I am Professor of Finance at the University of Liverpool Management School.
I am also Honorary Research Professor at Alliance Manchester Business School, where I previously held a Chair in Finance.
My research interests lie in the area of empirical asset pricing, with a focus on option-implied information and the predictability of asset returns.
My research has been published in the Review of Financial Studies, Management Science, Review of Finance, Journal of Financial and Quantitative Analysis and the Journal of Econometrics among other scholarly journals.
I co-organise the annual Liverpool Workshop in Option Markets.
Email: a.kostakis<at>liverpool.ac.uk