Access Statistics for Leonidas Rompolis

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
Pricing Event Risk: Evidence from Concave Implied Volatility Curves	0	0	1	16	1	3	5	66
The effectiveness of unconventional monetary policy on risk aversion and uncertainty	0	0	0	75	0	0	4	97
Total Working Papers	0	0	1	91	1	3	9	163

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Exploring the role of the realized return distribution in the formation of the implied volatility smile	1	2	2	35	2	4	5	108
Improving variance forecasts: The role of Realized Variance features	1	2	3	6	1	2	5	14
Option‐implied moments and the cross‐section of stock returns	1	2	8	51	1	3	19	96
Pricing and hedging contingent claims using variance and higher order moment swaps	0	0	0	4	0	1	2	19
Put-call parity violations and return predictability: Evidence from the 2008 short sale ban	0	0	1	21	0	2	8	115
RISK PREMIUM EFFECTS ON IMPLIED VOLATILITY REGRESSIONS	0	0	0	23	0	0	0	111
Recovering Risk Neutral Densities from Option Prices: A New Approach	0	0	0	70	0	0	1	137
Recovering the market risk premium from higher‐order moment risks	0	0	0	2	0	0	2	13
Retrieving risk neutral densities from European option prices based on the principle of maximum entropy	0	0	1	69	0	1	6	187
Retrieving risk neutral moments and expected quadratic variation from option prices	0	0	1	10	0	5	15	62
Risk‐Free Rates and Variance Futures Prices	0	0	0	5	0	0	0	24
Total Journal Articles	3	6	16	296	4	18	63	886

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Statistics updated 2025-10-06