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Stylianos Perrakis · Study

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Stylianos Perrakis

12 works· latest 2011· 3 institutionscluster: provisionalORCID 0000-0003-2931-9181

h-index12

i1012

Citations3,382

Works here12

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Most cited in this library

Contestable Markets and the Theory of Industry Structure1982 · 2,330 citations
The Dynamics of Industrial Competition: A North American Perspective1996 · 246 citations
Mispricing of S&P 500 Index Options2008 · 167 citations
Option Pricing Bounds in Discrete Time1984 · 152 citations
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs2002 · 89 citations

Works

12 shown

Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence

The Journal of Finance·2011·4 authors·Open access

82citations

Mispricing of S&P 500 Index Options

Review of Financial Studies·2008·3 authors·Open access

167citations

Stochastic Dominance Bounds on American Option Prices in Markets with Frictions

European Finance Review·2007·2 authors

69citations

Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs

Journal of Economic Dynamics and Control·2002·2 authors

89citations

Option pricing and replication with transaction costs and dividends

Journal of Economic Dynamics and Control·2000·2 authors

47citations

Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs

SSRN Electronic Journal·2000·2 authors·preprint

·Open access

28citations

Derivative Asset Pricing with Transaction Costs: An Extension

Computational Economics·1997·2 authors

45citations

The Dynamics of Industrial Competition: A North American Perspective

Canadian Journal of Economics/Revue canadienne d économique·1996·2 authors

246citations

Option Bounds in Discrete Time: Extensions and the Pricing of the American Put

The Journal of Business·1986·1 author

86citations

Option Pricing Bounds in Discrete Time

The Journal of Finance·1984·2 authors

152citations

Contestable Markets and the Theory of Industry Structure

Canadian Journal of Economics/Revue canadienne d économique·1982·4 authors

2,330citations

Factor-price uncertainty with variable proportions: a note

American Economic Review·1979·1 author·Open access

41citations