Access Statistics for Vassilis Polimenis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Affine Model for Credit Risk Analysis 0 1 2 104 1 3 5 214
Affine Term Structure Models 0 0 1 149 0 1 4 300
Non-Stationary Dividend-Price Ratios 0 0 0 15 0 0 0 43
The Lepto-Variance of Stock Returns 0 0 1 6 0 1 3 7
Trading on the Floor after Sweeping the Book 0 0 0 10 0 0 0 27
Uncovering a factor-based expected return conditioning structure with Regression Trees jointly for many stocks 0 0 1 7 0 0 2 12
Total Working Papers 0 1 5 291 1 5 14 603


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A realistic model of market liquidity and depth 0 0 0 2 0 0 0 10
A semi-parametric method for estimating the beta coefficients of the hidden two-sided asset return jumps 0 0 0 0 0 0 0 3
Affine Models for Credit Risk Analysis 0 0 0 206 0 0 0 482
Day-of-the-week effect around the 2008 financial crisis 0 0 1 29 0 0 3 63
Jointly estimating jump betas 0 0 0 0 0 1 1 2
Modified ratios and the cyclically adjusted price-earnings ratio 0 0 2 6 0 0 4 13
Non-stationary dividend-price ratios 0 0 1 5 0 0 7 37
Optimal portfolio allocation with higher moments 1 1 1 92 1 1 1 326
Sensitivity analysis of market and stock returns by considering positive and negative jumps 0 0 0 1 0 1 2 14
Slow and fast markets 0 0 0 37 0 0 0 109
The critical stock price for the American put option 0 0 0 45 0 0 3 166
The modified dividend–price ratio 0 0 1 17 0 0 4 81
Total Journal Articles 1 1 6 440 1 3 25 1,306
2 registered items for which data could not be found


Statistics updated 2025-05-12