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 1 2 9 223
Affine Term Structure Models 0 0 0 149 0 1 7 307
Non-Stationary Dividend-Price Ratios 0 0 0 15 2 2 15 58
The Lepto-Variance of Stock Returns 0 0 0 6 1 2 4 11
Trading on the Floor after Sweeping the Book 0 0 0 10 2 3 5 32
Uncovering a factor-based expected return conditioning structure with Regression Trees jointly for many stocks 0 0 0 7 2 4 5 17
Total Working Papers 0 0 0 291 8 14 45 648

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 1 1 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 4 7
Affine Models for Credit Risk Analysis 0 0 0 206 2 3 12 494
Day-of-the-week effect around the 2008 financial crisis 0 0 0 29 2 2 9 72
Jointly estimating jump betas 0 0 0 0 0 2 7 9
Modified ratios and the cyclically adjusted price-earnings ratio 0 0 1 7 1 2 18 31
Non-stationary dividend-price ratios 0 0 1 6 5 8 13 50
Optimal portfolio allocation with higher moments 0 0 0 92 1 1 42 368
Sensitivity analysis of market and stock returns by considering positive and negative jumps 0 0 1 2 4 4 9 23
Slow and fast markets 0 0 0 37 1 2 5 114
The critical stock price for the American put option 0 0 1 46 0 1 6 172
The modified dividend–price ratio 0 0 0 17 2 4 6 87
Total Journal Articles 0 0 4 444 20 31 134 1,440
2 registered items for which data could not be found
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Statistics updated 2026-05-06