Details about Christos I. Giannikos

Access statistics for papers by Christos I. Giannikos.

Last updated 2024-07-05. Update your information in the RePEc Author Service.

Short-id: pgi179

Working Papers

2006

1. ASSET PRICING AND THE SPANISH HOUSING MARKET
   ERES, European Real Estate Society (ERES)
2. SPAIN NATIONAL HOUSING POLICY: DEVELOPING A PROFILE OF BENEFICIARIES OF PUBLIC HOUSING ASSISTANCE?
   ERES, European Real Estate Society (ERES)

2005

3. The Consumer Preference Structure of the Demand for Social Housing in Spain
   ERES, European Real Estate Society (ERES)

2004

4. On the Consequences of State Dependent Preferences for the Pricing of Financial Assets
   FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (9)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations (6)
   Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2002) View citations (2)
   See also Journal Article On the consequences of state dependent preferences for the pricing of financial assets, Finance Research Letters, Elsevier (2004) View citations (11) (2004)

1995

5. Asset and Commodity Prices with Multiattribute Durable Goods
   CIRANO Working Papers, CIRANO
   See also Journal Article Asset and commodity prices with multi-attribute durable goods, Journal of Economic Dynamics and Control, Elsevier (1996) View citations (13) (1996)

Journal Articles

2025

1. Are Women More Risk Averse? A Sequel
   Risks, 2025, 13, (1), 1-15

2024

2. Inequality, premium and the timing of resolution of uncertainty
   Finance Research Letters, 2024, 60, (C)
3. On Correlation Aversion and Insurance Demand
   JRFM, 2024, 17, (4), 1-9
4. When to Hedge Downside Risk?
   Risks, 2024, 12, (2), 1-20

2023

5. Gender and Risk-Taking in the Building of U.S. Retirement Wealth
   Atlantic Economic Journal, 2023, 51, (4), 259-274
6. Is More Financial Literacy Always Beneficial? An Investigation through a Mediator
   JRFM, 2023, 16, (1), 1-10 View citations (1)
7. Prospect theory and a manager's decision to trade a blind principal bid basket
   Global Finance Journal, 2023, 55, (C)

2022

8. COVID-19, Race/Ethnicity, and Age: the Role of Telemedicine to Close the Gaps on Health Disparities
   Journal of Economics, Race, and Policy, 2022, 5, (4), 241-251
9. Gender Differences in Risk-Taking Investment Strategies in Defined Contribution Plans
   JRFM, 2022, 15, (5), 1-18 View citations (1)

2021

10. Computing posterior signals and endogenous parameters in a dealer trading network
    Economics Letters, 2021, 207, (C)
11. Cost-Effectiveness Analysis Combining Medical and Mental Health Services for Older Adults with HIV in New York City
    Atlantic Economic Journal, 2021, 49, (1), 43-56
12. Equity Premium with Habits, Wealth Inequality and Background Risk
    JRFM, 2021, 14, (7), 1-15
13. Habits, Wealth and Equity Risk Premium
    Finance Research Letters, 2021, 38, (C) View citations (1)

2020

14. Modelling the Blind Principal Bid Mechanism: A Large Deviation Approach
    International Journal of Business and Economics, 2020, 19, (2), 187-200 View citations (1)

2019

15. Age‐Dependent Increasing Risk Aversion and the Equity Premium Puzzle
    The Financial Review, 2019, 54, (2), 377-412 View citations (5)

2018

16. Ambiguity and the Excess Consumption Growth Puzzle
    International Journal of Business and Economics, 2018, 17, (1), 5-15
17. Pricing Dynamics between Single Stock Futures and the Underlying Spot Security
    International Journal of Business and Economics, 2018, 17, (2), 179-191 View citations (1)
18. Short Sale Constraints, Correlation and Market Efficiency
    The B.E. Journal of Theoretical Economics, 2018, 18, (2), 18
19. Special Issue on Financial Economics 2018
    International Journal of Business and Economics, 2018, 17, (1), 1-3

2016

20. Business and Real Estate Price Cycles Across the U.S.: Evidence from a Vector Markov-Switching Regression Exercise
    Journal of Housing Research, 2016, 25, (1), 81-104

2014

21. Asset pricing and the role of macroeconomic volatility
    Annals of Finance, 2014, 10, (2), 197-215 View citations (1)
22. Hedge funds and the housing bubble
    Applied Financial Economics, 2014, 24, (16), 1063-1073

2012

23. Information Acquisition in the Presence of Asymmetries in Risk Aversion
    The Journal of Economic Asymmetries, 2012, 9, (2), 1-9
24. Modelling the Blind Principal Bid Basket Trading Cost
    European Financial Management, 2012, 18, (2), 271-302 View citations (3)
25. Short Sale Constraints and Dispersion of Opinion: Evidence from the Indian Equity Market
    The Financial Review, 2012, 47, (1), 115-143 View citations (5)
26. Short sale constraints: the impact on the return distribution
    Macroeconomics and Finance in Emerging Market Economies, 2012, 5, (1), 94-107

2011

27. Habit Formation in an Overlapping Generations Model with Borrowing Constraints
    European Financial Management, 2011, 17, (4), 705-725 View citations (2)

2010

28. The profitability, seasonality and source of industry momentum
    Applied Financial Economics, 2010, 20, (17), 1337-1349 View citations (5)

2007

29. A Note on the Effect of Expected Changes in Monetary Policy on Long-Term Interest Rates
    Journal of Applied Economics, 2007, 10, (1), 99-114 View citations (1)
    Also in Journal of Applied Economics, 2007, 10, 99-114 (2007) View citations (1)
30. Industry Momentum at the End of the 20th Century
    International Journal of Business and Economics, 2007, 6, (1), 29-46 View citations (5)
31. Price and Volatility Spillovers between Large and Small Cities: A Study of the Spanish Market
    Journal of Real Estate Portfolio Management, 2007, 13, (4), 311-316

2005

32. Process versus Product Innovation in Multiproduct Firms
    International Journal of Business and Economics, 2005, 4, (3), 231-248 View citations (9)

2004

33. A Non-Parametric Examination of Real Estate Mutual Fund Efficiency
    International Journal of Business and Economics, 2004, 3, (3), 225-238 View citations (20)
34. On the consequences of state dependent preferences for the pricing of financial assets
    Finance Research Letters, 2004, 1, (3), 143-153 View citations (11)
    See also Working Paper On the Consequences of State Dependent Preferences for the Pricing of Financial Assets, FAME Research Paper Series (2004) View citations (9) (2004)
35. The US Housing Market: Asset Pricing Forecasts Using Time Varying Coefficients
    The Journal of Real Estate Finance and Economics, 2004, 30, (1), 33-53 View citations (12)

2003

36. Is Volatility of Equity Markets a Volume Story? A Nonparametric Analysis
    International Journal of Business and Economics, 2003, 2, (1), 49-55

2002

37. Investment in real assets and information acquisition: the OCE preferences case
    Economics Letters, 2002, 77, (1), 73-78
38. The "Lack" of Volatility Trade-Offs in Exchange Rate Zones with Sticky Prices
    International Journal of Business and Economics, 2002, 1, (1), 69-78 View citations (2)

2001

39. A note on demand for information: the OCE preferences case
    Economics Letters, 2001, 71, (3), 355-358 View citations (1)

1996

40. Asset and commodity prices with multi-attribute durable goods
    Journal of Economic Dynamics and Control, 1996, 20, (8), 1451-1504 View citations (13)
    See also Working Paper Asset and Commodity Prices with Multiattribute Durable Goods, CIRANO Working Papers (1995) (1995)