Christos I. Giannikos

Personal Details

First Name:	Christos
Middle Name:	I.
Last Name:	Giannikos
Suffix:
RePEc Short-ID:	pgi179
	[This author has chosen not to make the email address public]
	One B. Baruch Way Box B10-225 New York, NY 10010
	646-312-3492

Affiliation

(50%) Department of Economics
Graduate Center
City University of New York (CUNY)

New York City, New York (United States)
http://www.gc.cuny.edu/economics
RePEc:edi:dgcunus (more details at EDIRC)

(50%) Zicklin School of Business
Baruch College
City University of New York (CUNY)

New York City, New York (United States)
http://zicklin.baruch.cuny.edu/
RePEc:edi:zscunus (more details at EDIRC)

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. Danthine, Jean-Pierre & Donaldson, John B & Giannikos, Chrisos & Guirguis, Hany, 2003. "On the Consequences of State Dependent Preferences for the Pricing of Financial Assets," CEPR Discussion Papers 3697, C.E.P.R. Discussion Papers.
   • Danthine, Jean-Pierre & Donaldson, John B. & Giannikos, Christos & Guirguis, Hany, 2004. "On the consequences of state dependent preferences for the pricing of financial assets," Finance Research Letters, Elsevier, vol. 1(3), pages 143-153, September.
   • Jean-Pierre Danthine & John B. Donaldson & Christos Giannikos & Hany Guirguis, 2002. "On the Consequences of State Dependent Preferences for the Pricing of Financial Assets," Cahiers de Recherches Economiques du Département d'économie 02.17, Université de Lausanne, Faculté des HEC, Département d’économie.
   • Jean-Pierre Danthine & John B. Donaldson & Christos Giannikos & Hany Guirguis, 2004. "On the Consequences of State Dependent Preferences for the Pricing of Financial Assets," FAME Research Paper Series rp73, International Center for Financial Asset Management and Engineering.

   Cited by:

   1. Jean-Pierre Danthine & John B. Donaldson & Christos Giannikos & Hany Guirguis, 2002. "On the Consequences of State Dependent Preferences for the Pricing of Financial Assets," Cahiers de Recherches Economiques du Département d'économie 02.17, Université de Lausanne, Faculté des HEC, Département d’économie.
      • Danthine, Jean-Pierre & Donaldson, John B. & Giannikos, Christos & Guirguis, Hany, 2004. "On the consequences of state dependent preferences for the pricing of financial assets," Finance Research Letters, Elsevier, vol. 1(3), pages 143-153, September.
      • Danthine, Jean-Pierre & Donaldson, John B & Giannikos, Chrisos & Guirguis, Hany, 2003. "On the Consequences of State Dependent Preferences for the Pricing of Financial Assets," CEPR Discussion Papers 3697, C.E.P.R. Discussion Papers.
      • Jean-Pierre Danthine & John B. Donaldson & Christos Giannikos & Hany Guirguis, 2004. "On the Consequences of State Dependent Preferences for the Pricing of Financial Assets," FAME Research Paper Series rp73, International Center for Financial Asset Management and Engineering.
   2. Falato, Antonio, 2009. "Happiness maintenance and asset prices," Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1247-1262, June.
      • Antonio Falato, 2003. "Happiness Maintenance and Asset Prices," Finance 0310003, University Library of Munich, Germany.
      • Antonio Falato, 2008. "Happiness maintenance and asset prices," Finance and Economics Discussion Series 2008-19, Board of Governors of the Federal Reserve System (U.S.).
   3. Miroslav Misina, 2003. "What Does the Risk-Appetite Index Measure?," Staff Working Papers 03-23, Bank of Canada.
      • Miroslav Misina, 2003. "What does the risk-appetite index measure?," Economics Bulletin, AccessEcon, vol. 28(6), pages 1-6.
   4. Miroslav Misina, 2005. "Risk Perceptions and Attitudes," Staff Working Papers 05-17, Bank of Canada.
   5. Luiz Vitiello & Ser-Huang Poon, 2022. "Option pricing with random risk aversion," Review of Quantitative Finance and Accounting, Springer, vol. 58(4), pages 1665-1684, May.
   6. Traian A. Pirvu & Huayue Zhang, 2012. "A Multi Period Equilibrium Pricing Model," Papers 1205.6193, arXiv.org.
   7. Dominique Pépin & Stephen Miller, 2020. "The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data," Post-Print hal-04648224, HAL.
      • Dominique Pépin & Stephen M. Miller, 2020. "The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data," Working papers 2020-09, University of Connecticut, Department of Economics.
   8. Felix KUBLER & Karl SCHMEDDERS, 2009. "Non-parametric counterfactual analysis in dynamic general equilibrium," Swiss Finance Institute Research Paper Series 09-05, Swiss Finance Institute.
      • Felix Kubler & Karl Schmedders, 2010. "Non-parametric counterfactual analysis in dynamic general equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 181-200, October.
      • Felix Kubler & Karl Schmedders, 2007. "Non-parametric counterfactual analysis in dynamic general equilibrium," PIER Working Paper Archive 07-027, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
   9. Amadeu DaSilva & Mira Farka & Christos Giannikos, 2011. "Habit Formation in an Overlapping Generations Model with Borrowing Constraints," European Financial Management, European Financial Management Association, vol. 17(4), pages 705-725, September.
   10. Kraus, Alan & Sagi, Jacob S., 2006. "Asset pricing with unforeseen contingencies," Journal of Financial Economics, Elsevier, vol. 82(2), pages 417-453, November.
   11. Luz Rocío Sotomayor & Abel Cadenillas, 2009. "Explicit Solutions Of Consumption‐Investment Problems In Financial Markets With Regime Switching," Mathematical Finance, Wiley Blackwell, vol. 19(2), pages 251-279, April.
   12. Pascal St-Amour, 2004. "Ratchet vs Blasé Investors and Asset Markets," CIRANO Working Papers 2004s-11, CIRANO.
   13. Dominique Pepin, 2011. "Instabilité des comportements et cycles financiers : une relecture dans un cadre rationnel avec préférences endogènes," Working Papers hal-00960012, HAL.
   14. Jaime A. Londo~no, 2006. "State Dependent Utility," Papers math/0603316, arXiv.org.
   15. Berrada, Tony & Detemple, Jérôme & Rindisbacher, Marcel, 2018. "Asset pricing with beliefs-dependent risk aversion and learning," Journal of Financial Economics, Elsevier, vol. 128(3), pages 504-534.
   16. John Donaldson & Rajnish Mehra, 2007. "Risk Based Explanations of the Equity Premium," NBER Working Papers 13220, National Bureau of Economic Research, Inc.

