Items where Author is "Kagkadis, Anastasios"

Journal Article

Ho, Thang and Kagkadis, Anastasios and Wang, George (2025) Bear Factor and Hedge Fund Performance. Journal of Empirical Finance, 82: 101611. ISSN 0927-5398

Aretz, Kevin and Kagkadis, Anastasios (2025) Construction, Real Uncertainty, and Stock-Level Investment Anomalies. Journal of Financial and Quantitative Analysis, 60 (2). pp. 1042-1073. ISSN 0022-1090

Kagkadis, Anastasios and Nolte, Ingmar and Nolte, Sandra and Vasilas, Nikolas (2024) Factor Timing with Portfolio Characteristics. Review of Asset Pricing Studies, 14 (1). pp. 84-118. ISSN 2045-9920

Ho, Thang and Kagkadis, Anastasios and Wang, George (2024) Is firm-level political risk priced in the equity option market? Review of Asset Pricing Studies, 14 (1). pp. 153-195. ISSN 2045-9920

Andreou, Panayiotis C. and Kagkadis, Anastasios and Maio, Paulo and Philip, Dennis (2021) Dispersion in options investors' versus analysts' expectations : Predictive inference for stock returns. Critical Finance Review, 10 (1). pp. 65-81. ISSN 2164-5760

Andreou, Panayiotis C. and Kagkadis, Anastasios and Philip, Dennis and Taamouti, Abderrahim (2019) The information content of forward moments. Journal of Banking and Finance, 106. pp. 527-541. ISSN 0378-4266

Andreou, Panayiotis and Kagkadis, Anastasios and Philip, Dennis and Tuneshev, Ruslan (2018) Differences in options investors’ expectations and the cross-section of stock returns. Journal of Banking and Finance, 94. pp. 315-336. ISSN 0378-4266

Thesis

Vasilas, Nikolas and Nolte, Ingmar and Nolte, Sandra and Kagkadis, Anastasios (2025) Essays on Factor Portfolios. PhD thesis, Lancaster University.

Ho, Thang and Kagkadis, Anastasios and Wang, George (2022) Essays on Empirical Asset Pricing. PhD thesis, Lancaster University.