EconPapers    
Economics at your fingertips  
 

Details about Vassilis Polimenis

E-mail:
Workplace:Department of Economics, Aristotle University of Thessaloniki, (more information at EDIRC)

Access statistics for papers by Vassilis Polimenis.

Last updated 2022-08-08. Update your information in the RePEc Author Service.

Short-id: ppo227


Jump to Journal Articles

Working Papers

2022

  1. The Lepto-Variance of Stock Returns
    Papers, arXiv.org Downloads

2020

  1. Trading on the Floor after Sweeping the Book
    Papers, arXiv.org Downloads
  2. Uncovering a factor-based expected return conditioning structure with Regression Trees jointly for many stocks
    Papers, arXiv.org Downloads

2019

  1. Non-Stationary Dividend-Price Ratios
    Papers, arXiv.org Downloads
    See also Journal Article in Journal of Asset Management (2019)

2005

  1. Affine Model for Credit Risk Analysis
    Working Papers, Center for Research in Economics and Statistics Downloads View citations (3)
    See also Journal Article in The Journal of Financial Econometrics (2006)

2002

  1. Affine Term Structure Models
    Working Papers, Center for Research in Economics and Statistics Downloads View citations (22)

Journal Articles

2019

  1. A semi-parametric method for estimating the beta coefficients of the hidden two-sided asset return jumps
    Journal of Applied Statistics, 2019, 46, (12), 2180-2197 Downloads
  2. Non-stationary dividend-price ratios
    Journal of Asset Management, 2019, 20, (7), 552-567 Downloads
    See also Working Paper (2019)

2016

  1. The modified dividend–price ratio
    International Review of Financial Analysis, 2016, 45, (C), 31-38 Downloads View citations (3)

2012

  1. Day-of-the-week effect around the 2008 financial crisis
    Global Business and Economics Review, 2012, 14, (4), 283-307 Downloads

2011

  1. The critical stock price for the American put option
    Finance Research Letters, 2011, 8, (1), 8-14 Downloads View citations (1)

2008

  1. Optimal portfolio allocation with higher moments
    Annals of Finance, 2008, 4, (1), 1-28 Downloads View citations (39)

2006

  1. Affine Models for Credit Risk Analysis
    The Journal of Financial Econometrics, 2006, 4, (3), 494-530 Downloads View citations (28)
    See also Working Paper (2005)

2005

  1. A realistic model of market liquidity and depth
    Journal of Futures Markets, 2005, 25, (5), 443-464 Downloads View citations (2)
  2. Slow and fast markets
    Journal of Economics and Business, 2005, 57, (6), 576-593 Downloads
 
Page updated 2023-03-27