Prof Alexandros Kostakis

Honorary Professor

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Publications

  1. 2018
  2. Published

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

    Aretz, K., Florackis, C. & Kostakis, A., Aug 2018, In : MANAGEMENT SCIENCE. 64, 8

    Research output: Contribution to journalArticle

  3. Published

    A Single-Factor Consumption-Based Asset Pricing Model

    Delikouras, S. & Kostakis, A., 2018, In : Journal of Financial and Quantitative Analysis.

    Research output: Contribution to journalArticle

  4. 2016
  5. Published

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

    Stilger, P., Kostakis, A. & Poon, S-H., 2016, In : MANAGEMENT SCIENCE.

    Research output: Contribution to journalArticle

  6. 2015
  7. Published

    Robust Econometric Inference for Stock Return Predictability

    Kostakis, A., Magdalinos, T. & Stamatogiannis, M., 2015, In : The Review of Financial Studies. 28, p. 1506-1553 47 p.

    Research output: Contribution to journalArticle

  8. 2014
  9. Published

    Are there common factors in commodity futures returns?

    Daskalaki, C., Kostakis, A. & Skiadopoulos, G., 2014, In : Journal of Banking & Finance. 40, p. 346-363 17 p.

    Research output: Contribution to journalArticle

  10. Published

    On stock market illiquidity and real-time GDP growth

    Florackis, C., Giorgioni, G., Kostakis, A. & Milas, C., 2014, In : Journal of International Money and Finance. 44, p. 210-229 19 p.

    Research output: Contribution to journalArticle

  11. Published

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

    Florackis, C., Kontonikas, A. & Kostakis, A., 2014, In : Journal of International Money and Finance. 44, p. 97-117 20 p.

    Research output: Contribution to journalArticle

  12. 2013
  13. Published

    On monetary policy and stock market anomalies

    Kontonikas, A. & Kostakis, A., 2013, In : Journal of Business Finance and Accounting. 40, 7-8, p. 1009-1042 33 p.

    Research output: Contribution to journalArticle

  14. 2012
  15. Published

    Higher co-moments and asset pricing on London Stock Exchange

    Kostakis, A., Muhammad, K. & Siganos, A., Mar 2012, In : Journal of Banking and Finance. 36, 3, p. 913-922 9 p.

    Research output: Contribution to journalArticle

  16. 2011
  17. Published

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

    Florackis, C., Gregoriou, A. & Kostakis, A., Dec 2011, In : Journal of Banking and Finance. 35, 12, p. 3335-3350 15 p.

    Research output: Contribution to journalArticle

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