Details about Alexandros Kostakis
Homepage: http://www.alexkostakis.com
Workplace: Management School, University of Liverpool, (more information at EDIRC)
Access statistics for papers by Alexandros Kostakis.
Last updated 2019-07-03. Update your information in the RePEc Author Service.
Short-id: pko448
Jump to Journal Articles
Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE)
Also in Working Papers, Business School - Economics, University of Glasgow
See also Journal Article in Journal of International Money and Finance (2014)
The Impact of Stock Market Illiquidity on Real UK GDP Growth
Working Paper series, Rimini Centre for Economic Analysis
Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios' returns: The role of the financial crisis
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (1)
Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios' returns: The role of the financial crisis
Working Papers, Business School - Economics, University of Glasgow View citations (1)
On monetary policy and stock market anomalies
Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010) View citations (1)
See also Journal Article in Journal of Business Finance & Accounting (2013)
Mind Coskewness: A Performance Measure for Prudent, Long-Term Investors
Discussion Papers, Department of Economics, University of York
A Single-Factor Consumption-Based Asset Pricing Model
Journal of Financial and Quantitative Analysis, 2019, 54, (02), 789-827
Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis
International Review of Financial Analysis, 2018, 58, (C), 69-90
Financial constraints and asset pricing: comprehensive evidence from London Stock Exchange
The European Journal of Finance, 2017, 23, (1), 80-110
Dividend policy, managerial ownership and debt financing: A non-parametric perspective
European Journal of Operational Research, 2015, 241, (3), 783-795 View citations (2)
Robust Econometric Inference for Stock Return Predictability
Review of Financial Studies, 2015, 28, (5), 1506-1553 View citations (35)
Are there common factors in individual commodity futures returns?
Journal of Banking & Finance, 2014, 40, (C), 346-363 View citations (32)
On stock market illiquidity and real-time GDP growth
Journal of International Money and Finance, 2014, 44, (C), 210-229 View citations (12)
Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis
Journal of International Money and Finance, 2014, 44, (C), 97-117 View citations (10)
See also Working Paper (2013)
Herding behavior in REITs: Novel tests and the role of financial crisis
International Review of Financial Analysis, 2013, 29, (C), 166-174 View citations (34)
Journal of Business Finance & Accounting, 2013, 40, (7-8), 1009-1042 View citations (9)
Higher co-moments and asset pricing on London Stock Exchange
Journal of Banking & Finance, 2012, 36, (3), 913-922 View citations (6)
Cross-country effects in herding behaviour: Evidence from four south European markets
Journal of International Financial Markets, Institutions and Money, 2011, 21, (3), 443-460 View citations (49)
Market Timing with Option-Implied Distributions: A Forward-Looking Approach
Management Science, 2011, 57, (7), 1231-1249 View citations (37)
Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio
Journal of Banking & Finance, 2011, 35, (12), 3335-3350 View citations (32)
Managerial ownership and performance
Journal of Business Research, 2009, 62, (12), 1350-1357 View citations (20)
Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry
Journal of Multinational Financial Management, 2009, 19, (4), 256-272 View citations (13)
Performance measures and incentives: loading negative coskewness to outperform the CAPM
The European Journal of Finance, 2009, 15, (5-6), 463-486 View citations (3)
Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market
The European Journal of Finance, 2008, 14, (8), 735-753 View citations (10)
Spurious results in testing mutual fund performance persistence: evidence from the Greek market
Applied Financial Economics Letters, 2007, 3, (2), 103-108 View citations (5)
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form to add links between versions where the titles do not match.