Our Publications

2023

Bogoev, D.; Karam, A.; et al. Non-Standard Errors. Journal of Finance (2023)

Brahma, S.; Gavriilidis, K.; Kallinterakis, V.; Verousis, T.; Zhang, M. LGBTQ and finance. International Review of Financial Analysis (2023)

Kallinterakis, V.; Karaa, R. From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading. International Review of Financial Analysis (2023)

Baltagi, Badi H.; Jimenez-Martın, Sergi; Labeaga, Jose M.; Al-Sadoon, Majid. Consistent estimation of panel data sample selection models. Econometrics and Statistics (2023)

Nikolopoulos, Kostas; Syntetos, Aris. Management, Mathematics, and Management-Mathematics:  strengthening the link in a turbulent post-pandemic world. IMA Journal of Management Mathematics (2023)

Nikolopoulos, Kostas; Vasilakis, Chrysovalantis. Forecasting the Effective Reproduction Number during a Pandemic: COVID-19 Rt forecasts, Governmental Decisions, and Economic Implications. IMA Journal of Management Mathematics (2023)

Cakmaklı, Cem; Demiralp, Selva; Kalemli Ozcan, Sebnem; Yesiltas, Sevcan; Yıldırımk, Muhammed A. COVID-19 and emerging markets: A SIR model, demand shocks and capital flows. Journal of International Economics (2023)

Jatmiko, Wahyu; Ebrahim, Muhammed-Shahid; Smaoui, Houcem. Sukūk Development and Income Inequality. Journal of International Financial Markets, Institutions and Money (2023)

Chowdhury, Md Shahedur R.; Damianov, Damian S. Uncertainty and Bubbles in Cryptocurrencies: Evidence from Newly Developed Uncertainty Indices. International Review of Financial Analysis (2023)

Bali, Turan G.; Del Viva, Luca; Hefnawy, Menatalla El; Trigeorgis, Lenos. Value Uncertainty. Management Science (2023)

Kontosakos, Vasileios E.; Hwang, Soosung; Kallinterakis, Vasileios; Pantelous, Athanasios A. Long-term dynamic asset allocation under asymmetric risk preferences. European Journal of Operational Research (2023)

Yin, Chao; Sun, Wenyi; Zeng, Yeqin. Precautionary motive or private benefit motive for holding cash: Evidence from CEO ownership. International Review of Financial Analysis (2023)

Guo, Haifeng; Hung, Chi‐Hsiou D.; Kontonikas, Alexandros; Zeng, Yeqin. Flight to Lottery Ahead of FOMC Announcements: Institutional Investors or Retail Investors? British Journal of Management (2023)

Jahanshahloo, Hossein; Irresberger, Felix; Urquhart, Andrew. Bitcoin Under the Microscope. The British Accounting Review (2023)

Irresberger, Felix; Yang, Ruomei. Coin concentration of Proof-of-Stake blockchains. Economics Letters (2023)

Elsayed, Ahmed H.; Ahmed, Habib; Husam Helmi, Mohamad. Determinants of financial stability and risk transmission in dual financial system: Evidence from the COVID pandemic. Journal of International Financial Markets, Institutions and Money (2023)

Harris, Terry. Competition Culture and Corporate Finance: A Measure of Firms’ Competition Culture Based on a Textual Analysis of 10-K Filings (2023)

Sanguri, Kamal; Patra, Sabyasachi; Nikolopoulos, Konstantinos; Punia, Sushil. Intermittent demand, inventory obsolescence, and temporal aggregation forecasts. International Journal of Production Research (2023)

Kuang, Jiaqi; Ji, Xudong; Cheng, Peng; Kallinterakis, Vasileios Bill. Media News and Social Media Information in the Chinese Peer-to-Peer Lending Market. Systems (2023)

Anagnostopoulou, Seraina C.; Trigeorgis, Lenos; Tsekrekos, Andrianos E. Enhancement in a firm's information environment via options trading and the efficiency of corporate investment. Journal of Banking and Finance (2023)