2. Jérôme Detemple & Christos I. Giannikos, 1995. "Asset and Commodity Prices with Multiattribute Durable Goods," CIRANO Working Papers 95s-47, CIRANO.
   • Detemple, Jerome B. & Giannikos, Christos I., 1996. "Asset and commodity prices with multi-attribute durable goods," Journal of Economic Dynamics and Control, Elsevier, vol. 20(8), pages 1451-1504, August.

   Cited by:

   1. Bank, Peter & Riedel, Frank, 2003. "Optimal Dynamic Choice of Durable and Perishable Goods," Bonn Econ Discussion Papers 29/2003, University of Bonn, Bonn Graduate School of Economics (BGSE).
      • Peter Bank & Frank Riedel, 2003. "Optimal Dynamic Choice of Durable and Perishable Goods," Levine's Bibliography 666156000000000402, UCLA Department of Economics.
   2. Lorenzo Reus & Frank J. Fabozzi, 2021. "Robust Solutions to the Life-Cycle Consumption Problem," Computational Economics, Springer;Society for Computational Economics, vol. 57(2), pages 481-499, February.
   3. Sunil S. Poshakwale & Pankaj Chandorkar, 2019. "The Impact of Aggregate and Disaggregate Consumption Shocks on the Equity Risk Premium in the United Kingdom," Annals of Economics and Finance, Society for AEF, vol. 20(2), pages 489-524, November.
   4. Cuoco, Domenico & Liu, Hong, 2000. "Optimal consumption of a divisible durable good," Journal of Economic Dynamics and Control, Elsevier, vol. 24(4), pages 561-613, April.
      • Domenico Cuoco & Hong Liu, "undated". "Optimal Consumption of a Divisible Durable Good," Rodney L. White Center for Financial Research Working Papers 20-98, Wharton School Rodney L. White Center for Financial Research.
   5. Castañeda, Pablo & Reus, Lorenzo, 2019. "Suboptimal investment behavior and welfare costs: A simulation based approach," Finance Research Letters, Elsevier, vol. 30(C), pages 170-180.
   6. Detemple, Jerome B. & Karatzas, Ioannis, 2003. "Non-addictive habits: optimal consumption-portfolio policies," Journal of Economic Theory, Elsevier, vol. 113(2), pages 265-285, December.
   7. Amadeu DaSilva & Mira Farka & Christos Giannikos, 2011. "Habit Formation in an Overlapping Generations Model with Borrowing Constraints," European Financial Management, European Financial Management Association, vol. 17(4), pages 705-725, September.
   8. Damgaard, Anders & Fuglsbjerg, Brian & Munk, Claus, 2003. "Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good," Journal of Economic Dynamics and Control, Elsevier, vol. 28(2), pages 209-253, November.
   9. Jin Sun & Ryle S. Perera & Pavel V. Shevchenko, 2019. "Optimal Investment-Consumption-Insurance with Durable and Perishable Consumption Goods in a Jump Diffusion Market," Papers 1903.00631, arXiv.org.
   10. Paul Ehling, 2004. "Consumption, Portfolio Policies and Dynamic Equilibrium in the Presence of Preference for Ownership," Econometric Society 2004 North American Winter Meetings 311, Econometric Society.
   11. Haug, Jorgen, 2001. "Explicit characterizations of financial prices with history-dependent utility," Journal of Mathematical Economics, Elsevier, vol. 36(4), pages 337-356, December.

