Christos Giannikos

Education

MPhil, Finance, Columbia University

Ph.D., Finance, Columbia University

M.S., Engineering, Columbia University

Diploma, Engineering, National Technical University of Athens

Journal Articles

(2022). Gender Differences in Risk-Taking Investment Strategies in Defined Contribution Plans. Journal of Risk and Financial Management, 15(5).

(2021). COVID-19, Race/Ethnicity and Age: The Role of Technologies to Close the Gaps on Health Disparities. Journal of Economics Race and Policy,

(2021). Equity Premium with Habits, Wealth Inequality and Background Risk. Journal of Risk and Financial Management,

DelaCruz, J., Giannikos, C., Kakolyris, A., Utzinger, R., & Karpiak, S. (2021). Cost-Effectiveness Analysis Combining Medical and Mental health Services for Older Adults with HIV in New York City. Atlantic Economic Journal,

(2021). Computing Posterior Signals and Endogenous Parameters in a Dealer Trading Network. Economics Letters,

Giannikos, C., & Koimisis, G. (2020). Habits, Wealth and Equity Risk Premium. Finance Research Letters/Elsevier,

(2020). Power and thick tails: an ARCH process example with extreme value as test statistic. Communications in Statistics - Simulation and Computation, 49(2). 556 - 564.

Giannikos, C., & Kakolyris, A. (2020). Modelling the Blind Principal Bid Mechanism: A Large Deviation Approach. International Journal of Business and Economics, 19(2). 207-220.

Balagyozyan, A., Giannikos, C., & Ma, B. (2019). Power and Thick Tails: an ARCH Process Example with Extreme Value as Test Statistic. Communications in Statistics-Simulation and Computation,

DaSilva, A., Farka, M., & Giannikos, C. (2019). Age-Dependent Increasing Risk Aversion and the Equity Premium Puzzle. The Financial Review,

Giannikos, C., & Gousgounis, E. (2018). Short Sale Constraints, Correlation and Market Efficiency. B.E. Journal of Theoretical Economics, 18(2).

Balagyozyan, A., & Giannikos, C. (2018). Ambiguity and the Excess Consumption Growth Puzzle. International Journal of Business and Economics, 17(No 1). 5-15.

Boney , V., Giannikos, C., & Guirguis, H. (2018). Pricing Dynamics between the Single Stock Futures and the Spot. International Journal of Business and Economics,

Balagyozyan, A., Giannikos, C., & Mona, K. (2016). Business and Real Estate Price Cycles Across the US: Evidence from a Markov Switching Regression Exercise. Journal of Housing Research, 25(1). 82-104.

Giannikos, C., & Donaldson, J. (2016). Asset Pricing in the Presence of Durable Goods Revisited. 31. In Progress.

D' Addona, S., & Giannikos, C. (2014). Asset pricing and the role of macroeconomic volatility. Annals of Finance, 10(2). 197-215.

Giannikos, C., Guirguis, H., & Schizas, P. (2014). Hedge Funds and the Housing Bubble. Applied Financial Economics, 24(24). 1063-1073.

Giannikos, C., Giurguis, H., & Suen, M. (2013). The 2008 Financial Crisis and the Dynamics of Price discovery among Stock Prices, CDS Spreads, and Bond Spreads for U.S. Financial Firms. Journal Of Derivatives, 21(1). 27-48.

Choi, S., & Giannikos, C. (2013). A Note on the Interrelation of Volatility Puzzle, Equity Premium Puzzle and Mean reversion through State Dependent Preferences. Journal of Business and Financial Affairs,

(2012). Short Sale Constraints: The Impact on the Return Distribution. Macroeconomics and Finance in Emerging Market Economies, 5(1). 94-107.

(2012). Modeling the Blind Principal Bid Basket Trading Cost. European Financial Management, 18. 271-302.

(2012). Short Sale Constraints and Dispersion of Opinion: Evidence from the Indian Equity Market. The Financial Review/Wiley, 47(1). 115-143.

(2012). Information Acquisition in the Presence of Asymmetries in Risk Aversion. Journal of Economic Assymetries, 13.

(2011). Habit Formation in an Overlapping generations Model with Borrowing Constraints. European Financial Management, 17(4). 705-725.

(2010). The Profitability, Seasonality and Source of Industry Momentum. Applied Financial Economics, 20(17). 1337-1349.

(2010). Modelling the Blind Principal Bid Basket Trading Cost. European Financial Management,

(2007). Spain’s National Housing Policy: Developing a Profile of Beneficiaries of Public Housing Assistance. Emerging Markets Letters, 1(2). 1-7.

