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Details about Christos I. Giannikos

E-mail:
Phone:646-312-3492
Postal address:One B. Baruch Way Box B10-225 New York, NY 10010
Workplace:Zicklin School of Business, Baruch College, City University of New York (CUNY), (more information at EDIRC)
Department of Economics, Graduate Center, City University of New York (CUNY), (more information at EDIRC)

Access statistics for papers by Christos I. Giannikos.

Last updated 2018-12-09. Update your information in the RePEc Author Service.

Short-id: pgi179


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Working Papers

2011

  1. ASSET PRICING AND THE ROLE OF MACROECONOMIC VOLATILITY
    Working Papers, CREI Università degli Studi Roma Tre Downloads
    See also Journal Article in Annals of Finance (2014)

2006

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

2005

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

2004

  1. 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 Downloads View citations (5)
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2002) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads View citations (6)

    See also Journal Article in Finance Research Letters (2004)

1995

  1. Asset and Commodity Prices with Multiattribute Durable Goods
    CIRANO Working Papers, CIRANO Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (1996)

Journal Articles

2018

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

2014

  1. Asset pricing and the role of macroeconomic volatility
    Annals of Finance, 2014, 10, (2), 197-215 Downloads View citations (1)
    See also Working Paper (2011)
  2. Hedge funds and the housing bubble
    Applied Financial Economics, 2014, 24, (16), 1063-1073 Downloads

2012

  1. Information Acquisition in the Presence of Asymmetries in Risk Aversion
    The Journal of Economic Asymmetries, 2012, 9, (2), 1-9 Downloads
  2. Modelling the Blind Principal Bid Basket Trading Cost
    European Financial Management, 2012, 18, (2), 271-302 Downloads
  3. Short Sale Constraints and Dispersion of Opinion: Evidence from the Indian Equity Market
    The Financial Review, 2012, 47, (1), 115-143 Downloads View citations (4)
  4. Short sale constraints: the impact on the return distribution
    Macroeconomics and Finance in Emerging Market Economies, 2012, 5, (1), 94-107 Downloads

2011

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

2010

  1. The profitability, seasonality and source of industry momentum
    Applied Financial Economics, 2010, 20, (17), 1337-1349 Downloads View citations (3)

2007

  1. A note on the effect of expected changes in monetary policy on long-term interest rates
    Journal of Applied Economics, 2007, 10, 99-114 Downloads View citations (1)
  2. Industry Momentum at the End of the 20th Century
    International Journal of Business and Economics, 2007, 6, (1), 29-46 Downloads View citations (5)

2005

  1. Process versus Product Innovation in Multiproduct Firms
    International Journal of Business and Economics, 2005, 4, (3), 231-248 Downloads View citations (8)

2004

  1. A Non-Parametric Examination of Real Estate Mutual Fund Efficiency
    International Journal of Business and Economics, 2004, 3, (3), 225-238 Downloads View citations (17)
  2. On the consequences of state dependent preferences for the pricing of financial assets
    Finance Research Letters, 2004, 1, (3), 143-153 Downloads View citations (10)
    See also Working Paper (2004)
  3. The US Housing Market: Asset Pricing Forecasts Using Time Varying Coefficients
    The Journal of Real Estate Finance and Economics, 2004, 30, (1), 33-53 Downloads View citations (13)

2003

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

2002

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

2001

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

1996

  1. Asset and commodity prices with multi-attribute durable goods
    Journal of Economic Dynamics and Control, 1996, 20, (8), 1451-1504 Downloads View citations (13)
    See also Working Paper (1995)
 
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