Details about Athanasios Sakkas

Access statistics for papers by Athanasios Sakkas.

Last updated 2024-09-07. Update your information in the RePEc Author Service.

Short-id: psa2050

Working Papers

2017

1. Harmful Diversification: Evidence from Alternative Investments
   ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading View citations (1)
   See also Journal Article Harmful diversification: Evidence from alternative investments, The British Accounting Review, Elsevier (2019) View citations (19) (2019)
2. Should Portfolio Model Inputs Be Estimated Using One or Two Economic Regimes?
   ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading

Journal Articles

2024

1. Blockchain factors
   Journal of International Financial Markets, Institutions and Money, 2024, 94, (C)
2. World ESG performance and economic activity
   Journal of International Financial Markets, Institutions and Money, 2024, 93, (C)

2023

3. Climate uncertainty and marginal climate capital needs
   Finance Research Letters, 2023, 56, (C) View citations (1)

2022

4. Forecasting the Long-Term Equity Premium for Asset Allocation
   Financial Analysts Journal, 2022, 78, (3), 9-29
5. Intraday time series momentum: Global evidence and links to market characteristics
   Journal of Financial Markets, 2022, 57, (C) View citations (2)

2020

6. Factor based commodity investing
   Journal of Banking & Finance, 2020, 115, (C) View citations (16)
7. What drives Bitcoin’s price crash risk?
   Economics Letters, 2020, 191, (C) View citations (28)

2019

8. Financial firm bankruptcies, international stock markets, and investor sentiment
   International Journal of Finance & Economics, 2019, 24, (1), 461-473 View citations (3)
9. Harmful diversification: Evidence from alternative investments
   The British Accounting Review, 2019, 51, (1), 1-23 View citations (19)
   See also Working Paper Harmful Diversification: Evidence from Alternative Investments, ICMA Centre Discussion Papers in Finance (2017) View citations (1) (2017)
10. The impact of terrorist attacks in G7 countries on international stock markets and the role of investor sentiment
    Journal of International Financial Markets, Institutions and Money, 2019, 61, (C), 143-160 View citations (25)
11. The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models
    Applied Economics Letters, 2019, 26, (6), 516-521 View citations (4)

2017

12. Dynamic Asset Allocation with Liabilities
    European Financial Management, 2017, 23, (2), 254-291 View citations (5)

2015

13. Stock market dispersion, the business cycle and expected factor returns
    Journal of Banking & Finance, 2015, 59, (C), 265-279 View citations (22)