Grossmann, Igor; Rotella, Amanda; Hutcherson, Cendri A.; Sharpinskyi, Konstantyn; Varnum, Michael E.W.; Achter, Sebastian; Dhami, Mandeep K.; Guo, Xinqi Evie; Kara-Yakoubian, Mane; Mandel, David R.; Raes, Louis; Tay, Louis; Vie, Aymeric; Wagner, Lisa; Adamkovic, Matus; Arami, Arash; Arriaga, Patrícia; Bandara, Kasun; Baník, Gabriel; Bartoš, František; Baskin, Ernest; Bergmeir, Christoph; Białek, Michał; Børsting, Caroline K.; Browne, Dillon T.; Caruso, Eugene M.; Chen, Rong; Chie, Bin-Tzong; Chopik, William J.; Collins, Robert N.; Cong, Chin W.; Conway, Lucian G.; Davis, Matthew; Day, Martin V.; Dhaliwal, Nathan A.; Durham, Justin D.; Dziekan, Martyna; Elbaek, Christian T.; Shuman, Eric; Fabrykant, Marharyta; Firat, Mustafa; Fong, Geoffrey T.; Frimer, Jeremy A.; Gallegos, Jonathan M.; Goldberg, Simon B.; Gollwitzer, Anton; Goyal, Julia; Graf-Vlachy, Lorenz; Gronlund, Scott D.; Hafenbrädl, Sebastian; Hartanto, Andree; Hirshberg, Matthew J.; Hornsey, Matthew J.; Howe, Piers D.L.; Izadi, Anoosha; Jaeger, Bastian; Kačmár, Pavol; Kim, Yeun Joon; Krenzler, Ruslan; Lannin, Daniel G.; Lin, Hung-Wen; Lou, Nigel Mantou; Lua, Verity Y.Q.; Lukaszewski, Aaron W.; Ly, Albert L.; Madan, Christopher R.; Maier, Maximilian; Majeed, Nadyanna M.; March, David S.; Marsh, Abigail A.; Misiak, Michal; Myrseth, Kristian Ove R.; Napan, Jaime M.; Nicholas, Jonathan; Nikolopoulos, Konstantinos; O, Jiaqing; Otterbring, Tobias; Paruzel-Czachura, Mariola; Pauer, Shiva; Protzko, John; Raffaelli, Quentin; Ropovik, Ivan; Ross, Robert M.; Roth, Yefim; Røysamb, Espen; Schnabel, Landon; Schütz, Astrid; Seifert, Matthias; Sevincer, A. Timur; Sherman, Garrick T.; Simonsson, Otto; Sung, Ming-Chien; Tai, Chung-Ching; Talhelm, Thomas; Teachman, Bethany A.; Tetlock, Philip E.; Thomakos, Dimitrios; Tse, Dwight C.K.; Twardus, Oliver J.; Tybur, Joshua M.; Ungar, Lyle; Vandermeulen, Daan; Williams, Leighton Vaughan; Vosgerichian, Hrag A.; Wang, Qi; Wang, Ke; Whiting, Mark E.; Wollbrant, Conny E.; Yang, Tao; Yogeeswaran, Kumar; Yoon, Sangsuk; Alves, Ventura r; Andrews-Hanna, Jessica R.; Bloom, Paul A.; Boyles, Anthony; Charis, Loo; Choi, Mingyeong; Darling-Hammond, Sean; Ferguson, Zoe E.; Kaiser, Cheryl R.; Karg, Simon T.; Ortega, Alberto López; Mahoney, Lori; Marsh, Melvin S.; Martinie, Marcellin F.R.C.; Michaels, Eli K.; Millroth, Philip; Naqvi, Jeanean B.; Ng, Weiting; Rutledge, Robb B.; Slattery, Peter; Smiley, Adam H.; Strijbis, Oliver; Sznycer, Daniel; Tsukayama, Eli; Loon, Austin van; Voelkel, Jan G.; Wienk, Margaux N.A.; Wilkening, Tom; The Forecasting Collaborative. Insights into accuracy of social scientists' forecasts of societal change. Nature Human Behaviour (2023)

Jatmiko, Wahyu; Iqbal, Abdullah; Ebrahim, Muhammed Shahid. On the Ethicality of Islamic Banking’s Business Model. British Journal of Management (2023)

Billah, Mabruk; Elsayed, Ahmed H.; Hadhri, Sinda. Asymmetric relationship between green bonds and Sukuk markets: The role of global risk factors. Journal of International Financial Markets, Institutions and Money (2023)

Elsayed, Ahmed H.; Naifar, Nader; Nasreen, Samia. Financial Stability and Monetary Policy Reaction: Evidence from the GCC Countries. The Quarterly Review of Economics and Finance (2023)

Guo, H.; Yin, C.; Zeng, Y. How Does Firm-Specific Investor Sentiment Affect the Value of Corporate Cash Holdings? British Journal of Management (2023)

Elsayed, Ahmed H.; Downing, Gareth; Lau, Chi Keung Marco; Sheng, Xin. Exploring the role of oil shocks on the financial stability of Gulf Cooperation Council countries. International Journal of Finance and Economics (2023)

Balcilar, Mehmet; Elsayed, Ahmed H.; Hammoudeh, Shawkat. Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis. Journal of International Financial Markets, Institutions and Money (2023)

Fich, Eliezer M.; Nguyen, Tung; Petmezas, Dimitris. The Effects of Terrorist Attacks on Inventor Productivity and Mobility. Research Policy (2023)

Galariotis, Emilios; Louca, Christodoulos; Petmezas, Dimitris; Wang, Shuhui. Agency Costs of Debt and Inside Debt: The Role of CEO Overconfidence. British Journal of Management (2023)

Jatmiko, Wahyu; Ebrahim, M. Shahid; Iqbal, Abdullah; Wojakowski, Rafal M. Can Trade Credit Rejuvenate Islamic Banking? Review of Quantitative Finance and Accounting (2023)

