1

The Informational Loadings of a Stock

Polimenis, Vassilis
Journal:
Journal of Stock & Forex Trading
Year:
2014
Language:
english
File:
PDF, 365 KB
english, 2014
2

A realistic model of market liquidity and depth

Vassilis Polimenis
Journal:
Journal of Futures Markets
Year:
2005
Language:
english
File:
PDF, 146 KB
english, 2005
3

Optimal portfolio allocation with higher moments

Jakša Cvitanić, Vassilis Polimenis, Fernando Zapatero
Journal:
Annals of Finance
Year:
2008
Language:
english
File:
PDF, 396 KB
english, 2008
4

The modified dividend–price ratio

Polimenis, Vassilis, Neokosmidis, Ioannis M.
Journal:
International Review of Financial Analysis
Year:
2016
Language:
english
File:
PDF, 478 KB
english, 2016
5

Slow and fast markets

Vassilis Polimenis
Journal:
Journal of Economics and Business
Year:
2005
Language:
english
File:
PDF, 202 KB
english, 2005
6

The global financial crisis and its transmission to Asia Pacific

Polimenis, Vassilis, Neokosmidis, Ioannis
Journal:
Journal of Management Analytics
Year:
2014
Language:
english
File:
PDF, 1.16 MB
english, 2014
8

Information arrival as price jumps

Polimenis, Vassilis
Journal:
Optimization
Year:
2012
Language:
english
File:
PDF, 293 KB
english, 2012
9

Jointly estimating jump betas

Polimenis, Vassilis, Papantonis, Ioannis
Journal:
The Journal of Risk Finance
Year:
2014
Language:
english
File:
PDF, 284 KB
english, 2014
10

The critical stock price for the American put option

Y. Peter Chung, Herb Johnson, Vassilis Polimenis
Journal:
Finance Research Letters
Year:
2011
Language:
english
File:
PDF, 192 KB
english, 2011