IDEAS home Printed from https://ideas.repec.org/e/pgk11.html
   My authors  Follow this author

Konstantinos Gkionis

Personal Details

First Name:Konstantinos
Middle Name:
Last Name:Gkionis
Suffix:
RePEc Short-ID:pgk11
[This author has chosen not to make the email address public]

Affiliation

School of Economics and Finance
Queen Mary University of London

London, United Kingdom
http://www.econ.qmul.ac.uk/
RePEc:edi:deqmwuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Konstantinos Gkionis & Alexandros Kostakis & George Skiadopoulos & Przemyslaw S. Stilger, 2018. "Positive Stock Information In Out-Of-The-Money Option Prices," Working Papers 859, Queen Mary University of London, School of Economics and Finance.

Articles

  1. Gkionis, Konstantinos & Kostakis, Alexandros & Skiadopoulos, George & Stilger, Przemyslaw S., 2021. "Positive stock information in out-of-the-money option prices," Journal of Banking & Finance, Elsevier, vol. 128(C).
  2. Lambrinoudakis, Costas & Skiadopoulos, George & Gkionis, Konstantinos, 2019. "Capital structure and financial flexibility: Expectations of future shocks," Journal of Banking & Finance, Elsevier, vol. 104(C), pages 1-18.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Konstantinos Gkionis & Alexandros Kostakis & George Skiadopoulos & Przemyslaw S. Stilger, 2018. "Positive Stock Information In Out-Of-The-Money Option Prices," Working Papers 859, Queen Mary University of London, School of Economics and Finance.

    Cited by:

    1. Matthijs Breugem & Raffaele Corvino & Roberto Marfe & Lorenzo Schonleber, 2024. "Pandemic Tail Risk," Carlo Alberto Notebooks 714 JEL Classification: C, Collegio Carlo Alberto.
    2. Manuel Ammann & Alexander Feser, 2019. "Option-implied Value-at-Risk and the cross-section of stock returns," Review of Derivatives Research, Springer, vol. 22(3), pages 449-474, October.
    3. Silvia Bressan & Alex Weissensteiner, 2023. "Option-Implied Skewness and the Value of Financial Intermediaries," Journal of Financial Services Research, Springer;Western Finance Association, vol. 64(2), pages 207-229, October.
    4. Kazuhiro Hiraki & George Skiadopoulos, 2023. "The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure," Working Papers 946, Queen Mary University of London, School of Economics and Finance.
    5. Breugem, Matthijs & Corvino, Raffaele & Marfè, Roberto & Schönleber, Lorenzo, 2024. "Pandemic tail risk," Journal of Banking & Finance, Elsevier, vol. 167(C).
    6. Li, Xiaowei & Wu, Zhengyu & Zhang, Hao & Zhang, Lu, 2024. "Risk-neutral skewness and stock market returns: A time-series analysis," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).

Articles

  1. Gkionis, Konstantinos & Kostakis, Alexandros & Skiadopoulos, George & Stilger, Przemyslaw S., 2021. "Positive stock information in out-of-the-money option prices," Journal of Banking & Finance, Elsevier, vol. 128(C).
    See citations under working paper version above.
  2. Lambrinoudakis, Costas & Skiadopoulos, George & Gkionis, Konstantinos, 2019. "Capital structure and financial flexibility: Expectations of future shocks," Journal of Banking & Finance, Elsevier, vol. 104(C), pages 1-18.

    Cited by:

    1. Machokoto, Michael & Chipeta, Chimwemwe & Aftab, Nadeem & Areneke, Geofry, 2021. "The financial conservatism of firms in emerging economies," Research in International Business and Finance, Elsevier, vol. 58(C).
    2. Mona Yaghoubi & Michael O’Connor Keefe, 2018. "The Influence of Investment Volatility on Capital Structure and Cash Holdings," Working Papers in Economics 18/20, University of Canterbury, Department of Economics and Finance.
    3. Kamoto, Shinsuke, 2023. "Investment decisions and financial leverage under a potential entry threat," Journal of Banking & Finance, Elsevier, vol. 154(C).
    4. Miglo, Anton, 2022. "Theories of financing for entrepreneurial firms: a review," MPRA Paper 115835, University Library of Munich, Germany.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (1) 2018-07-16. Author is listed
  2. NEP-MST: Market Microstructure (1) 2018-07-16. Author is listed

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Konstantinos Gkionis should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.