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Karagiannis, Nikolaos and Tolikas, Konstantinos (2019). Tail Risk and the Cross-Section of Mutual Fund Expected Returns. Journal of Financial and Quantitative Analysis, 54 (1), pp. 425-447.

Tolikas, Konstantinos and Topalogou, Nikolas (2017). Is default risk priced equally fast in the credit default swap and the stock markets?:An empirical investigation. Journal of International Financial Markets, Institutions and Money, 51 , pp. 39-57.

Tolikas, Konstantinos (2011). The rare event risk in African emerging stock markets. Managerial Finance, 37 (3), pp. 275-294.

Tolikas, Konstantinos (2008). Value-at-risk and extreme value distributions for financial returns. The Journal of Risk, 10 (3), pp. 31-77.