Makridakis, Spyros; Spiliotis, Evangelos; Assimakopoulos, Vassilios; Semenoglou, Artemios-Anargyros; Mulder, Gary; Nikolopoulos, Konstantinos. Statistical, Machine Learning and Deep Learning forecasting methods: Comparisons and ways forward. Journal of the Operational Research Society (2023)

Nguyen, Tung; Petmezas, Dimitris; Karampatsas, Nikolaos. Does Terrorism Affect Acquisitions? Management Science (2023)

Banerjee, Anurag; Basu, Parantap; Keller, Elisa. Cross-country Disparities in Skill Premium and Skill Acquisition. Economic Inquiry (2023)

2022

Cox, C.; Karam, A.; Pelster, M. Two-period duopolies with forward markets. Review of Industrial Organization (2022)

Karam, A. Dealers' incentives to reveal their names. Financial Review (2022)

Nikolopoulos, K. The EU project RAMONES – continuous, long-term autonomous monitoring of underwater radioactivity (2022)

Economou, F.; Gavriilidis, K.; Gebka, B.; Kallinterakis, V. Feedback trading: a review of theory and empirical evidence. Review of Behavioural Finance (2022)

Tayeh, M.; Kallinterakis, V. Feedback Trading in Currency Markets: International Evidence. Journal of Behavioral Finance (2022)

Duong, H.N.; Goyal, A.; Kallinterakis, V.; Veeraraghavan, M. Democracy and the pricing of initial public offerings around the world. Journal of Financial Economics (2022)

Ferreruela, S.; Kallinterakis, V.; Mallor, T. Cross-Market Herding: Do ‘Herds’ Herd with Each Other? Journal of Behavioral Finance (2022)

Chowdhury, Md Shahedur R.; Damianov, Damian S.; Escobari, Diego. Price Exuberance and Contagion across Housing Markets: Evidence from US Metropolitan Areas. Journal of Real Estate Finance and Economics (2022)

Onal, Bunyamin; Petmezas, Dimitris; Xiong, Nan. Societal Equality Sentiment and Executive Compensation. Journal of Corporate Finance (2022)

Alhalboni, M.; Ebrahim, M.S.; Jatmiko, W. Rationalizing the Takaful Organizational Form with Institutional Theory. In D. Nguyen (Ed.), Handbook of Banking and Finance in Emerging Markets (2022)

Alroomi, Azzam; Karamatzanis, George; Nikolopoulos, Kostas; Tilba, Anna; Xiao, Shujun. Fathoming empirical forecasting competitions’ winners. International Journal of Forecasting (2022)

Mertzimekis, T.J; Lagaki, V.; Madesis, I.; Siltzovalis, G.; Petra, E.; Nomikou, P.; Batista, P.; Cabecinhas, D.; Pascoal, A.; Sebastião, L.; Escartín, J.; Kebkal, K.; Karantzalos, K.; Douskos, V.; Mallios, A.; Nikolopoulos, K.; Maigne, L. RAMONES and Environmental Intelligence: Progress Update (2022)

Elsayed, Ahmed H.; Ali Nasir, Muhammad. Central Bank digital currencies: An Agenda for future research. Research in International Business and Finance (2022)

Abduraimova, Kumushoy. Contagion and tail risk in complex financial networks. Journal of Banking and Finance (2022)

Sohag, Kazi; Hammoudeh, Shawkat; Elsayed, Ahmed; Mariev, Oleg; Safonova, Yulia. Do Geopolitical Events Transmit Opportunity or Threat to Green Markets? Decomposed Measures of Geopolitical Risks. Energy Economics (2022)

Nie, Jing; Malagon, Juliana; Williams, Julian. The impact of high speed quoting on execution risk dynamics: Evidence from interest rate futures markets. Journal of Futures Markets (2022)

Elsayed, Ahmed H.; Sousa, Ricardo M. International Monetary Policy and Cryptocurrency Markets: Dynamic and Spillover Effects. European Journal of Finance (2022)

Elsayed, Ahmed H.; Gozgor, Giray; Yarovaya, Larisa. Volatility and Return Connectedness of Cryptocurrency, Gold, and Uncertainty: Evidence from the Cryptocurrency Uncertainty Indices. Finance Research Letters (2022)

Elsayed, A.H.; Gozgor, G.; Lau, C. Risk Transmissions between Bitcoin and Traditional Financial Assets during the COVID-19 Era: The Role of Global Uncertainties. International Review of Financial Analysis (2022)

Elsayed, A.H.; Naifar, N.; Saudi Arabia, R.; Tiwari, A.K. Dependence structure and dynamic connectedness between green bonds and financial markets: fresh insights from time-frequency analysis before and during COVID-19 pandemic. Energy Economics (2022)

Trigeorgis, Lenos; Baldi, Francesco; Makadok, Richard. Compete, Cooperate, or Both? Integrating the Demand Side into Patent Deployment Strategies for the Commercialization and Licensing of Technology. Academy of Management Review (2022)