(2007). Sample Extreme Values and ARCH Processes. Journal of Econometrics, 15 pages, single-sided.

(2007). The Profitability, Seasonality, and source of Industry Momentum. Journal of Banking and Finance, 26 pages, single-sided.

(2007). A Note on the Effect of Expected Changes in Monetary Policy on the Long-Term Interest Rates. Journal of Applied Economics, X(1). 99-114.

(2007). Price and Volatility Spillovers between Large and Small Cities: A Study of the Spanish Market. Journal of Real Estate Portfolio Management,

(2007). Asset Pricing and the Spanish Housing Market. Journal of Housing Research, 13 pgs single-sided.

(2007). Asset Pricing in Spanish Housing Market. 16. 83-95.

(2007). Industry Momentum at the End of the 20th Century. International Journal of Business and Economics, 6(1). 29-46.

(2007). A Note on the Effect of the Expected Changes in Monetary Policy on Long-Term Interest Rates. Journal of Applied Economics, 10. 99-114.

(2006). Market Fundamentals and the Forecastability of the Regional Housing Prices: An Empirical Investigation. Forecasting Letters, 1(1). 14-26.

(2006). Time-Varying Price of Risk and the Volatility of Consumption and Wealth. Finance Letters, 1(1). 1-3.

(2006). Power Risk Aversion Utility and Asset Pricing. Risk Letters, 2(1). 1-9.

(2006). The Consumer Preference Structure of the Demand for Social Housing in Spain. Eurasian Review of Economics and Finance, 2(1). 1-9.

(2005). The US Housing Market: Asset Pricing Forecasts Using Time Varying Coefficients. The Journal of Real Estate Finance and Economics, 30(1).

(2005). Process Versus Product Innovation in Multiproduct Firms. International Journal of Business and Economics, 4(3). 231-248.

(2004). Real Estate Mutual Funds versus Real Estate Investment Trusts: A Performance Comparison Using DEA. International Journal of Business and Economics, 3(3).

(2004). On the consequences of state dependent preferences for the pricing of financial assets. Finance Research Letters, 1. 143-153.

(2003). Is Volatility of Equity Markets a Volume Story? – A Non-Parametric Analysis. International Journal of Business and Economics, 2(1). 49-55.

(2002). The "Lack" of Volatility Trade-offs in Exchange Rate Zones with Sticky Prices. International Journal of Business and Economics, 1(1). 66-75.

(2002). Investment in Real Assets and Information Acquisition: The OCE Preferences Case. Economics Letters, 77. 73-78.

(2001). A Note on Demand for Information. Economics Letters, 71. 355-358.

(1996). Asset and Commodity Prices with Multi-Attribute Goods. Journal of Economic Dynamics and Control, 20. 1451-1504.

(1988). Elastic Bearings Lubricated with Non-Newtonian Power Law Fluids – A Boundary Element Approach. Tribology Transactions, 31(1). 105-112.

Giannikos, C., & Buckholz, R. H. (1987). Elastic Bearings Lubricated with Non-Newtonian Power Law Fluids – A Boundary Element Approach. Tribology Series, 11. 165-172.

Book Chapters

Giannikos, C. (2008). "Investigación y comunicaciónin.". In Collado, C. F., & García, L. G. (Eds.), La comunicación humana en el mundo contemporaneo McGraw Hill.

Presentations

Balagyozyan, A., & Giannikos, C. (2015, December 31). Can Fuzzy Decision Making Explain the Excess Consumption Growth Puzzle? An Exploratory Note. Annual Conference. New York, New York: Eastern Economic Association.

Balagyozyan, A., & Giannikos, C. (2015, December 31). Ambiguity, Fuzzy Expectations and the Equity Premium Puzzle. Annual Conference. New York, New York: Eastern Economic Association.

Balgyozyan, A., Giannikos, C., & Mona, K. (2013, December 31). Business and Real Estate Cycles Across the U.S.: Evidence from a Markov-Switching Regression Exercise. Conference. Bretton Woods, New Hampshire: Northeast Business and Economics Association.

Balagyozyan, A., Giannikos, C., & Mona, K. (2013, December 31). Business and Real Estate Cycles Across the U.S.: Evidence from a Markov-Switching Regression Exercise. Conference. Scranton, Pennsylvania: Pennsylvania Economic Association.

Balagyozyan, A., Giannikos, C., & Mona, K. (2013, December 31). Business and Real Estate Cycles Across the U.S.: Evidence from a Markov-Switching Regression Exercise. Annual Conference. Tokyo, Japan: Western Economic Association International.

