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Dr Anastasios Kagkadis

Honorary Researcher

  1. Unpublished

    Bear Factor and Hedge Fund Performance

    Ho, T., Kagkadis, A. & Wang, G., 31/10/2019, 60 p.

    Research output: Working paper

  2. E-pub ahead of print

    Construction, Real Uncertainty, and Stock-Level Investment Anomalies

    Aretz, K. & Kagkadis, A., 11/12/2023, (E-pub ahead of print) In: Journal of Financial and Quantitative Analysis.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    Differences in options investors’ expectations and the cross-section of stock returns

    Andreou, P., Kagkadis, A., Philip, D. & Tuneshev, R., 09/2018, In: Journal of Banking and Finance. 94, p. 315-336 22 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    Dispersion in options investors' versus analysts' expectations: Predictive inference for stock returns

    Andreou, P. C., Kagkadis, A., Maio, P. & Philip, D., 1/04/2021, In: Critical Finance Review. 10, 1, p. 65-81 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    Factor Timing with Portfolio Characteristics

    Kagkadis, A., Nolte, I., Nolte, S. & Vasilas, N., 31/03/2024, In: Review of Asset Pricing Studies. 14, 1, p. 84-118 35 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. Published

    Is firm-level political risk priced in the equity option market?

    Ho, T., Kagkadis, A. & Wang, G., 31/03/2024, In: Review of Asset Pricing Studies. 14, 1, p. 153-195 43 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. Published

    The information content of forward moments

    Andreou, P. C., Kagkadis, A., Philip, D. & Taamouti, A., 1/09/2019, In: Journal of Banking and Finance. 106, p. 527-541 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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