Browsing Economics and Finance by Author "Skiadopoulos, G"
Now showing items 1-7 of 7
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The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure
Hiraki, K; Skiadopoulos, G -
The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure
Skiadopoulos, G; Hiraki, K -
Dissecting Climate Risks:Are they Reflected in Stock Prices?
Skiadopoulos, G; Faccini, R; Matin, R -
Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market
Kapetanios, G; Konstantinidi, E; Neumann, M; Skiadopoulos, G (2019) -
Material ESG Alpha: A Fundamentals-Based Perspective
Skiadopoulos, G; Ahn, BH; Patatoukas, PN -
A New Predictor of US Real Economic Activity: The S&P 500 Option Implied Risk Aversion
Faccini, R; Konstantinidi, E; Skiadopoulos, G; Sarantopoulou-Chiourea, S (2019-10) -
Positive Stock Information In Out-Of-The-Money Option Prices
Skiadopoulos, GWe examine whether the option market leads the stock market with respect to positive in addition to negative price discovery. We document that out-of-the-money (OTM) option prices, which determine the Risk-Neutral Skewness ...