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 1 1 104 0 2 4 214
Affine Term Structure Models 0 0 1 149 0 1 2 300
Non-Stationary Dividend-Price Ratios 0 0 0 15 1 1 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 0 0 27
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 1 3 291 1 4 11 604


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 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 0 0 3 63
Jointly estimating jump betas 0 0 0 0 0 0 1 2
Modified ratios and the cyclically adjusted price-earnings ratio 0 0 2 6 1 1 5 14
Non-stationary dividend-price ratios 0 0 1 5 0 0 6 37
Optimal portfolio allocation with higher moments 0 1 1 92 0 1 1 326
Sensitivity analysis of market and stock returns by considering positive and negative jumps 0 0 0 1 0 0 1 14
Slow and fast markets 0 0 0 37 0 0 0 109
The critical stock price for the American put option 0 0 0 45 0 0 2 166
The modified dividend–price ratio 0 0 0 17 0 0 2 81
Total Journal Articles 0 1 5 440 1 2 21 1,307
2 registered items for which data could not be found


Statistics updated 2025-06-06