Articles

1. Biwei Chen & Christos I. Giannikos & Jun Lou, 2023. "Is More Financial Literacy Always Beneficial? An Investigation through a Mediator," JRFM, MDPI, vol. 16(1), pages 1-10, January.

   Cited by:

   1. Xie, Qian & Ke, Haie & Peng, Juan, 2024. "Impacts of Financial Literacy on Elderly Households’ Consumption," Finance Research Letters, Elsevier, vol. 62(PA).

2. Giannikos, Christos I. & Koimisis, Georgios, 2021. "Habits, Wealth and Equity Risk Premium," Finance Research Letters, Elsevier, vol. 38(C).

   Cited by:

   1. Christos I. Giannikos & Georgios Koimisis, 2021. "Equity Premium with Habits, Wealth Inequality and Background Risk," JRFM, MDPI, vol. 14(7), pages 1-15, July.

3. Christos I. Giannikos & Andreas Kakolyris, 2020. "Modelling the Blind Principal Bid Mechanism: A Large Deviation Approach," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 19(2), pages 187-200, September.

   Cited by:

   1. Giannikos, Christos I. & Kakolyris, Andreas & Suen, Tin Shan, 2023. "Prospect theory and a manager's decision to trade a blind principal bid basket," Global Finance Journal, Elsevier, vol. 55(C).

4. Amadeu DaSilva & Mira Farka & Christos Giannikos, 2019. "Age‐Dependent Increasing Risk Aversion and the Equity Premium Puzzle," The Financial Review, Eastern Finance Association, vol. 54(2), pages 377-412, May.

   Cited by:

   1. Chen, An & Rach, Manuel, 2023. "Actuarial fairness and social welfare in mixed-cohort tontines," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 214-229.
   2. Poonpolkul, Phitawat, 2023. "Age-dependent risk aversion: Re-evaluating fiscal policy impacts of population aging," The Journal of the Economics of Ageing, Elsevier, vol. 26(C).
   3. Kayani, Umar Nawaz & Arif, Muhammad & Hoang, Khanh, 2021. "Chairman age and corporate diversification: The cases of old and powerful captains in Chinese firms," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
   4. Iwanicz-Drozdowska Małgorzata & Rogowicz Karol & Smaga Paweł, 2023. "Market-moving events and their role in portfolio optimization of generations X, Y, and Z," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 59(4), pages 371-397, December.
   5. Phitawat Poonpolkul, 2023. "Age-Dependent Risk Aversion: Re-evaluating Fiscal Policy Impacts of Population Aging," PIER Discussion Papers 198, Puey Ungphakorn Institute for Economic Research.

5. Vaneesha Boney & Christos Giannikos & Hany Guirguis, 2018. "Pricing Dynamics between Single Stock Futures and the Underlying Spot Security," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 17(2), pages 179-191, September.

   Cited by:

   1. Guntur Anjana Raju & Sanjeeta Shirodkar, 2020. "The Lead Lag Relationship between Spot and Futures Markets in the Energy Sector: Empirical Evidence from Indian Markets," International Journal of Energy Economics and Policy, Econjournals, vol. 10(5), pages 409-414.

