Photo of Professor Alex Kostakis

Professor Alex Kostakis

Professor of Finance Finance and Accounting


    Selected Publications

    1. A Single-Factor Consumption-Based Asset Pricing Model (Journal article - 2019)
    2. What Does Risk-Neutral Skewness Tell Us About Future Stock Returns? (Journal article - 2017)
    3. Robust Econometric Inference for Stock Return Predictability (Journal article - 2015)
    4. Market Timing with Option-Implied Distributions: A Forward-Looking Approach (Journal article - 2011)
    5. Do Stock Returns Really Decrease with Default Risk? New International Evidence (Journal article - 2018)
    6. Taking Stock of Long-Horizon Predictability Tests: Are Factor Returns Predictable? (Journal article - 2022)