Research outputs
2025
Bear factor and hedge fund performance
Ho, T., Kagkadis, A., & Wang, G. (2025). Bear factor and hedge fund performance. Journal of Empirical Finance, 82, 101611. doi:10.1016/j.jempfin.2025.101611
Construction, Real Uncertainty, and Stock-Level Investment Anomalies
Aretz, K., & Kagkadis, A. (2025). Construction, Real Uncertainty, and Stock-Level Investment Anomalies. Journal of Financial and Quantitative Analysis, 60(2), 1042-1073. doi:10.1017/S0022109024000024
2024
Factor Timing with Portfolio Characteristics
Kagkadis, A., Nolte, I., Nolte, S., & Vasilas, N. (2024). Factor Timing with Portfolio Characteristics. The Review of Asset Pricing Studies, 14(1), 84-118. doi:10.1093/rapstu/raad010
Is Firm-Level Political Risk Priced in the Equity Option Market?
Ho, T., Kagkadis, A., & Wang, G. (2024). Is Firm-Level Political Risk Priced in the Equity Option Market?. The Review of Asset Pricing Studies, 14(1), 153-195. doi:10.1093/rapstu/raad013
2021
Dispersion in Options Investors’ Versus Analysts’ Expectations: Predictive Inference for Stock Returns
Andreou, P. C., Kagkadis, A., Maio, P., & Philip, D. (2021). Dispersion in Options Investors’ Versus Analysts’ Expectations: Predictive Inference for Stock Returns. Critical Finance Review, 10(1), 65-81. doi:10.1561/104.00000091
2019
The information content of forward moments
Andreou, P. C., Kagkadis, A., Philip, D., & Taamouti, A. (2019). The information content of forward moments. Journal of Banking and Finance, 106, 527-541. doi:10.1016/j.jbankfin.2019.07.021
2018
Differences in options investors’ expectations and the cross-section of stock returns
Andreou, P. C., Kagkadis, A., Philip, D., & Tuneshev, R. (2018). Differences in options investors’ expectations and the cross-section of stock returns. Journal of Banking and Finance, 94, 315-336. doi:10.1016/j.jbankfin.2018.07.016