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	1	4	215
Affine Term Structure Models	0	0	0	149	0	1	3	302
Non-Stationary Dividend-Price Ratios	0	0	0	15	0	0	1	44
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	1	1	28
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	0	2	291	1	3	13	608

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	0	0	0	482
Day-of-the-week effect around the 2008 financial crisis	0	0	1	29	3	5	8	68
Jointly estimating jump betas	0	0	0	0	0	1	2	3
Modified ratios and the cyclically adjusted price-earnings ratio	0	0	1	7	2	2	6	18
Non-stationary dividend-price ratios	0	1	2	6	0	2	6	39
Optimal portfolio allocation with higher moments	0	0	1	92	0	0	1	326
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	0	0	0	109
The critical stock price for the American put option	1	1	1	46	1	2	3	168
The modified dividend–price ratio	0	0	0	17	0	0	2	81
Total Journal Articles	1	2	7	444	6	13	31	1,323

2 registered items for which data could not be found

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Statistics updated 2025-10-06