Balagyozyan, A., Giannikos, C., & Mona, K. (2012, December 31). Business and Real Estate Cycles Across the U.S.: Evidence from a Markov-Switching Regression Exercise. Annual Conference. Boston, Massachussets: Eastern Economic Association.

Balagyozyan, A., Giannikos, C., & Mona, K. (2012, December 31). Business and Real Estate Cycles Across the U.S.: Evidence from a Markov-Switching Regression Exercise. Annual Conference. San Francisco, California: Western Economic Association.

Giannikos, C., Gousgounis, E., & Dalvi, M. (2011, December 31). Short Sale Constraints and Opinion Dispersion: Evidence from the Indian equity Market. Annual Meeting. Savannah, Georgia: Eastern Finance Association.

Giannikos, C., Gousgounis, E., & Dalvi, M. (2011, December 31). Short Sale Constraints and Opinion Dospersion: Evidence from the Indian Equity Market. Annual Meeting. Denver, Colorado: Financial Management Association (FMA).

Balagyozyan, A., & Giannikos, C. (2010, December 31). Vague Outcomes, Fuzzy Expectations and the Equity Premium Puzzle. Annual Meeting. Atlanta, Georgia: Southern Economic Association.

Balagyozyan, A., & Giannikos, C. (2009, December 31). Can Fuzzy Decision Making Explain the Equity Premium Puzzle?. Annual Meeting. Washington, DC: Eastern Finance Association.

Balagyozyan, A., & Giannikos, C. (2009, December 31). Can Fuzzy Decision Making Explain the Equity Premium Puzzle?. Annual Meeting. Chicago, Illinois: Midwest Finance Association.

D'Addona, S., & Giannikos, C. (2009, July 31). Asset Pricing Implications in a Production Ecinomy with Regimes. 8th Conference on Research on Economic Theory and Econometrics. Tinos, Greece: Athens University of Economics and Business.

D'Addona, S., & Giannikos, C. (2008, October 31). Asset Pricing Implications in a Production Economy with Regimes. Annual Meeting. Dallas, Texas: Financial Management Association (FMA).

Giannikos, C., & Mona, K. (2008, July 31). Business and Real Estate Cycles in the Various States of the USA. Annual Conference. Shanghai, China: Asian Real Estate Society.

Giannikos, C., & Mona, K. (2008, April 30). Business and Real Estate Cycles in the Various States of the USA. Annual Conference. Captiva Island, Florida: American Real Estate Society.

Giannikos, C., & Suen, T. S. (2007, April 30). Pricing Determinants of Blind principal Bidding & Liquidity Provider Behavior. Annual Meeting. New Orleans: Eastern Finance Association.

Giannikos, C., & Balagyan, A. (2007, April 30). Precautionary Savings and Fuzzy Information Revisited. Annual Meeting. New Orleans: Eastern Finance Association.

Giannikos, C., Galguera, L., & Guirguis, H. (2007, April 30). Asymmetry in Regional house Prices in Spain. Annual Meeting. San Francisco, California: American Real Estate Society.

Giannikos, C., & Balagyan, (2007, July 31). Can Fuzzy Decision-Making Explain Growing Consumption During Eras of Negative Interest Real Interest Rates?. 6th Conference Research on Economic Theory and Econometrics. Naxos, Greece

Giannikos, C., & Suen, T. S. (2007, October 31). Pricing Determinants of Blind principal Bidding & Liquidity Provider Behavior. Annual Meeting. Orlando, Florida: Financial Management Association (FMA).

Giannikos, C., & Balagyan, A. (2007, February 28). Precautionary Savings and Fuzzy Information Revisited. Annual Meeting. New York: Eastern Economics Association.

Giannikos, C., & Suen, T. S. (2007, February 28). Pricing Determinants of Blind principal Bidding & Liquidity Provider Behavior. Annual Meeting. New York: Eastern Economics Association.

Giannikos, C., Galguera, L., Guirguis, H., & Roulac, S. (2006, June 30). Asset Pricing and the Spanish Housing Market. Annual Meeting. Weimar, Germany: European Real Estate Society.

Giannikos, C., & DaSilva, A. (2006, July 31). The Implications of Higher Risk Aversion of Older Consumers on Asset Prices. 5th Conference on Research on Economic Theory and Econometrics. Rethymnon, Greece

Giannikos, C., Galguera, L., Guirguis, H., & Roulac, S. (2006, April 30). Asset Pricing and the Spanish Housing Market. Annual Meeting. Key West: American Real Estate Society.

Giannikos, C., Galguera, L., Castellanos, L., Diaz, M., Fernandez, M., & Mendez, P. (2006, June 30). Spain’s National Housing Policy: Developing a profile of Beneficiaries of Public Housing Assistance. Annual meeting. Weimar, Germany: European Real Estate Society.