6. Stefano d’Addona & Christos Giannikos, 2014. "Asset pricing and the role of macroeconomic volatility," Annals of Finance, Springer, vol. 10(2), pages 197-215, May.

   Cited by:

   1. Lopez-Buenache, German, 2019. "The evolution of monetary policy effectiveness under macroeconomic instability," Economic Modelling, Elsevier, vol. 83(C), pages 221-233.

7. Christos I. Giannikos & Eleni Gousgounis, 2012. "Short Sale Constraints and Dispersion of Opinion: Evidence from the Indian Equity Market," The Financial Review, Eastern Finance Association, vol. 47(1), pages 115-143, February.

   Cited by:

   1. Syamala, Sudhakara Reddy & Wadhwa, Kavita & Goyal, Abhinav, 2017. "Determinants of commonality in liquidity: Evidence from an order-driven emerging market," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 38-52.
   2. Narayan, Paresh Kumar & Ali Ahmed, Huson & Sharma, Susan Sunila & Prabheesh, K. P., 2014. "How profitable is the Indian stock market?," Working Papers fe_2014_14, Deakin University, Department of Economics.
      • Narayan, Paresh Kumar & Ahmed, Huson Ali & Sharma, Susan Sunila & K.P., Prabheesh, 2014. "How profitable is the Indian stock market?," Pacific-Basin Finance Journal, Elsevier, vol. 30(C), pages 44-61.
   3. Banerjee, Pradip & Chatrath, Arjun & Christie-David, Rohan & Maitra, Debasish, 2018. "The effects of options listing and delisting in a short-sale-constrained market: Evidence from the Indian equities markets," Global Finance Journal, Elsevier, vol. 35(C), pages 157-169.
   4. Opie, Wei & Zhang, Hong Feng, 2013. "Investor heterogeneity and the cross-sectional stock returns in China," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 1-20.
   5. Giannikos Christos & Gousgounis Eleni, 2018. "Short Sale Constraints, Correlation and Market Efficiency," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 18(2), pages 1-18, July.

8. Christos Giannikos & Hany Guirguis & Tin Shan Suen, 2012. "Modelling the Blind Principal Bid Basket Trading Cost," European Financial Management, European Financial Management Association, vol. 18(2), pages 271-302, March.

   Cited by:

   1. Christos I. Giannikos & Andreas Kakolyris, 2020. "Modelling the Blind Principal Bid Mechanism: A Large Deviation Approach," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 19(2), pages 187-200, September.
   2. Giannikos, Christos I. & Kakolyris, Andreas & Suen, Tin Shan, 2023. "Prospect theory and a manager's decision to trade a blind principal bid basket," Global Finance Journal, Elsevier, vol. 55(C).
   3. Lamprini Zarpala & Dimitris Voliotis, 2022. "Blind portfolios’ auctions in two-rounds," Annals of Finance, Springer, vol. 18(4), pages 545-552, December.

9. Amadeu DaSilva & Mira Farka & Christos Giannikos, 2011. "Habit Formation in an Overlapping Generations Model with Borrowing Constraints," European Financial Management, European Financial Management Association, vol. 17(4), pages 705-725, September.

   Cited by:

   1. Amadeu DaSilva & Mira Farka, 2017. "Retracted: Portfolio Allocation and Asset Returns in an OLG Economy with Increasing Risk Aversion," European Financial Management, European Financial Management Association, vol. 23(4), pages 836-836, September.
   2. Amadeu DaSilva & Mira Farka, 2018. "Asset pricing puzzles in an OLG economy with generalized preference," European Financial Management, European Financial Management Association, vol. 24(3), pages 331-361, June.

10. Xiuqing Ji & Christos Giannikos, 2010. "The profitability, seasonality and source of industry momentum," Applied Financial Economics, Taylor & Francis Journals, vol. 20(17), pages 1337-1349.

