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Lykourgos Alexiou
Lykourgos Alexiou
University of Liverpool Management School
Verified email at liverpool.ac.uk
Title
Cited by
Cited by
Year
Pricing event risk: Evidence from concave implied volatility curves
L Alexiou, A Goyal, A Kostakis, L Rompolis
Swiss Finance Institute Research Paper, 2023
62023
Option‐implied moments and the cross‐section of stock returns
L Alexiou, LS Rompolis
Journal of Futures Markets 42 (4), 668-691, 2022
22022
Uncovering the Asymmetric Information Content of High-Frequency Options
L Alexiou, M Bevilacqua, R Hizmeri
Available at SSRN 4376018, 2023
12023
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Articles 1–3