Alexandros Kostakis

Finance · 2009–2014

A researcher in the Science corpus: 6 papers; trusts 9 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Finance — 117 citations into it; #4,462 of 10,518 by trust here, #3,946 by citations
• Economics and Econometrics — 104 citations into it; #9,631 of 23,481 by trust here, #8,485 by citations
• Accounting — 55 citations into it
• Strategy and Management — 13 citations into it
• Management Science and Operations Research — 8 citations into it; #8,605 of 11,946 by trust here, #7,262 by citations

Whom Alexandros Kostakis trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Y. Amihud
2. John Y. Campbell
3. Markus K. Brunnermeier
4. Tuomo Vuolteenaho
5. Clifford M. Hurvich
6. Claude B. Erb
7. Peter C. B. Phillips
8. Eric C. Chang
9. Eugene F. Fama
10. Martin Lettau

Who trusts Alexandros Kostakis overall

1. Peter C. B. Phillips
2. Ji Hyung Lee
3. K. Gavriilidis
4. A. Mobarek

Papers from Alexandros Kostakis's perspective

Ordered by how strongly the researchers Alexandros Kostakis trusts endorse each paper. Same corpus, a different order for every researcher.

1. Predictive Regressions: A Reduced-Bias Estimation Method (Journal of Financial and Quantitative Analysis)
2. Bad Beta, Good Beta
3. Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects＊
4. Deciphering the Liquidity and Credit Crunch 2007-08
5. An Examination of Herd Behavior in Equity Markets: An International Perspective
6. The Strategic and Tactical Value of Commodity Futures
7. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
8. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
9. Generalized autoregressive conditional heteroskedasticity
10. The Cross‐Section of Expected Stock Returns

Their papers

• Are There Common Factors in Individual Commodity Futures Returns (2014) — 141 citations
• Robust econometric inference for stock return predictability (2011) — 243 citations
• Managerial Ownership and Performance (2009) — 140 citations
• Herding behavior in REITs: Novel tests and the role of financial crisis (2013) — 159 citations
• Cross-country effects in herding behaviour: Evidence from four south European markets (2011) — 288 citations
• Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio (2011) — 144 citations