Access Statistics for Leonidas Rompolis

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
Pricing Event Risk: Evidence from Concave Implied Volatility Curves 2 2 9 12 3 4 25 30
The effectiveness of unconventional monetary policy on risk aversion and uncertainty 0 1 1 73 0 1 4 87
Total Working Papers 2 3 10 85 3 5 29 117


Journal Article File Downloads Abstract Views
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 0 0 0 32 0 0 1 100
Option‐implied moments and the cross‐section of stock returns 4 6 8 8 5 11 18 18
Pricing and hedging contingent claims using variance and higher order moment swaps 0 0 1 4 0 0 3 17
Put-call parity violations and return predictability: Evidence from the 2008 short sale ban 1 2 4 15 1 6 24 83
RISK PREMIUM EFFECTS ON IMPLIED VOLATILITY REGRESSIONS 0 0 0 22 0 0 3 107
Recovering Risk Neutral Densities from Option Prices: A New Approach 0 0 0 68 1 1 1 134
Recovering the market risk premium from higher‐order moment risks 0 0 0 0 0 0 4 5
Retrieving risk neutral densities from European option prices based on the principle of maximum entropy 0 0 0 63 1 1 10 172
Retrieving risk neutral moments and expected quadratic variation from option prices 0 0 0 8 0 0 0 40
Risk‐Free Rates and Variance Futures Prices 0 0 0 5 0 0 2 24
Total Journal Articles 5 8 13 225 8 19 66 700


Statistics updated 2022-11-05