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 1 104 1 6 10 222
Affine Term Structure Models 0 0 0 149 0 4 7 306
Non-Stationary Dividend-Price Ratios 0 0 0 15 0 10 13 56
The Lepto-Variance of Stock Returns 0 0 0 6 1 3 3 10
Trading on the Floor after Sweeping the Book 0 0 0 10 1 2 3 30
Uncovering a factor-based expected return conditioning structure with Regression Trees jointly for many stocks 0 0 0 7 1 2 2 14
Total Working Papers 0 0 1 291 4 27 38 638


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 2 2 12
A semi-parametric method for estimating the beta coefficients of the hidden two-sided asset return jumps 0 0 0 0 0 2 3 6
Affine Models for Credit Risk Analysis 0 0 0 206 1 8 10 492
Day-of-the-week effect around the 2008 financial crisis 0 0 0 29 0 2 7 70
Jointly estimating jump betas 0 0 0 0 2 6 7 9
Modified ratios and the cyclically adjusted price-earnings ratio 0 0 1 7 1 9 17 30
Non-stationary dividend-price ratios 0 0 1 6 1 3 6 43
Optimal portfolio allocation with higher moments 0 0 1 92 0 36 42 367
Sensitivity analysis of market and stock returns by considering positive and negative jumps 0 0 1 2 0 2 5 19
Slow and fast markets 0 0 0 37 1 3 4 113
The critical stock price for the American put option 0 0 1 46 1 3 6 172
The modified dividend–price ratio 0 0 0 17 2 3 4 85
Total Journal Articles 0 0 5 444 9 79 113 1,418
2 registered items for which data could not be found


Statistics updated 2026-03-04