Personal profile
Research Interests
Empirical Asset Pricing
Option-implied Information
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Dive into the research topics where Lykourgos Alexiou is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Research output
- 4 Article
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Pricing event risk: Evidence from concave implied volatility curves
Alexiou, L., Goyal, A., Kostakis, A. & Rompolis, L., Jul 2025, In: Review of Finance. 29, 4, p. 963–1007 45 p., rfaf016.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Jump tail risk exposure and the cross-section of stock returns
Alexiou, L. & Rompolis, L. S., Dec 2024, In: Journal of Empirical Finance. 79, p. 1-29 29 p., 101565.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Option-implied moments and the cross-section of stock returns
Alexiou, L. & Rompolis, L. S., Apr 2022, In: Journal of futures markets. 42, 4, p. 668-691 13 p.Research output: Contribution to journal › Article › peer-review
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Uncovering the asymmetric information content of high-frequency options
Alexiou, L., Hizmeri, R. & Bevilacqua, M., Jul 2026, In: Journal of Banking and Finance. 188, p. 1-20 20 p., 107720.Research output: Contribution to journal › Article › peer-review
Open AccessFile
Activities
- 4 Participation in conference
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33rd Finance Forum, Annual Meeting of the Spanish Finance Association (AEFIN)
Alexiou, L. (Presenter)
9 Jul 2026 → 10 Jul 2026Activity: Participating in or organising an event types › Participation in conference
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3rd Structured Retail Products and Derivatives Conference
Alexiou, L. (Presenter)
28 May 2026 → 30 May 2026Activity: Participating in or organising an event types › Participation in conference
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European Financial Management Association2025 Annual Meeting
Alexiou, L. (Presenter)
25 Jun 2025 → 28 Jun 2025Activity: Participating in or organising an event types › Participation in conference
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2025 FMA European Conference
Alexiou, L. (Presenter)
11 Jun 2025 → 13 Jun 2025Activity: Participating in or organising an event types › Participation in conference