    Cited by:

    1. Yeng May Tan & Fan Fah Cheng, 2019. "Industry- and liquidity-based momentum in Australian equities," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-18, December.
    2. Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2023. "Industry momentum in Latin America," Journal of Business Research, Elsevier, vol. 158(C).
    3. Simarjeet Singh & Nidhi Walia & Sivagandhi Saravanan & Preeti Jain & Avtar Singh & Jinesh jain, 2021. "Mapping the scientific research on alternative momentum investing: a bibliometric analysis," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, vol. 38(4), pages 619-636, April.
    4. Močnik Dijana & Širec Karin, 2015. "Determinants Of A Fast-Growing Firm’s Profits: Empirical Evidence For Slovenia," Scientific Annals of Economics and Business, Sciendo, vol. 62(1), pages 37-54, April.
    5. Benjamin R. Auer, 2019. "Does the strength of capital market anomalies exhibit seasonal patterns?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(1), pages 91-103, January.

11. Hany S. Guirguis & Christos I. Giannikos, 2007. "A note on the effect of expected changes in monetary policy on long-term interest rates," Journal of Applied Economics, Universidad del CEMA, vol. 10, pages 99-114, May.
    • Hany S. Guirguis & Christos I. Giannikos, 2007. "A Note on the Effect of Expected Changes in Monetary Policy on Long-Term Interest Rates," Journal of Applied Economics, Taylor & Francis Journals, vol. 10(1), pages 99-114, May.

    Cited by:

    1. Das, Rituparna, 2009. "Indian G-Sec Market: How the Term Structure Reacts to Monetary Policy," MPRA Paper 16436, University Library of Munich, Germany.

12. Christos I. Giannikos & Xiuqing Ji, 2007. "Industry Momentum at the End of the 20th Century," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 6(1), pages 29-46, April.

    Cited by:

    1. Li, Bob & Stork, Thomas & Chai, Daniel & Ee, Mong Shan & Ang, Hong Nee, 2014. "Momentum effect in Australian equities: Revisit, armed with short-selling ban and risk factors," Pacific-Basin Finance Journal, Elsevier, vol. 27(C), pages 19-31.
    2. Laura Andreu & Laurens Swinkels & Liam Tjong-A-Tjoe, 2013. "Can exchange traded funds be used to exploit industry and country momentum?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(2), pages 127-148, June.
    3. Muhammad M Islam & Lawrence Gomes, 2011. "Momentum change, industry group rotation and portfolio returns," Journal of Asset Management, Palgrave Macmillan, vol. 12(6), pages 426-437, December.
    4. Liu, Ming & Liu, Qianqiu & Ma, Tongshu, 2011. "The 52-week high momentum strategy in international stock markets," Journal of International Money and Finance, Elsevier, vol. 30(1), pages 180-204, February.
    5. Nicholas Rueilin Lee, 2012. "Firm ratings, momentum strategies, and crises: evidence from the US and Taiwanese stock markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(4), pages 449-468, December.

13. Iordanis Petsas & Christos Giannikos, 2005. "Process versus Product Innovation in Multiproduct Firms," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 4(3), pages 231-248, December.

    Cited by:

    1. Stamatopoulos, Giorgos & Tauman, Yair, 2008. "Licensing of a quality-improving innovation," Mathematical Social Sciences, Elsevier, vol. 56(3), pages 410-438, November.
    2. Tieng Kimseng & Amna Javed & Chawalit Jeenanunta & Youji Kohda, 2020. "Sustaining Innovation through Joining Global Supply Chain Networks: The Case of Manufacturing Firms in Thailand," Sustainability, MDPI, vol. 12(13), pages 1-17, June.
    3. Cahill, Sean & Rich, Tabitha & Cozzarin, Brian, 2015. "Innovation in the Canadian Food Processing Industry: Evidence from the Workplace and Employee Survey," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 18(2), pages 1-22, May.
    4. Huvaj, M. Nesij & Johnson, William C., 2019. "Organizational complexity and innovation portfolio decisions: Evidence from a quasi-natural experiment," Journal of Business Research, Elsevier, vol. 98(C), pages 153-165.
    5. Antelo, Manel & Bru, Lluís, 2022. "Product licensing in a Stackelberg industry," MPRA Paper 113985, University Library of Munich, Germany.
    6. Ma, Xin & McSweeney, Peter, 2008. "Product and process innovation in the food processing industry: case study in Guangxi province," Australasian Agribusiness Review, University of Melbourne, Department of Agriculture and Food Systems, vol. 16.
    7. Li, Qing & Zhang, Huaige & Hong, Xianpei, 2020. "Knowledge structure of technology licensing based on co-keywords network: A review and future directions," International Review of Economics & Finance, Elsevier, vol. 66(C), pages 154-165.
    8. Zhao, Dan, 2017. "Choices and impacts of cross-licensing contracts," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 389-405.
    9. Antelo, Manel & Bru, Lluís, 2023. "Licensing a product innovation in a Cournot industry," MPRA Paper 116631, University Library of Munich, Germany.

