Narrow search
Showing 1 - 10 of 85
Cover Image
Equity premium with habits, wealth inequality and background risk
Giannikos, Christos; Koimisis, Georgios - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-15
In an exchange economy with endowment inequality, we investigate how preferences with external habits affect the equity risk premium. We show that the dynamics of external additive habits with wealth inequality are complex when a background risk is present. It is ambiguous whether wealth...
Persistent link: https://www.econbiz.de/10012626100
Cover Image
Habits, wealth and equity risk premium
Giannikos, Christos; Koimisis, Georgios - In: Finance research letters 38 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012490552
Cover Image
The importance of income uncertainty on the relationship of inequality with the equity risk premium
Giannikos, Christos; Guirguis, Hany S.; Koimisis, Georgios - In: International journal of business and economics 23 (2024) 1, pp. 71-86
Persistent link: https://www.econbiz.de/10015084460
Cover Image
Equity premium with habits, wealth inequality and background risk
Giannikos, Christos; Koimisis, Georgios - In: Journal of Risk and Financial Management 14 (2021) 7, pp. 1-15
In an exchange economy with endowment inequality, we investigate how preferences with external habits affect the equity risk premium. We show that the dynamics of external additive habits with wealth inequality are complex when a background risk is present. It is ambiguous whether wealth...
Persistent link: https://www.econbiz.de/10013201005
Cover Image
A note on demand for information : the OCE preferences case
Giannikos, Christos - In: Economics letters 71 (2001) 3, pp. 355-358
Persistent link: https://www.econbiz.de/10001574264
Cover Image
Editorial note: special issue on financial economics 2018
Giannikos, Christos (ed.) - In: International journal of business and economics 17 (2018) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10011997262
Cover Image
On the consequences of state dependent preferences for the pricing of financial assets
Danthine, Jean-Pierre; Donaldson, John B.; Giannikos, … - In: Finance research letters 1 (2004) 3, pp. 143-153
Persistent link: https://www.econbiz.de/10003307274
Cover Image
A note on the effect of expected changes in monetary policy on long-term interest rates
Guirguis, Hany S.; Giannikos, Christos - In: Journal of applied economics 10 (2007) 1, pp. 99-114
Persistent link: https://www.econbiz.de/10003706591
Cover Image
The profitability, seasonality and source of industry momentum
Ji, Xiuqing; Giannikos, Christos - In: Applied financial economics 20 (2010) 16/18, pp. 1337-1349
Persistent link: https://www.econbiz.de/10009010942
Cover Image
Short sale constraints and dispersion of opinion : evidence from the Indian equity market
Giannikos, Christos; Gousgounis, Eleni - In: The financial review : the official publication of the … 47 (2012) 1, pp. 115-143
Persistent link: https://www.econbiz.de/10009500717