Access Statistics for Vassilis Polimenis

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Affine Model for Credit Risk Analysis	0	0	1	104	1	2	5	216
Affine Term Structure Models	0	0	0	149	0	1	3	302
Non-Stationary Dividend-Price Ratios	0	0	0	15	1	1	2	45
The Lepto-Variance of Stock Returns	0	0	0	6	0	0	2	7
Trading on the Floor after Sweeping the Book	0	0	0	10	0	0	1	28
Uncovering a factor-based expected return conditioning structure with Regression Trees jointly for many stocks	0	0	1	7	0	0	1	12
Total Working Papers	0	0	2	291	2	4	14	610

Journal Article	File Downloads				Abstract Views
Journal Article	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	2	2	2	484
Day-of-the-week effect around the 2008 financial crisis	0	0	1	29	0	3	6	68
Jointly estimating jump betas	0	0	0	0	0	0	2	3
Modified ratios and the cyclically adjusted price-earnings ratio	0	0	1	7	2	4	7	20
Non-stationary dividend-price ratios	0	0	1	6	1	2	5	40
Optimal portfolio allocation with higher moments	0	0	1	92	1	1	2	327
Sensitivity analysis of market and stock returns by considering positive and negative jumps	0	0	1	2	0	1	3	16
Slow and fast markets	0	0	0	37	1	1	1	110
The critical stock price for the American put option	0	1	1	46	0	2	3	168
The modified dividend–price ratio	0	0	0	17	0	0	1	81
Total Journal Articles	0	1	6	444	7	16	32	1,330

2 registered items for which data could not be found

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-11-08