Konstantinos Gkionis

UBS

FX Options Quant Trading

5 Broadgate

London , EC2M 2QS

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

758

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Capital Structure and Financial Flexibility: Expectations of Future Shocks

Number of pages: 62 Posted: 21 Sep 2014 Last Revised: 29 Jan 2019
Costas Lambrinoudakis, George S. Skiadopoulos and Konstantinos Gkionis
University of Leeds - Leeds University Business School (LUBS), Queen Mary, University of London, School of Economics and Finance and UBS
Downloads 355 (102,992)
Citation 1

Abstract:

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Capital structure, Financial flexibility, Options, Risk-neutral volatility, Risk-neutral kurtosis

2.

Positive Stock Information in Out-of-the-Money Option Prices

Number of pages: 78 Posted: 06 Jun 2017 Last Revised: 06 Mar 2021
UBS, University of Liverpool Management School, Queen Mary, University of London, School of Economics and Finance and University of Manchester - Manchester Business School
Downloads 286 (130,113)

Abstract:

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Option-Implied Information, Price Discovery, Risk-Neutral Skewness, Stock Underpricing, Downside Risk

3.

Manifestations of Political Uncertainty around US Presidential Elections: Cross-Sectional Evidence from the Option Market

Number of pages: 68 Posted: 07 Jun 2019
University of Liverpool Management School, UBS and The University of Manchester - Alliance Manchester Business School
Downloads 117 (286,331)

Abstract:

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Political Uncertainty; US Presidential Election; Firm Risk and Return; Trading Activity; Dispersion of Beliefs; Option-Implied Information

4.

Positive Stock Information in Out-of-The-Money Option Prices

Journal of Banking and Finance, Vol. 128, 2021
UBS, University of Liverpool Management School, Queen Mary, University of London, School of Economics and Finance and University of Manchester - Manchester Business School

Abstract:

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Option-Implied information, Price discovery, Risk-Neutral skewness, Stock underpricing, Downside risk