| Financial derivatives: Pricing and risk management R Quail, JA Overdahl John Wiley & Sons, 2009 | 92 | 2009 |
| Predictable dynamics in implied volatility surfaces from OTC currency options G Chalamandaris, AE Tsekrekos Journal of Banking & Finance 34 (6), 1175-1188, 2010 | 48 | 2010 |
| How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options G Chalamandaris, AE Tsekrekos Journal of International Money and Finance 30 (4), 623-640, 2011 | 36 | 2011 |
| Adverse-selection considerations in the market-making of corporate bonds G Chalamandaris, NE Vlachogiannakis The European Journal of Finance 26 (16), 1673-1702, 2020 | 12 | 2020 |
| Are financial ratios relevant for trading credit risk? Evidence from the CDS market G Chalamandaris, NE Vlachogiannakis Annals of Operations Research 266, 395-440, 2018 | 11 | 2018 |
| The correlation structure of FX option markets before and since the financial crisis G Chalamandaris, AE Tsekrekos Applied Financial Economics 20 (1-2), 73-84, 2010 | 11 | 2010 |
| Exploring the role of the realized return distribution in the formation of the implied volatility smile G Chalamandaris, LS Rompolis Journal of Banking & Finance 36 (4), 1028-1044, 2012 | 10 | 2012 |
| Predictability in implied volatility surfaces: Evidence from the Euro OTC FX market G Chalamandaris, AE Tsekrekos The European Journal of Finance 20 (1), 33-58, 2014 | 8 | 2014 |
| Recovering the market risk premium from higher‐order moment risks G Chalamandaris, LS Rompolis European Financial Management 27 (1), 147-186, 2021 | 7 | 2021 |
| Explanatory factors and causality in the dynamics of volatility surfaces implied from OTC Asian–Pacific currency options G Chalamandaris, AE Tsekrekos Computational Economics 41, 327-358, 2013 | 6 | 2013 |
| Common factors and causality in the dynamics of implied volatility surfaces: evidence from the FX OTC market G Chalamandaris, AE Tsekrekos The Journal of Economic Asymmetries 6 (1), 49-74, 2009 | 5 | 2009 |
| Can static models predict implied volatility surfaces? Evidence from OTC currency options G Chalamandaris, AE Tsekrekos Working paper, Athens University of Economics and Business, 2009 | 5 | 2009 |
| Ito’s Calculus and the Black-Scholes Options Pricing Model G Chalamandaris, AG Malliaris Handbook of Quantitative Finance, New York: Springer, 2008 | 5 | 2008 |
| Re-assessing stock market anomalies using a stochastic spanning framework G Chalamandaris, S Pagratis, N Topaloglou | 3 | 2018 |
| Pricing multicallable range accruals with the Libor Market Model G Chalamandaris Managerial Finance 33 (5), 292-308, 2007 | 3 | 2007 |
| Are stock-market anomalies anomalous after all? G Chalamandaris, K Pukthuanthong, N Topaloglou Available at SSRN 3752177, 2021 | 2 | 2021 |
| Assessing the relevance of an information source to trading from an adaptive-markets hypothesis perspective G Chalamandaris Quantitative Finance 20 (7), 1101-1122, 2020 | 2 | 2020 |
| Limits to arbitrage and CDS–bond dynamics around the financial crisis G Chalamandaris, S Pagratis Journal of Empirical Finance 54, 213-235, 2019 | 2 | 2019 |
| Recovering the market risk premium from stock and option prices G Chalamandaris, L Rompolis Available at SSRN 2745879, 2019 | 2 | 2019 |
| Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model G Chalamandaris, AG Malliaris Handbook of quantitative finance and risk management, 447-470, 2010 | 2 | 2010 |
Leonidas RompolisDepartment of Accounting and Finance, Athens University of Economics and BusinessVerified email at aueb.gr
