Stylianos Perrakis : Citation Profile


Are you Stylianos Perrakis?

Concordia University

9

H index

8

i10 index

191

Citations

RESEARCH PRODUCTION:

40

Articles

18

Papers

RESEARCH ACTIVITY:

   46 years (1972 - 2018). See details.
   Cites by year: 4
   Journals where Stylianos Perrakis has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 21 (9.91 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe489
   Updated: 2020-03-21    RAS profile: 2019-10-18    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Stylianos Perrakis.

Is cited by:

Pedersen, Lasse (8)

Mirucki, Jean (6)

Matthews, Kent (5)

Christoffersen, Peter (5)

Lutz, Stefan (4)

Mirucki, Maria (3)

Härdle, Wolfgang (3)

Napel, Stefan (3)

Waldman, Michael (3)

Lambertini, Luca (3)

merton, robert (2)

Cites to:

Constantinides, George (32)

Leland, Hayne (15)

Jackwerth, Jens (13)

merton, robert (13)

Thisse, Jacques (12)

Ait-Sahalia, Yacine (10)

Gabszewicz, Jean (9)

Lo, Andrew (8)

Constantatos, Christos (8)

Scholes, Myron (7)

Cao, Charles (7)

Main data


Where Stylianos Perrakis has published?


Journals with more than one article published# docs
Journal of Financial and Quantitative Analysis4
Journal of Banking & Finance3
Journal of Economic Dynamics and Control3
Canadian Journal of Economics2
L'Actualit Economique2
International Economic Review2
Journal of Futures Markets2
Management Science2
American Economic Review2
Quarterly Journal of Finance (QJF)2
Journal of Finance2
European Financial Management2
Review of Financial Studies2

Working Papers Series with more than one paper published# docs
CoFE Discussion Papers / University of Konstanz, Center of Finance and Econometrics (CoFE)3
Discussion Paper Series / Department of Economics, University of Macedonia2
FAME Research Paper Series / International Center for Financial Asset Management and Engineering2

Recent works citing Stylianos Perrakis (2018 and 2017)


YearTitle of citing document
2019Scalar multivariate risk measures with a single eligible asset. (2019). Rudloff, Birgit ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1807.10694.

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2019Optimal investment and contingent claim valuation with exponential disutility under proportional transaction costs. (2019). Xu, Zhikang ; Roux, Alet. In: Papers. RePEc:arx:papers:1909.06260.

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2018Demand variation, strategic flexibility and market entry: Evidence from the U.S. airline industry. (2018). Claussen, Jörg ; Peukert, Christian ; Essling, Christian. In: Strategic Management Journal. RePEc:bla:stratm:v:39:y:2018:i:11:p:2877-2898.

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2018Can an Energy Futures Index Predict US Stock Market Index Movements?. (2018). Gurrib, Ikhlaas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-29.

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2019Pricing flexibility under rate-of-return regulation: Effects on network infrastructure investment. (2019). Oliver, Matthew E. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:150-161.

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2019Entry deterrence by timing rather than overinvestment in a strategic real options framework. (2019). Huberts, N. F. D., ; Kort, P M ; Huisman, K. J. M., ; Dawid, H. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:1:p:165-185.

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2019M&A price pressure revisited. (2019). Nie, Yulin ; Kryzanowski, Lawrence. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:299-308.

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2019The impact of trade reporting and central clearing on CDS price informativeness. (2019). Zhu, LU ; Yu, Fan ; Marra, Miriam . In: Journal of Financial Stability. RePEc:eee:finsta:v:43:y:2019:i:c:p:130-145.

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2017Strategic advance sales, demand uncertainty and overcommitment. (2017). Thille, Henry ; Mitraille, Sebastien. In: Working Papers. RePEc:gue:guelph:2017-08.

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2018The pricing kernel puzzle: survey and outlook. (2018). Cuesdeanu, Horatio ; Jackwerth, Jens Carsten. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:3:d:10.1007_s10436-017-0317-9.

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2020Stakeholder Orientation and Market Impact: Evidence from India. (2020). Chatterjee, Chirantan ; Bhaskarabhatla, Ajay ; Adbi, Arzi. In: Journal of Business Ethics. RePEc:kap:jbuset:v:161:y:2020:i:2:d:10.1007_s10551-018-3919-x.

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2019Is stock liquidity transferred and upgraded in acquisitions? Evidence from liquidity synergies in US freeze-outs. (2019). Sogiakas, Vasilios ; Konstantaras, Konstantinos. In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2870-7.

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Works by Stylianos Perrakis:


YearTitleTypeCited
1976On the Regulated Price-Setting Monopoly Firm with a Random Demand Curve. In: American Economic Review.
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article3
1980Factor-Price Uncertainty with Variable Proportions: Note. In: American Economic Review.
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article3
2010PIP Transactions, Price Improvement, Informed Trades and Order Execution Quality In: European Financial Management.
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article0
2017Liquidity Risk and Volatility Risk in Credit Spread Models: A Unified Approach In: European Financial Management.
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article1
1984 Option Pricing Bounds in Discrete Time. In: Journal of Finance.
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article28
2011Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence In: Journal of Finance.
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article10
2010Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 10
paper
2008Are options on index futures profitable for risk averse investors? Empirical evidence.(2008) In: CoFE Discussion Papers.
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This paper has another version. Agregated cites: 10
paper
1989MONOPOLY AND MARKET COVERAGE IN A VERTICALLY DIFFERENTIATED MARKET. In: Carleton Industrial Organization Research Unit (CIORU).
[Citation analysis]
paper0
1989VERTICAL DIFFERENTIATION AND ENTRY THREAT IN A NATURAL DUOPOLY. In: Carleton Industrial Organization Research Unit (CIORU).
[Citation analysis]
paper1
1990Monopoly, Entry and Market Coverage in a Vertically Differentiated Market In: Carleton Industrial Organization Research Unit (CIORU).
[Citation analysis]
paper0
1979On the Technological Implications of the Spanning Theorem. In: Canadian Journal of Economics.
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article0
1991Assessing Competition in Canadas Financial System: A Note. In: Canadian Journal of Economics.
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article13
1975Certainty Equivalents and Timing Uncertainty In: Journal of Financial and Quantitative Analysis.
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article0
1976A Note on Optimal Equity Financing of the Corporation In: Journal of Financial and Quantitative Analysis.
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article0
1977Abstract: Stochastic Dominance in the Laplace Transformation Domain In: Journal of Financial and Quantitative Analysis.
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article0
1978Identifying the SSD Portion of the EV Frontier: A Note In: Journal of Financial and Quantitative Analysis.
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article0
2000Option pricing and replication with transaction costs and dividends In: Journal of Economic Dynamics and Control.
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article4
1999Option Pricing and Replication with Transaction Costs and Dividends.(1999) In: FAME Research Paper Series.
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This paper has another version. Agregated cites: 4
paper
2002Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs In: Journal of Economic Dynamics and Control.
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article14
2002Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 14
paper
2004The American put under transactions costs In: Journal of Economic Dynamics and Control.
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article3
1999Free entry may reduce total willingness-to-pay1 In: Economics Letters.
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article5
2017Price discovery in equity and CDS markets In: Journal of Financial Markets.
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article2
1997Vertical differentiation: Entry and market coverage with multiproduct firms In: International Journal of Industrial Organization.
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article11
2011Competition, interlisting and market structure in options trading In: Journal of Banking & Finance.
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article0
2013Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach In: Journal of Banking & Finance.
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article0
2015Credit spreads and state-dependent volatility: Theory and empirical evidence In: Journal of Banking & Finance.
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article1
2002Financial Structure and Market Equilibrium in a Vertically Differentiated Industry In: FAME Research Paper Series.
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paper0
1996Entry and Minimum Quality Standards in a Vertically Differentiated Industry. In: Laval - Recherche en Energie.
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paper0
1996Entry and Minimum Quality Standards in a Vertically Differentiated Industry.(1996) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 0
paper
1972Resource Allocation and Scale of Operations in a Monopoly Firm: A Dynamic Analysis. In: International Economic Review.
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article4
1976Rate of Return Regulation of a Monopoly Firm with Random Demand. In: International Economic Review.
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article5
1974The Evaluation of Risky Investments with Random Timing of Cash Returns In: Management Science.
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article3
1976On Risky Investments with Random Timing of Cash Returns and Fixed Planning Horizon In: Management Science.
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article1
1997Derivative Asset Pricing with Transaction Costs: An Extension. In: Computational Economics.
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article8
1998Minimum Quality Standards, Entry, and the Timing of the Quality Decision. In: Journal of Regulatory Economics.
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article15
2008Financial Structure and Product Qualities. In: Discussion Paper Series.
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paper0
2010On the Impact of Financial Structure on Product Selection In: Discussion Paper Series.
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paper0
2008Mispricing of S&P 500 Index Options In: NBER Working Papers.
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paper16
2009Mispricing of S&P 500 Index Options.(2009) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 16
article
2009Mispricing of S&P 500 Index Options.(2009) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 16
article
2005Mispricing of S&P 500 index options.(2005) In: CoFE Discussion Papers.
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This paper has another version. Agregated cites: 16
paper
2017Mispriced Index Option Portfolios In: NBER Working Papers.
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paper0
1986Uncertainty, Economies of Scale, and Barrier to Entry. In: Oxford Economic Papers.
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article0
1983Capacity and Entry Under Demand Uncertainty In: Review of Economic Studies.
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article9
2007Option Pricing: Real and Risk-Neutral Distributions In: MPRA Paper.
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paper9
2005Option pricing: Real and risk-neutral distributions.(2005) In: CoFE Discussion Papers.
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This paper has another version. Agregated cites: 9
paper
1988An International Duopoly Model Under Exchange Rate Uncertainty In: Revue Économique.
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article1
1989Les contributions de la théorie financière à la solution de problèmes en organisation industrielle et en microéconomie appliquée In: L'Actualité Economique.
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article1
1995Différenciation verticale et structure du marché In: L'Actualité Economique.
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article0
1986Option Bounds in Discrete Time: Extensions and the Pricing of the American Put. In: The Journal of Business.
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article11
2005Mispricing of S&P 500 Index Options In: Working Papers.
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paper7
1998Asymmetric information in commodity futures markets: Theory and empirical evidence In: Journal of Futures Markets.
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article2
2018Catastrophe futures and reinsurance contracts: An incomplete markets approach In: Journal of Futures Markets.
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article0
1983Optimal replacement policies with two or more loaded sliding standbys In: Naval Research Logistics Quarterly.
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article0
2016Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics I: A Numerical Solution In: Quarterly Journal of Finance (QJF).
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article0
2016Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics II: Economic Implications In: Quarterly Journal of Finance (QJF).
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