Alexandros Kostakis

6 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-2358-6484

Alliance Manchester Business School, University of Manchester

Publications

• Pricing event risk: evidence from concave implied volatility curves — Review of Finance 2025
• A Single-Factor Consumption-Based Asset Pricing Model — Journal of Financial and Quantitative Analysis 2019
• Do Stock Returns Really Decrease with Default Risk? New International Evidence — Management Science 2018
• What Does Risk-Neutral Skewness Tell Us About Future Stock Returns? — Management Science 2017
• Robust Econometric Inference for Stock Return Predictability — The Review of Financial Studies 2015
• Market Timing with Option-Implied Distributions: A Forward-Looking Approach — Management Science 2011