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 1 8 224
Affine Term Structure Models 0 0 0 149 1 3 9 311
Non-Stationary Dividend-Price Ratios 0 0 0 15 2 3 20 65
The Lepto-Variance of Stock Returns 0 0 0 6 2 4 8 15
Trading on the Floor after Sweeping the Book 0 0 0 10 2 2 10 38
Uncovering a factor-based expected return conditioning structure with Regression Trees jointly for many stocks 0 0 0 7 2 3 8 20
Total Working Papers 0 0 0 291 10 16 63 673


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 4 14
A semi-parametric method for estimating the beta coefficients of the hidden two-sided asset return jumps 0 0 0 0 0 1 5 8
Affine Models for Credit Risk Analysis 0 0 0 206 2 2 12 496
Day-of-the-week effect around the 2008 financial crisis 0 0 0 29 2 2 8 76
Jointly estimating jump betas 0 0 0 0 0 1 8 11
Modified ratios and the cyclically adjusted price-earnings ratio 0 0 1 8 1 1 15 35
Non-stationary dividend-price ratios 0 0 0 6 3 5 19 59
Optimal portfolio allocation with higher moments 0 0 0 92 3 3 45 372
Sensitivity analysis of market and stock returns by considering positive and negative jumps 0 0 0 2 0 0 9 25
Slow and fast markets 0 0 0 37 2 2 7 117
The critical stock price for the American put option 0 0 0 46 0 0 6 174
The modified dividend–price ratio 0 0 0 17 1 1 7 88
Total Journal Articles 0 0 1 445 15 19 145 1,475
2 registered items for which data could not be found


Statistics updated 2026-11-12