Concepedia
Statistics
Publications
25
Citations
1.6K
H-Index
18
Active since
2007
Affiliations
University of Liverpool(Current)
University of Manchester
University of Piraeus
University of Glasgow
Queen Mary University of London
Alexandros Kostakis is an author at University of Liverpool specializing in economics, financial economics, and finance.
Publications per year
2007–2021
Robust Econometric Inference for Stock Return Predictability
Alexandros Kostakis, Tassos Magdalinos, Michalis P. Stamatogiannis · Review of Financial Studies · 2014 · 276 citations · Full text
Business, Economics, Finance +17
Herding behavior in REITs: Novel tests and the role of financial crisis
Fotini Economou, Vassilios Babalos, Alexandros Kostakis · International Review of Financial Analysis · 2013 · 162 citations
Business, Economics, Finance +14
Are there common factors in individual commodity futures returns?
Charoula Daskalaki, Alexandros Kostakis, George Skiadopoulos · Journal of Banking & Finance · 2013 · 159 citations
Agriculture, Economics, Finance +14
What Does Risk-Neutral Skewness Tell Us About Future Stock Returns?
Przemyslaw Stan Stilger, Alexandros Kostakis, Ser‐Huang Poon · Management Science · 2016 · 135 citations
Business, Economics, Finance +11
Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio
Chris Florackis, Andros Gregoriou, Alexandros Kostakis · Journal of Banking & Finance · 2011 · 133 citations · Full text
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