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Stylianos Perrakis

Institution: Concordia University

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://johnmolson.concordia.ca/en/faculty-research/departments/finance/926-department-finance

First Publication: 1975

Most Recent: 2015

RePEc ID: ppe489 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 0.00 0.00 0.00 -
Last 10 Years 0.00 0.00 0.00 0.00 0.00 -
All Time 20.18 4.37 13.79 1.01 39.36 97%

Publication Statistics

Raw Publications 19
Coauthorship-Adjusted Count 23.05

Publications (19)

Year Article Journal Tier Authors
2015 Credit spreads and state-dependent volatility: Theory and empirical evidence Journal of Banking & Finance B 2
2013 Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach Journal of Banking & Finance B 2
2011 Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence Journal of Finance A 4
2011 Competition, interlisting and market structure in options trading Journal of Banking & Finance B 3
2009 Mispricing of S&P 500 Index Options The Review of Financial Studies A 3
2004 The American put under transactions costs Journal of Economic Dynamics and Control B 2
2002 Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs Journal of Economic Dynamics and Control B 2
2000 Option pricing and replication with transaction costs and dividends Journal of Economic Dynamics and Control B 2
1999 Free entry may reduce total willingness-to-pay1 Economics Letters C 2
1997 Vertical differentiation: Entry and market coverage with multiproduct firms International Journal of Industrial Organization B 2
1986 Uncertainty, Economies of Scale, and Barrier to Entry. Oxford Economic Papers C 2
1984 Option Pricing Bounds in Discrete Time. Journal of Finance A 2
1983 Capacity and Entry Under Demand Uncertainty Review of Economic Studies S 2
1980 Factor-Price Uncertainty with Variable Proportions: Note. American Economic Review S 1
1978 Identifying the SSD Portion of the EV Frontier: A Note Journal of Financial and Quantitative Analysis B 2
1977 Abstract: Stochastic Dominance in the Laplace Transformation Domain Journal of Financial and Quantitative Analysis B 1
1976 On the Regulated Price-Setting Monopoly Firm with a Random Demand Curve. American Economic Review S 1
1976 A Note on Optimal Equity Financing of the Corporation Journal of Financial and Quantitative Analysis B 1
1975 Certainty Equivalents and Timing Uncertainty Journal of Financial and Quantitative Analysis B 1