Giannikos, C. (2005, May 31). Does Durability Help Asset Pricing with Habit Formation to Conform to U.S. Data?. Hawaii International Conference on Business. Honolulu, Hawaii

Giannikos, C. (2005, May 31). Social Housing Demand and Preferences. Hawaii International Conference on Business. Honolulu, Hawaii

Giannikos, C. (2005, June 30). The Consumer Preference Structure of the Demand for Social Housing in Spain. Dublin, Ireland: European Real Estate Society.

Giannikos, C. (2005, July 31). Higher Risk Aversion in Older Agents: Its Asset Pricing Implications. Conference on Research on Economic Theory and Econometrics. Syros, Greece

Giannikos, C. (2005, October 31). Higher Risk Aversion in Older Agents: Its Asset Pricing Implications. Annual Meeting. Chicago: Financial Management Association.

Giannikos, C. (2005, October 31). Does Durability Help Asset Pricing with Habit Formation to Conform to U.S. Data?. Annual Meeting. Chicago: Financial Management Association.

Giannikos, C. (2005, April 30). The Consumer Preference Structure of the Demand for Social Housing in Spain. Santa Fe, NM: American Real Estate Society.

Giannikos, C. (2004, December 31). Does Durability help Asset Pricing with Habit Formation to conform to U.S. Data?. 2004 Annual Meeting. New Orleans, LA: FMA.

Giannikos, C. (2004, December 31). Does Durability help Asset Pricing with Habit Formation to conform to U.S. Data?. 3rd Conference. Athens, Greece: Hellenic Finance & Accounting Association (H.F.A.A.).

Giannikos, C. (2004, July 31). On the Consequences of State Dependent Preferences for the Pricing of Financial Assets. Taipei, Taiwan: APFA/ FMA.

Giannikos, C. (2003, December 31). A reexamination of the Monetary Policy and the long-term Interest Rate. 29th Annual Conference. : Eastern Economic Association.

Giannikos, C. (2003, December 31). Discussant -Asset Pricing Under Constraints. 29th Annual Conference. New York,USA.: Eastern Economic Association.

Giannikos, C. (2003, December 31). On the Consequences of State Dependent Preferences for the Pricing of Financial Assets. Conference on Research on Economic Theory and Econometrics. Chania, Greece

Giannikos, C. (2003, December 31). A Note on the Intra-Day Volatility of Equity Markets. 52nd Annual Meeting. St. Louis, MO, USA: MFA.

Giannikos, C. (2002, December 31). Investment in Information Acquisition and Real Assets: The OCE Preferences Case. Meetings. London, UK: EFMA.

Giannikos, C. (2002, December 31). Investment in Information Acquisition and Real Assets: The OCE Preferences Case. Finance Conference. Tokyo, Japan: APFA/PACAP/FMA.

Giannikos, C. (2001, December 31). Econometric Modeling of US House Prices. New York, USA: EEA Meeting.

Other Scholarly Works

Reviews

Giannikos, C. (1999,January 1). Development Economics by D. Ray. Global Focus.

Research Currently in Progess

Giannikos, C., Galguera, , & Guirguis, (n.d.). Asset Pricing in the Housing Market of Spain. In Progress.

Giannikos, C., & Guirguis, (n.d.). Asymmetry of Supply and Demand in Forecasting Apartment Rents. In Progress.

Giannikos, C., & Suen, (n.d.). Blind Principal Bids. In Progress.

Giannikos, C.(n.d.). Boundary Elements Methods in Options. In Progress.

Giannikos, C., Guirguis, , & Suen, (n.d.). Credit Swaps. In Progress.

Giannikos, C.(n.d.). Equilibrium with Pure Traders and Analysts. In Progress.

Giannikos, C., & Balagyan, (n.d.). Fuzzy Information and Asset Prices. In Progress.

Giannikos, C.(n.d.). Incomplete Markets and Corporate Capital Structure. In Progress.

Giannikos, C., & Bali, (n.d.). Incorporating Interest Rates as Options in Options on Interest Rates. In Progress.

Giannikos, C., & Ji, (n.d.). Industry Momentum. In Progress.

Giannikos, C., & Donaldson, (n.d.). Introducing Indexing in a Simple Economy. In Progress.

Giannikos, C.(n.d.). Regime Switching, Production and Asset Prices. In Progress.

Giannikos, C., Guirguis, , & Belessakos, (n.d.). Target Zones and the Volatility of Interest and Exchange Rates. In Progress.

College

University

Public