4
H index
2
i10 index
48
Citations
Leonidas Rompolis : Citation Profile
Athens University of Economics and Business (AUEB) | RESEARCH PRODUCTION: 8 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2008 - 2023). 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:
| Cites to:
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Main data
Where Leonidas Rompolis has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Banking & Finance | 2 |
Recent works citing Leonidas Rompolis (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Option 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 |
| 2024 | Copper-to-gold ratio as a leading indicator for the 10-Year Treasury yield. (2024). Parnes, Dror. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001390. Full description at Econpapers || Download paper |
| 2023 | The 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | RISK PREMIUM EFFECTS ON IMPLIED VOLATILITY REGRESSIONS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 6 |
| 2017 | The effectiveness of unconventional monetary policy on risk aversion and uncertainty In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Pricing Event Risk: Evidence from Concave Implied Volatility Curves In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Recovering Risk Neutral Densities from Option Prices: A New Approach In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 15 |
| 2010 | Retrieving risk neutral densities from European option prices based on the principle of maximum entropy In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 11 |
| 2023 | Improving variance forecasts: The role of Realized Variance features In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2019 | Put-call parity violations and return predictability: Evidence from the 2008 short sale ban In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
| 2012 | Exploring the role of the realized return distribution in the formation of the implied volatility smile In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
| 2017 | Retrieving risk neutral moments and expected quadratic variation from option prices In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 3 |
| 2017 | Pricing and hedging contingent claims using variance and higher order moment swaps In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team