14. Hany Guirguis & Christos Giannikos & Randy Anderson, 2004. "The US Housing Market: Asset Pricing Forecasts Using Time Varying Coefficients," The Journal of Real Estate Finance and Economics, Springer, vol. 30(1), pages 33-53, October.

    Cited by:

    1. Camilo Serrano & Martin Hoesli, 2010. "Are Securitized Real Estate Returns more Predictable than Stock Returns?," The Journal of Real Estate Finance and Economics, Springer, vol. 41(2), pages 170-192, August.
       • Camilo Serrano & Martin Hoesli, 2008. "Are Securitized Real Estate Returns more Predictable than Stock Returns?," Swiss Finance Institute Research Paper Series 08-27, Swiss Finance Institute.
       • Camilo Serrano & Martin Hoesli, 2008. "Are Securitized Real Estate Returns More Predictable Than Stock Returns?," ERES eres2008_252, European Real Estate Society (ERES).
    2. Park, Donghyun & Xiao, Qin, 2009. "Housing Prices and the Role of Speculation: The Case of Seoul," ADB Economics Working Paper Series 146, Asian Development Bank.
    3. Michail Karoglou & Bruce Morley & Dennis Thomas, 2013. "Risk and Structural Instability in US House Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 46(3), pages 424-436, April.
    4. Massimo Guidolin & Manuela Pedio & Milena Petrova, 2019. "The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis," BAFFI CAREFIN Working Papers 19122, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
       • Massimo Guidolin & Manuela Pedio & Milena T. Petrova, 2023. "The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 67(1), pages 108-149, July.
    5. Mahua Barari & Nityananda Sarkar & Srikanta Kundu & Kushal Banik Chowdhury, 2014. "Forecasting House Prices in the United States with Multiple Structural Breaks," International Econometric Review (IER), Econometric Research Association, vol. 6(1), pages 1-23, April.
    6. Ghysels, Eric & Plazzi, Alberto & Valkanov, Rossen & Torous, Walter, 2013. "Forecasting Real Estate Prices," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 509-580, Elsevier.
    7. Daniele Bianchi & Massimo Guidolin, 2014. "Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios," The Journal of Real Estate Finance and Economics, Springer, vol. 49(1), pages 116-164, July.
    8. Chang, Kuang-Liang, 2010. "House price dynamics, conditional higher-order moments, and density forecasts," Economic Modelling, Elsevier, vol. 27(5), pages 1029-1039, September.
    9. Dr. Anantha Raj A. Arokiasamy* & Dr. Sam Sarpong, 2019. "Exploring Customer Perceptions on Housing Loan: Evidence from the Malaysian Urban Community," The Journal of Social Sciences Research, Academic Research Publishing Group, vol. 5(8), pages 1193-1203, 08-2019.
    10. Helmut Herwartz & Fang Xu, 2020. "Low Mortgage Rates and Securitization: A Distinct Perspective on the US Housing Boom," Scandinavian Journal of Economics, Wiley Blackwell, vol. 122(1), pages 164-190, January.
    11. Qin Xiao & Donghyun Park, 2010. "Seoul housing prices and the role of speculation," Empirical Economics, Springer, vol. 38(3), pages 619-644, June.
    12. Tommy Wu & Michael Cheng & Ken Wong, 2017. "Bayesian analysis of Hong Kong's housing price dynamics," Pacific Economic Review, Wiley Blackwell, vol. 22(3), pages 312-331, August.

15. Danthine, Jean-Pierre & Donaldson, John B. & Giannikos, Christos & Guirguis, Hany, 2004. "On the consequences of state dependent preferences for the pricing of financial assets," Finance Research Letters, Elsevier, vol. 1(3), pages 143-153, September.
    • Jean-Pierre Danthine & John B. Donaldson & Christos Giannikos & Hany Guirguis, 2002. "On the Consequences of State Dependent Preferences for the Pricing of Financial Assets," Cahiers de Recherches Economiques du Département d'économie 02.17, Université de Lausanne, Faculté des HEC, Département d’économie.
    • Danthine, Jean-Pierre & Donaldson, John B & Giannikos, Chrisos & Guirguis, Hany, 2003. "On the Consequences of State Dependent Preferences for the Pricing of Financial Assets," CEPR Discussion Papers 3697, C.E.P.R. Discussion Papers.
    • Jean-Pierre Danthine & John B. Donaldson & Christos Giannikos & Hany Guirguis, 2004. "On the Consequences of State Dependent Preferences for the Pricing of Financial Assets," FAME Research Paper Series rp73, International Center for Financial Asset Management and Engineering.
    See citations under working paper version above.
16. Randy I. Anderson & Christopher M. Brockman & Christos Giannikos & Robert W. McLeod, 2004. "A Non-Parametric Examination of Real Estate Mutual Fund Efficiency," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 3(3), pages 225-238, December.

