Access Statistics for Vassilis Polimenis

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Affine Model for Credit Risk Analysis	0	0	1	104	0	1	5	216
Affine Term Structure Models	0	0	0	149	0	0	3	302
Non-Stationary Dividend-Price Ratios	0	0	0	15	6	8	9	52
The Lepto-Variance of Stock Returns	0	0	0	6	1	1	2	8
Trading on the Floor after Sweeping the Book	0	0	0	10	1	1	2	29
Uncovering a factor-based expected return conditioning structure with Regression Trees jointly for many stocks	0	0	1	7	1	1	2	13
Total Working Papers	0	0	2	291	9	12	23	620

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	1	4
Affine Models for Credit Risk Analysis	0	0	0	206	2	4	4	486
Day-of-the-week effect around the 2008 financial crisis	0	0	0	29	1	1	6	69
Jointly estimating jump betas	0	0	0	0	2	2	4	5
Modified ratios and the cyclically adjusted price-earnings ratio	0	0	1	7	3	6	11	24
Non-stationary dividend-price ratios	0	0	1	6	0	1	5	40
Optimal portfolio allocation with higher moments	0	0	1	92	30	35	36	361
Sensitivity analysis of market and stock returns by considering positive and negative jumps	0	0	1	2	0	1	4	17
Slow and fast markets	0	0	0	37	1	2	2	111
The critical stock price for the American put option	0	0	1	46	1	2	4	170
The modified dividend–price ratio	0	0	0	17	1	2	2	83
Total Journal Articles	0	0	5	444	41	57	79	1,380

2 registered items for which data could not be found

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Statistics updated 2026-01-09