Access Statistics for Stylianos Perrakis

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
Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence 0 0 1 42 0 0 6 185
Entry and Minimum Quality Standards in a Vertically Differentiated Industry 0 0 0 0 0 1 1 145
Entry and Minimum Quality Standards in a Vertically Differentiated Industry 0 0 0 0 0 1 2 481
Financial Structure and Market Equilibrium in a Vertically Differentiated Industry 0 0 0 63 0 1 1 337
Financial Structure and Product Qualities 0 0 1 54 0 2 6 179
MONOPOLY AND MARKET COVERAGE IN A VERTICALLY DIFFERENTIATED MARKET 0 0 0 0 0 1 2 324
Mispriced Index Option Portfolios 0 0 1 12 0 3 10 25
Mispricing of S&P 500 Index Options 0 0 0 21 0 2 4 95
Mispricing of S&P 500 Index Options 0 0 0 106 0 0 4 264
Monopoly, Entry and Market Coverage in a Vertically Differentiated Market 0 0 0 0 1 4 10 82
On the Impact of Financial Structure on Product Selection 0 0 1 43 0 1 5 107
Option Pricing and Replication with Transaction Costs and Dividends 0 0 1 120 0 1 2 387
Option Pricing: Real and Risk-Neutral Distributions 0 0 3 113 0 0 6 411
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs 0 0 0 139 0 0 2 519
VERTICAL DIFFERENTIATION AND ENTRY THREAT IN A NATURAL DUOPOLY 0 0 0 0 0 1 2 300
Total Working Papers 0 0 8 713 1 18 63 3,841


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Optimal Equity Financing of the Corporation 0 0 0 2 0 0 0 7
Abstract: Stochastic Dominance in the Laplace Transformation Domain 0 0 0 9 0 0 0 29
An International Duopoly Model Under Exchange Rate Uncertainty 0 0 0 8 0 0 0 51
Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence 0 0 0 0 2 3 5 193
Assessing Competition in Canada's Financial System: A Note 0 0 0 6 0 0 2 81
Asymmetric information in commodity futures markets: Theory and empirical evidence 0 0 1 1 1 1 2 11
Capacity and Entry Under Demand Uncertainty 0 0 0 16 0 0 7 59
Certainty Equivalents and Timing Uncertainty 0 0 0 2 0 0 0 22
Competition, interlisting and market structure in options trading 0 0 1 15 0 0 1 70
Credit spreads and state-dependent volatility: Theory and empirical evidence 0 0 2 10 1 1 6 49
Derivative Asset Pricing with Transaction Costs: An Extension 0 0 1 140 0 0 3 443
Différenciation verticale et structure du marché 1 1 1 15 1 1 1 97
Factor-Price Uncertainty with Variable Proportions: Note 0 0 1 12 0 0 6 60
Free entry may reduce total willingness-to-pay1 0 0 0 11 0 0 0 55
Identifying the SSD Portion of the EV Frontier: A Note 0 0 0 3 0 0 0 26
Les contributions de la théorie financière à la solution de problèmes en organisation industrielle et en microéconomie appliquée 0 0 0 2 0 0 0 21
Minimum Quality Standards, Entry, and the Timing of the Quality Decision 0 0 0 45 0 0 0 139
Mispricing of S&P 500 Index Options 0 0 0 54 0 5 17 306
On Risky Investments with Random Timing of Cash Returns and Fixed Planning Horizon 0 0 0 2 0 0 0 16
On the Regulated Price-Setting Monopoly Firm with a Random Demand Curve 0 0 0 17 0 0 3 211
On the Technological Implications of the Spanning Theorem 0 0 0 1 0 0 3 66
Option Bounds in Discrete Time: Extensions and the Pricing of the American Put 0 0 0 49 0 0 1 181
Option Pricing Bounds in Discrete Time 0 0 1 74 1 1 8 171
Option pricing and replication with transaction costs and dividends 0 1 2 49 0 2 10 156
Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics I: A Numerical Solution 0 0 0 0 1 1 3 16
Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics II: Economic Implications 0 0 0 0 2 3 4 11
Price discovery in equity and CDS markets 0 0 2 6 0 1 11 22
Rate of Return Regulation of a Monopoly Firm with Random Demand 0 0 0 24 0 0 3 184
Resource Allocation and Scale of Operations in a Monopoly Firm: A Dynamic Analysis 0 0 0 63 0 1 1 268
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs 0 0 0 52 0 1 4 259
The American put under transactions costs 0 0 0 30 0 0 1 84
The Evaluation of Risky Investments with Random Timing of Cash Returns 0 0 0 1 0 0 0 10
Uncertainty, Economies of Scale, and Barrier to Entry 0 0 0 88 0 1 6 535
Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach 0 0 0 8 0 0 0 35
Vertical differentiation: Entry and market coverage with multiproduct firms 0 1 2 69 0 1 3 174
Total Journal Articles 1 3 14 884 9 23 111 4,118


Statistics updated 2019-07-03