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 0 9 223
Affine Term Structure Models 0 0 0 149 0 1 6 308
Non-Stationary Dividend-Price Ratios 0 0 0 15 1 4 19 63
The Lepto-Variance of Stock Returns 0 0 0 6 2 2 6 13
Trading on the Floor after Sweeping the Book 0 0 0 10 0 0 8 36
Uncovering a factor-based expected return conditioning structure with Regression Trees jointly for many stocks 0 0 0 7 1 1 6 18
Total Working Papers 0 0 0 291 4 8 54 661


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 3 13
A semi-parametric method for estimating the beta coefficients of the hidden two-sided asset return jumps 0 0 0 0 1 1 5 8
Affine Models for Credit Risk Analysis 0 0 0 206 0 0 12 494
Day-of-the-week effect around the 2008 financial crisis 0 0 0 29 0 1 9 74
Jointly estimating jump betas 0 0 0 0 0 0 7 10
Modified ratios and the cyclically adjusted price-earnings ratio 0 0 1 8 0 1 18 34
Non-stationary dividend-price ratios 0 0 0 6 1 4 16 55
Optimal portfolio allocation with higher moments 0 0 0 92 0 1 43 369
Sensitivity analysis of market and stock returns by considering positive and negative jumps 0 0 0 2 0 1 9 25
Slow and fast markets 0 0 0 37 0 1 6 115
The critical stock price for the American put option 0 0 1 46 0 1 7 174
The modified dividend–price ratio 0 0 0 17 0 0 6 87
Total Journal Articles 0 0 2 445 2 11 141 1,458
2 registered items for which data could not be found


Statistics updated 2026-09-10