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 0 0 104 0 1 9 223
Affine Term Structure Models 0 0 0 149 0 1 7 307
Non-Stationary Dividend-Price Ratios 0 0 0 15 1 3 15 59
The Lepto-Variance of Stock Returns 0 0 0 6 0 1 4 11
Trading on the Floor after Sweeping the Book 0 0 0 10 4 6 9 36
Uncovering a factor-based expected return conditioning structure with Regression Trees jointly for many stocks 0 0 0 7 0 3 5 17
Total Working Papers 0 0 0 291 5 15 49 653


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 1 3 13
A semi-parametric method for estimating the beta coefficients of the hidden two-sided asset return jumps 0 0 0 0 0 1 4 7
Affine Models for Credit Risk Analysis 0 0 0 206 0 2 12 494
Day-of-the-week effect around the 2008 financial crisis 0 0 0 29 1 3 10 73
Jointly estimating jump betas 0 0 0 0 1 1 8 10
Modified ratios and the cyclically adjusted price-earnings ratio 1 1 2 8 2 3 19 33
Non-stationary dividend-price ratios 0 0 1 6 1 8 14 51
Optimal portfolio allocation with higher moments 0 0 0 92 0 1 42 368
Sensitivity analysis of market and stock returns by considering positive and negative jumps 0 0 1 2 1 5 10 24
Slow and fast markets 0 0 0 37 0 1 5 114
The critical stock price for the American put option 0 0 1 46 1 1 7 173
The modified dividend–price ratio 0 0 0 17 0 2 6 87
Total Journal Articles 1 1 5 445 7 29 140 1,447
2 registered items for which data could not be found


Statistics updated 2026-06-04