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	0	0	4	63
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	0	0	8	160

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	1	1	34	1	1	2	105
Improving variance forecasts: The role of Realized Variance features	0	0	2	4	0	0	5	12
Option‐implied moments and the cross‐section of stock returns	0	4	8	49	1	9	19	94
Pricing and hedging contingent claims using variance and higher order moment swaps	0	0	0	4	1	1	2	19
Put-call parity violations and return predictability: Evidence from the 2008 short sale ban	0	0	2	21	1	2	8	114
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	1	1	69	0	1	5	186
Retrieving risk neutral moments and expected quadratic variation from option prices	0	1	2	10	2	9	13	59
Risk‐Free Rates and Variance Futures Prices	0	0	0	5	0	0	0	24
Total Journal Articles	1	7	16	291	6	23	57	874

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Statistics updated 2025-08-05