Institution: Athens University of Economics
Primary Field: Finance (weighted toward more recent publications)
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 | 0.67 | 0.00 | 0.67 | 22% |
| Last 10 Years | 0.00 | 0.00 | 1.68 | 0.00 | 1.68 | 39% |
| All Time | 0.00 | 0.00 | 3.70 | 0.00 | 3.70 | 78% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2023 | Improving variance forecasts: The role of Realized Variance features | International Journal of Forecasting | B | 3 |
| 2019 | Put-call parity violations and return predictability: Evidence from the 2008 short sale ban | Journal of Banking & Finance | B | 2 |
| 2012 | Exploring the role of the realized return distribution in the formation of the implied volatility smile | Journal of Banking & Finance | B | 2 |
| 2008 | Recovering Risk Neutral Densities from Option Prices: A New Approach | Journal of Financial and Quantitative Analysis | B | 2 |