Stefanos Delikouras

University of Miami - Department of Finance

P.O. Box 248094

Coral Gables, FL 33124-6552

United States

SCHOLARLY PAPERS

15

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4,220

SSRN CITATIONS
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SSRN RANKINGS

Top 24,265

in Total Papers Citations

25

CROSSREF CITATIONS

14

Scholarly Papers (15)

1.

Blockchain Characteristics and the Cross-Section of Cryptocurrency Returns

Number of pages: 53 Posted: 06 Mar 2019 Last Revised: 08 Apr 2021
Siddharth Bhambhwani, Stefanos Delikouras and George M. Korniotis
HKUST Business School, University of Miami - Department of Finance and University of Miami
Downloads 1,007 (26,781)
Citation 15

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Hashrate, Network, Factor Analysis, GMM, Rolling Estimation

2.

Geography of Firms and Propagation of Local Economic Conditions

Number of pages: 67 Posted: 22 May 2012 Last Revised: 17 Jun 2020
University of Miami - Department of Finance, University of Miami - Department of Finance, University of Miami and University of Miami - Miami Herbert Business School
Downloads 665 (47,354)

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Economic networks, 10-K filings, U.S. states, Gross State Product, predictability, return comovement, liquidity, sales

3.

Under-Reaction to Political Information and Price Momentum

University of Miami Legal Studies Research Paper No. 18-4
Number of pages: 51 Posted: 17 Apr 2014 Last Revised: 10 Oct 2018
Jawad M. Addoum, Stefanos Delikouras, Da Ke and Alok Kumar
Cornell University, University of Miami - Department of Finance, University of South Carolina - Department of Finance and University of Miami - Miami Herbert Business School
Downloads 559 (59,150)
Citation 2

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Price momentum, political climate, market underreaction, trading strategies

4.

The Human Capital That Matters: Expected Returns and High-Income Households

Review of Financial Studies, 2016, 29(9): 2523-2563
Number of pages: 56 Posted: 15 Sep 2007 Last Revised: 15 Oct 2016
Board of Governors of the Federal Reserve System, University of Miami - Department of Finance, College of Business, Stony Brook University and University of Miami
Downloads 343 (105,652)
Citation 3

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human capital, income risk, affluent investors, stock returns

5.

Income Hedging, Dynamic Style Preferences, and Return Predictability

Journal of Finance, Forthcoming, University of Miami Business School Research Paper No. 18-8
Number of pages: 91 Posted: 04 May 2014 Last Revised: 10 Oct 2018
Jawad M. Addoum, Stefanos Delikouras, George M. Korniotis and Alok Kumar
Cornell University, University of Miami - Department of Finance, University of Miami and University of Miami - Miami Herbert Business School
Downloads 303 (120,967)
Citation 1

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Income hedging, hedging demand, value factor, state-level income risk, style investing, return predictability

6.

Clustering Fosters Investment: Local Agglomeration and Household Portfolio Choice

9th Miami Behavioral Finance Conference 2018, University of Miami Business School Research Paper No. 2909168
Number of pages: 48 Posted: 06 Nov 2019 Last Revised: 08 Mar 2021
Jawad M. Addoum, Stefanos Delikouras, Da Ke and George M. Korniotis
Cornell University, University of Miami - Department of Finance, University of South Carolina - Department of Finance and University of Miami
Downloads 233 (157,936)

Abstract:

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local agglomeration, household portfolio choice, human capital

7.

A Single-Factor Consumption-Based Asset Pricing Model

Number of pages: 97 Posted: 05 Jun 2016 Last Revised: 07 Dec 2017
Stefanos Delikouras and Alexandros Kostakis
University of Miami - Department of Finance and University of Liverpool Management School
Downloads 198 (184,115)
Citation 9

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asset pricing, stock returns, consumption, disappointment aversion, indicator, certainty equivalent, risk aversion

8.

Do Dollar-Denominated Emerging Market Corporate Bonds Insure Foreign Exchange Risk?

Number of pages: 44 Posted: 10 Jun 2015 Last Revised: 12 Jul 2019
Stefanos Delikouras, Robert F. Dittmar and Haitao Li
University of Miami - Department of Finance, University of Michigan, Stephen M. Ross School of Business and Cheung Kong Graduate School of Business
Downloads 167 (213,769)

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Emerging market debt, default risk, exchange rate risk

9.

Consumption-Income Sensitivity and Portfolio Choice

Number of pages: 72 Posted: 16 Mar 2014 Last Revised: 18 Jun 2018
Jawad M. Addoum, Stefanos Delikouras and George M. Korniotis
Cornell University, University of Miami - Department of Finance and University of Miami
Downloads 152 (231,275)
Citation 2

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life-cycle consumption, income hedging, portfolio theory, consumption-income sensitivity

10.

Where's the Kink? Disappointment Events in Consumption Growth and Equilibrium Asset Prices

Number of pages: 46 Posted: 01 Sep 2012 Last Revised: 02 Mar 2017
Stefanos Delikouras
University of Miami - Department of Finance
Downloads 151 (232,580)
Citation 7

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asset pricing, expected returns, cross-section, consumption growth, disappointment aversion

11.

Do Investment-Based Models Explain Equity Returns? Evidence from Euler Equations

Number of pages: 61 Posted: 18 Mar 2011 Last Revised: 09 Mar 2021
Stefanos Delikouras and Robert F. Dittmar
University of Miami - Department of Finance and University of Michigan, Stephen M. Ross School of Business
Downloads 150 (233,770)

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Asset pricing, size, value, momentum, investment, profitability, q-theory

12.

Consuming, Saving, and Spending Most of Income

Number of pages: 43 Posted: 25 Oct 2004 Last Revised: 15 Jul 2017
Stefanos Delikouras and George M. Korniotis
University of Miami - Department of Finance and University of Miami
Downloads 130 (261,937)

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Savings, mental accounting, quadratic utility, consumer choice

13.

Asset Pricing With and Without Garbage: Resurrecting Aggregate Consumption

University of Miami Business School Research Paper No. 3417217
Number of pages: 60 Posted: 10 Jul 2019 Last Revised: 12 Feb 2021
Stefanos Delikouras and George M. Korniotis
University of Miami - Department of Finance and University of Miami
Downloads 87 (344,635)

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cross-section, consumption growth, garbage, unfiltered consumption, disappointment aversion

14.

Why Corporate Bonds May Disappoint: Disappointment Aversion and the Credit Spread Puzzle

Number of pages: 63 Posted: 17 Mar 2014 Last Revised: 09 Jul 2019
Stefanos Delikouras
University of Miami - Department of Finance
Downloads 73 (381,612)
Citation 2

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consumption-based asset pricing, credit spread puzzle, disappointment aversion, disappointment events, equity premia, risk-free rate

15.

Blockchain Characteristics and the Cross-Section of Cryptocurrency Returns

CEPR Discussion Paper No. DP13724
Number of pages: 56 Posted: 13 May 2019 Last Revised: 14 May 2021
Siddharth Bhambhwani, Stefanos Delikouras and George M. Korniotis
University of Miami Herbert Business School, University of Miami - Department of Finance and University of Miami
Downloads 2 (751,919)
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