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	2	3	18	8	13	18	79
The effectiveness of unconventional monetary policy on risk aversion and uncertainty	0	0	0	75	4	5	8	102
Total Working Papers	0	2	3	93	12	18	26	181

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	0	0	2	35	1	5	9	113
Improving variance forecasts: The role of Realized Variance features	0	0	3	6	1	2	6	16
Option‐implied moments and the cross‐section of stock returns	0	0	8	51	3	7	24	103
Pricing and hedging contingent claims using variance and higher order moment swaps	0	0	0	4	1	5	6	24
Put-call parity violations and return predictability: Evidence from the 2008 short sale ban	0	0	1	21	17	23	28	138
RISK PREMIUM EFFECTS ON IMPLIED VOLATILITY REGRESSIONS	0	0	0	23	2	3	3	114
Recovering Risk Neutral Densities from Option Prices: A New Approach	0	0	0	70	4	5	6	142
Recovering the market risk premium from higher‐order moment risks	0	0	0	2	1	4	5	17
Retrieving risk neutral densities from European option prices based on the principle of maximum entropy	1	1	2	70	1	7	12	194
Retrieving risk neutral moments and expected quadratic variation from option prices	0	0	1	10	2	6	19	68
Risk‐Free Rates and Variance Futures Prices	0	0	0	5	2	2	2	26
Total Journal Articles	1	1	17	297	35	69	120	955

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Statistics updated 2026-01-09