Leonidas Rompolis : Citation Profile


Are you Leonidas Rompolis?

Athens University of Economics and Business (AUEB)

4

H index

2

i10 index

47

Citations

RESEARCH PRODUCTION:

10

Articles

2

Papers

RESEARCH ACTIVITY:

   14 years (2008 - 2022). See details.
   Cites by year: 3
   Journals where Leonidas Rompolis has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 5 (9.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro646
   Updated: 2024-01-16    RAS profile: 2022-05-23    
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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 Leonidas Rompolis.

Is cited by:

Arismendi Zambrano, Juan (5)

Violante, Francesco (3)

Santucci de Magistris, Paolo (3)

Prokopczuk, Marcel (2)

Perote, Javier (2)

Muzzioli, Silvia (2)

Jarrow, Robert (2)

Cassese, Gianluca (2)

Ardakani, Omid (2)

Kwok, Simon Sai Man (2)

Cortés, Lina (2)

Cites to:

Engle, Robert (10)

Ait-Sahalia, Yacine (9)

Chen, Zhiwu (9)

Cao, Charles (9)

Kapadia, Nikunj (8)

Tzavalis, Elias (8)

Campbell, John (7)

Bollerslev, Tim (7)

Lo, Andrew (6)

Shleifer, Andrei (5)

Rockinger, Michael (5)

Main data


Where Leonidas Rompolis has published?


Journals with more than one article published# docs
Journal of Banking & Finance2
Journal of Futures Markets2

Recent works citing Leonidas Rompolis (2024 and 2023)


YearTitle of citing document
2023Option Smile Volatility and Implied Probabilities: Implications of Concavity in IV Curves. (2023). Singh, Astha ; Kachhara, Darsh. In: Papers. RePEc:arx:papers:2307.15718.

Full description at Econpapers || Download paper

2023The sources of economic uncertainty: Evidence from eurozone markets. (2023). Liosi, Konstantina. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:69:y:2023:i:c:s1042444x23000300.

Full description at Econpapers || Download paper

Works by Leonidas Rompolis:


YearTitleTypeCited
2021Recovering the market risk premium from higher?order moment risks In: European Financial Management.
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article0
2010RISK PREMIUM EFFECTS ON IMPLIED VOLATILITY REGRESSIONS In: Journal of Financial Research.
[Full Text][Citation analysis]
article6
2017The effectiveness of unconventional monetary policy on risk aversion and uncertainty In: Working Papers.
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paper2
2021Pricing Event Risk: Evidence from Concave Implied Volatility Curves In: Swiss Finance Institute Research Paper Series.
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paper2
2008Recovering Risk Neutral Densities from Option Prices: A New Approach In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article15
2010Retrieving risk neutral densities from European option prices based on the principle of maximum entropy In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article10
2019Put-call parity violations and return predictability: Evidence from the 2008 short sale ban In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article3
2012Exploring the role of the realized return distribution in the formation of the implied volatility smile In: Journal of Banking & Finance.
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article5
2017Retrieving risk neutral moments and expected quadratic variation from option prices In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article3
2017Pricing and hedging contingent claims using variance and higher order moment swaps In: Quantitative Finance.
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article1
2016Risk?Free Rates and Variance Futures Prices In: Journal of Futures Markets.
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article0
2022Option?implied moments and the cross?section of stock returns In: Journal of Futures Markets.
[Full Text][Citation analysis]
article0

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