Stylianos Perrakis : Citation Profile


Are you Stylianos Perrakis?

Concordia University

9

H index

9

i10 index

264

Citations

RESEARCH PRODUCTION:

43

Articles

17

Papers

1

Books

RESEARCH ACTIVITY:

   50 years (1972 - 2022). See details.
   Cites by year: 5
   Journals where Stylianos Perrakis has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 28 (9.59 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe489
   Updated: 2024-11-04    RAS profile: 2022-10-27    
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Relations with other researchers


Works with:

Constantinides, George (2)

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

Is cited by:

Beare, Brendan (9)

Jouini, Elyès (6)

Pedersen, Lasse (6)

Mirucki, Jean (6)

Matthews, Kent (5)

Lutz, Stefan (4)

Fang, Yi (3)

Siebert, Ralph (3)

Lambertini, Luca (3)

Waldman, Michael (3)

Napel, Stefan (3)

Cites to:

Constantinides, George (57)

Jackwerth, Jens (22)

THISSE, JACQUES (21)

merton, robert (21)

Leland, Hayne (16)

Cao, Charles (14)

Ait-Sahalia, Yacine (14)

Gabszewicz, Jean (13)

Davidson, Russell (12)

Chen, Zhiwu (12)

Lo, Andrew (12)

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
The Review of Financial Studies2
Journal of Financial Markets2
L'Actualité Economique2
Canadian Journal of Economics2
Quarterly Journal of Finance (QJF)2
American Economic Review2
European Financial Management2
Journal of Futures Markets2
International Economic Review2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc4
CoFE Discussion Papers / University of Konstanz, Center of Finance and Econometrics (CoFE)3
FAME Research Paper Series / International Center for Financial Asset Management and Engineering2
Discussion Paper Series / Department of Economics, University of Macedonia2

Recent works citing Stylianos Perrakis (2024 and 2023)


YearTitle of citing document
2024Stochastic arbitrage with market index options. (2022). Seo, Juwon ; Beare, Brendan K. In: Papers. RePEc:arx:papers:2207.00949.

Full description at Econpapers || Download paper

2023Efficient regulated entry in competitive markets with demand uncertainty. (2023). Bajobuenestado, Raul. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:2:p:413-422.

Full description at Econpapers || Download paper

2023Optimal measure preserving derivatives revisited. (2023). Beare, Brendan. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:2:p:370-388.

Full description at Econpapers || Download paper

2023A financial modeling approach to industry exchange-traded funds selection. (2023). Conlon, Thomas ; cotter, john ; Post, Thierry ; Kovalenko, Illia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001081.

Full description at Econpapers || Download paper

2023Sequential entry in illiquid markets. (2023). Fardeau, Vincent. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000162.

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2023Option Returns, Risk Premiums, and Demand Pressure in Energy Markets. (2023). Li, Bingxin ; Jacobs, Kris. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002679.

Full description at Econpapers || Download paper

2023The Missing Tail Risk in Option Prices. (2023). Sattiraju, Sai ; Matschke, Johannes ; Melek, Nida Akir ; Brown, Jason. In: Research Working Paper. RePEc:fip:fedkrw:96072.

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2023A non-Normal framework for price discovery: The independent component based information shares measure. (2023). Zema, Sebastiano Michele. In: LEM Papers Series. RePEc:ssa:lemwps:2023/03.

Full description at Econpapers || Download paper

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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article4
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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article2
2020Mispriced index option portfolios In: Financial Management.
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article7
2017Mispriced Index Option Portfolios.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 7
paper
1984 Option Pricing Bounds in Discrete Time. In: Journal of Finance.
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article36
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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article14
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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article7
1999Option Pricing and Replication with Transaction Costs and Dividends.(1999) In: FAME Research Paper Series.
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This paper has nother version. Agregated cites: 7
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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article17
2002Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17
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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article6
2017Price discovery in equity and CDS markets In: Journal of Financial Markets.
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article8
2021Financial oligopolies and parallel exclusion in the credit default swap markets In: Journal of Financial Markets.
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article1
1997Vertical differentiation: Entry and market coverage with multiproduct firms In: International Journal of Industrial Organization.
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article13
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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article4
2015Credit spreads and state-dependent volatility: Theory and empirical evidence In: Journal of Banking & Finance.
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article3
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.
[Citation analysis]
paper0
1996Entry and Minimum Quality Standards in a Vertically Differentiated Industry.(1996) In: Cahiers de recherche.
[Citation analysis]
This paper has nother 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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article2
1997Derivative Asset Pricing with Transaction Costs: An Extension. In: Computational Economics.
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article8
2022From innovation to obfuscation: continuous time finance fifty years later In: Financial Markets and Portfolio Management.
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article1
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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paper44
2009Mispricing of S&P 500 Index Options.(2009) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44
article
2009Mispricing of S&P 500 Index Options.(2009) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44
article
2005Mispricing of S&P 500 index options.(2005) In: CoFE Discussion Papers.
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This paper has nother version. Agregated cites: 44
paper
2010Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence In: NBER Working Papers.
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paper0
2008Are options on index futures profitable for risk averse investors? Empirical evidence.(2008) In: CoFE Discussion Papers.
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This paper has nother version. Agregated cites: 0
paper
2021Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply In: Critical Finance Review.
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article0
1986Uncertainty, Economies of Scale, and Barrier to Entry. In: Oxford Economic Papers.
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article0
1983Capacity and Entry Under Demand Uncertainty In: The Review of Economic Studies.
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article13
2007Option Pricing: Real and Risk-Neutral Distributions In: MPRA Paper.
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paper10
2005Option pricing: Real and risk-neutral distributions.(2005) In: CoFE Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
1988An International Duopoly Model Under Exchange Rate Uncertainty In: Revue Économique.
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article2
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
2019Stochastic Dominance Option Pricing In: Springer Books.
[Citation analysis]
book5
1986Option Bounds in Discrete Time: Extensions and the Pricing of the American Put. In: The Journal of Business.
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article19
1998Asymmetric information in commodity futures markets: Theory and empirical evidence In: Journal of Futures Markets.
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article3
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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article0

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