    Cited by:

    1. Mohammad Reza TAVAKOLI BAGHDADABAD & Afsaneh NOORI HOUSHYAR, 2014. "Productivity and Efficiency Evaluation of US Mutual Funds," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(2), pages 120-143, March.
    2. Solórzano-Taborga, Pablo & Alonso-Conde, Ana Belén & Rojo-Suárez, Javier, 2018. "Efficiency and Persistence of Spanish Absolute Return Funds || Eficiencia y persistencia de los fondos de retorno absolutos españoles," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 25(1), pages 186-214, Junio.
    3. K. Kerstens, 2010. "Non-Parametric Frontier Estimates of Mutual Fund Performance Using C- and L-Moments : Some Specification Tests," Post-Print halshs-00777288, HAL.
       • Kerstens, Kristiaan & Mounir, Amine & de Woestyne, Ignace Van, 2011. "Non-parametric frontier estimates of mutual fund performance using C- and L-moments: Some specification tests," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1190-1201, May.
       • K. Kerstens, 2010. "Non-Parametric Frontier Estimates of Mutual Fund Performance Using C- and L-Moments : Some Specification Tests," Post-Print halshs-00777278, HAL.
       • K. Kerstens, 2010. "Non-Parametric Frontier Estimates of Mutual Fund Performance Using C- and L-Moments: Some Specification Tests," Post-Print halshs-00777323, HAL.
       • K. Kerstens & A. Mounir & I. van de Woestyne, 2011. "Non-parametric frontier estimates of mutual fund performance using C- and L-moments: Some specification tests," Post-Print halshs-00578239, HAL.
       • Kerstens, Kristiaan & Mounir, Amine & Van de Woestyne, Ignace, 2010. "Non-Parametric Frontier Estimates of Mutual Fund Performance Using C- and L-Moments: Some Specification Tests," Working Papers 2010/10, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
    4. Morano, Pierluigi & Tajani, Francesco, 2018. "Saving soil and financial feasibility. A model to support public-private partnerships in the regeneration of abandoned areas," Land Use Policy, Elsevier, vol. 73(C), pages 40-48.
    5. Babalos, Vassilios & Caporale, Guglielmo Maria & Philippas, Nikolaos, 2012. "Efficiency evaluation of Greek equity funds," Research in International Business and Finance, Elsevier, vol. 26(2), pages 317-333.
       • Vassilios, Babalos & Guglielmo-Maria, Caporale & Philippas, Nikolaos, 2012. "Efficiency evaluation of Greek equity funds," MPRA Paper 37954, University Library of Munich, Germany.
    6. Tarnaud, Albane Christine & Leleu, Hervé, 2018. "Portfolio analysis with DEA: Prior to choosing a model," Omega, Elsevier, vol. 75(C), pages 57-76.
       • Albane Tarnaud & Hervé Leleu, 2016. "Portfolio analysis with DEA: prior to choosing a model," Working Papers 2016-EQM-05, IESEG School of Management.
       • Albane Christine Tarnaud & Herve Leleu, 2018. "Portfolio analysis with DEA: Prior to choosing a model," Post-Print halshs-01720372, HAL.
    7. Tsolas, Ioannis E., 2014. "Precious metal mutual fund performance appraisal using DEA modeling," Resources Policy, Elsevier, vol. 39(C), pages 54-60.
    8. Joseph R. Nicholson & James A. Stevens, 2022. "REIT Operational Efficiency: External Advisement and Management," The Journal of Real Estate Finance and Economics, Springer, vol. 65(1), pages 127-151, July.
    9. Vassilios Babalos & Michael Doumpos & Nikolaos Philippas & Constantin Zopounidis, 2015. "Towards a Holistic Approach for Mutual Fund Performance Appraisal," Computational Economics, Springer;Society for Computational Economics, vol. 46(1), pages 35-53, June.
    10. Jialin Li & Siying Li, 2018. "An Empirical Analysis of the Impact of Fund Manager¡¯s Personal Characteristics on Fund Performance in China¡¯s Fund Market - Based on DEA Model and Threshold Panel Model," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 9(2), pages 216-226, April.
    11. Apostolos Ampountolas, 2022. "Postcrisis REIT performance using financial ratios: A DEA approach," Tourism Economics, , vol. 28(2), pages 371-393, March.
    12. Babalos, Vassilios & Mamatzakis, Emmanuel C. & Matousek, Roman, 2015. "The performance of US equity mutual funds," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 217-229.
    13. Mustafa Kemal Yilmaz & Ali Osman Kusakci & Ekrem Tatoglu & Orkun Icten & Feyzullah Yetgin, 2019. "Performance Evaluation of Real Estate Investment Trusts using a Hybridized Interval Type-2 Fuzzy AHP-DEA Approach: The Case of Borsa Istanbul," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 18(06), pages 1785-1820, November.
    14. Lu, Wen-Min & Liu, John S. & Kweh, Qian Long & Wang, Chung-Wei, 2016. "Exploring the benchmarks of the Taiwanese investment trust corporations: Management and investment efficiency perspectives," European Journal of Operational Research, Elsevier, vol. 248(2), pages 607-618.
    15. Panayotis Alexakis & Ioannis Tsolas, 2011. "Appraisal of Mutual Equity Fund Performance Using Data Envelopment Analysis," Multinational Finance Journal, Multinational Finance Journal, vol. 15(3-4), pages 273-296, September.
    16. Babalos, Vassilios & Philippas, Nikolaos & Doumpos, Michael & Zompounidis, Constantin, 2011. "Mutual funds performance appraisal using stochastic multicriteria acceptability analysis," MPRA Paper 37953, University Library of Munich, Germany.
    17. Glawischnig, Markus & Sommersguter-Reichmann, Margit, 2010. "Assessing the performance of alternative investments using non-parametric efficiency measurement approaches: Is it convincing?," Journal of Banking & Finance, Elsevier, vol. 34(2), pages 295-303, February.

