. Journal of Banking & Finance, 35(12), 3335-3350. doi:10.1016/j.jbankfin.2011.05.014

DOI
10.1016/j.jbankfin.2011.05.014
Journal article

Cross-country effects in herding behaviour: Evidence from four south European markets

Economou, F., Kostakis, A., & Philippas, N. (2011). Cross-country effects in herding behaviour: Evidence from four south European markets. Journal of International Financial Markets, Institutions and Money, 21(3), 443-460. doi:10.1016/j.intfin.2011.01.005

DOI
10.1016/j.intfin.2011.01.005
Journal article

Market Timing with Option-Implied Distributions: A Forward-Looking Approach

Kostakis, A., Panigirtzoglou, N., & Skiadopoulos, G. (2011). Market Timing with Option-Implied Distributions: A Forward-Looking Approach. Management Science, 57(7), 1231-1249. doi:10.1287/mnsc.1110.1346

DOI
10.1287/mnsc.1110.1346
Journal article

2009

Managerial ownership and performance

Florackis, C., Kostakis, A., & Ozkan, A. (2009). Managerial ownership and performance. Journal of Business Research, 62(12), 1350-1357. doi:10.1016/j.jbusres.2008.12.001

DOI
10.1016/j.jbusres.2008.12.001
Journal article

Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry

Babalos, V., Kostakis, A., & Philippas, N. (2009). Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry. Journal of Multinational Financial Management, 19(4), 256-272. doi:10.1016/j.mulfin.2009.01.001

DOI
10.1016/j.mulfin.2009.01.001
Journal article

2007

Spurious results in testing mutual fund performance persistence: evidence from the Greek market

Babalos, V., Kostakis, A., & Philippas, N. (2007). Spurious results in testing mutual fund performance persistence: evidence from the Greek market. Applied Financial Economics Letters, 3(2), 103-108. doi:10.1080/17446540600827662

DOI
10.1080/17446540600827662
Journal article