17. Elias D. Belessakos & Christos I. Giannikos, 2002. "The "Lack" of Volatility Trade-Offs in Exchange Rate Zones with Sticky Prices," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 1(1), pages 69-78, April.

    Cited by:

    1. Lai, Ching-chong & Fang, Chung-rou & Chang, Juin-jen, 2008. "Volatility trade-offs in exchange rate target zones," International Review of Economics & Finance, Elsevier, vol. 17(3), pages 366-379.
    2. Chen, Li-Ju & Hu, Shih-Wen & Wang, Vey & Wen, Jiandong & Ye, Chusheng, 2014. "The effects of purchasing and price subsidy policies for agricultural products under target zones," Economic Modelling, Elsevier, vol. 43(C), pages 439-447.

18. Giannikos, Christos I., 2001. "A note on demand for information: the OCE preferences case," Economics Letters, Elsevier, vol. 71(3), pages 355-358, June.

    Cited by:

    1. Giannikos, Christos I. & Ozenbas, Deniz, 2002. "Investment in real assets and information acquisition: the OCE preferences case," Economics Letters, Elsevier, vol. 77(1), pages 73-78, September.

19. Detemple, Jerome B. & Giannikos, Christos I., 1996. "Asset and commodity prices with multi-attribute durable goods," Journal of Economic Dynamics and Control, Elsevier, vol. 20(8), pages 1451-1504, August.
    • Jérôme Detemple & Christos I. Giannikos, 1995. "Asset and Commodity Prices with Multiattribute Durable Goods," CIRANO Working Papers 95s-47, CIRANO.
    See citations under working paper version above.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers 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-BEC: Business Economics (2) 2005-04-16 2011-12-19
2. NEP-CFN: Corporate Finance (2) 2002-12-02 2003-04-09
3. NEP-MAC: Macroeconomics (2) 2005-04-16 2011-12-19
4. NEP-DGE: Dynamic General Equilibrium (1) 2011-12-19
5. NEP-FIN: Finance (1) 2005-04-16
6. NEP-FOR: Forecasting (1) 2011-12-19
7. NEP-RMG: Risk Management (1) 2003-04-09

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