Efstathios Polyzos

Zayed University

Zayed University

P.O. Box 144534

Abu Dhabi

United Arab Emirates

SCHOLARLY PAPERS

37

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SSRN CITATIONS
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Top 23,347

in Total Papers Citations

49

CROSSREF CITATIONS

5

Scholarly Papers (37)

1.

Escalating Tension and the War in Ukraine: Evidence Using Impulse Response Functions on Economic Indicators and Twitter Sentiment

Research in International Business and Finance Volume 66, October 2023, pp. 102044
Number of pages: 18 Posted: 14 Apr 2022 Last Revised: 17 Aug 2023
Efstathios Polyzos
Zayed University
Downloads 767 (62,608)
Citation 9

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Ukrainian conflict, financial markets, commodities, Twitter sentiment, impulse response functions

2.

Spot Bitcoin ETF

Number of pages: 20 Posted: 01 May 2024
Mieszko Mazur and Efstathios Polyzos
ESSCA school of management and Zayed University
Downloads 387 (144,883)

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Bitcoin, ETF, cryptocurrency, exchange-traded funds, investments, fund flows

3.

Non-Fungible Tokens (NFTs) as an Investment Class

Number of pages: 25 Posted: 04 Jan 2023
Mieszko Mazur and Efstathios Polyzos
ESSCA school of management and Zayed University
Downloads 294 (194,738)

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NFT, Non-Fungible Token, Cryptocurrency, Metaverse, Blockchain, DeFi, Bitcoin

4.

Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research

Computational Economics (https://doi.org/10.1007/s10614-023-10429-9)
Number of pages: 42 Posted: 01 Jun 2022 Last Revised: 17 Aug 2023
Efstathios Polyzos and Costas Siriopoulos
Zayed University and Zayed University, College of Business
Downloads 194 (291,001)
Citation 4

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random regression forest, optimal lag, Lasso, Ridge regression, Bayesian model averaging

5.

COVID-19, Lockdowns and Herding Towards a Cryptocurrency Market-Specific Implied Volatility Index

Number of pages: 17 Posted: 07 Dec 2020 Last Revised: 16 Jan 2021
Zayed University - College of Business, Zayed University and Université Paris 1 (Panthéon-Sorbonne)Lahore School of Economics
Downloads 165 (335,662)
Citation 7

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COVID-19; Herding behavior; Cryptocurrencies; VCRIX; Market fear

6.

Freeing Greece from Capital Controls: Were the Restrictions Enforced in Time?

Research in International Business and Finance, Volume 37 (pp. 196-213)
Number of pages: 32 Posted: 25 Nov 2015 Last Revised: 20 Feb 2016
Aristeidis Samitas and Efstathios Polyzos
University of the Aegean and Zayed University
Downloads 152 (359,634)
Citation 1

Abstract:

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Capital controls, Greece, VBanking, banking regulation

7.

The Financial Impact of Washtrading in NFT Markets

Number of pages: 34 Posted: 28 Sep 2022 Last Revised: 18 Mar 2024
Efstathios Polyzos and Mieszko Mazur
Zayed University and ESSCA school of management
Downloads 117 (440,623)

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Market manipulation; Non-fungible tokens; NFT; Washtrading; Cryptocurrencies

8.

Quantifying Market Efficiency: Information Dissemination Through Social Media

Number of pages: 45 Posted: 13 Apr 2022 Last Revised: 30 May 2023
Efstathios Polyzos, Aristeidis Samitas and Ilias Kampouris
Zayed University, Zayed University and Abu Dhabi University
Downloads 111 (458,183)

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Market Efficiency, Twitter, topic extraction, Latent Dirichlet Allocation

9.

Spillover Effects between Greece and Cyprus: A DCC Model on the Interdependence of Small Economies

Investment Management and Financial Innovations, 17(4), 121-135. doi:10.21511/imfi.17(4).2020.12
Number of pages: 26 Posted: 03 Dec 2020 Last Revised: 04 Dec 2020
University of the Aegean, University of the Aegean, Zayed University and Gdańsk University of Technology
Downloads 110 (461,267)

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Greek Debt crisis, Cypriot Financial crisis, contagion,DCC model, bail-in, bank distress

10.

The perfect bail-in: Financing without banks using Peer-To-Peer Lending

International Journal of Finance and Economics
Number of pages: 38 Posted: 04 Sep 2021 Last Revised: 11 Jun 2023
Efstathios Polyzos, Aristeidis Samitas and Ghulame Rubbaniy
Zayed University, University of the Aegean and Zayed University - College of Business
Downloads 108 (467,327)
Citation 1

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p2p lending, peer-to-peer, agent-based finance, machine learning

11.

Tourism Demand and the COVID-19 Pandemic: An LSTM Approach

Tourism Recreation Research (2020), DOI: 10.1080/02508281.2020.1777053
Number of pages: 24 Posted: 29 Jun 2020 Last Revised: 25 Nov 2020
Efstathios Polyzos, Aristeidis Samitas and Anastasia Spyridou
Zayed University, University of the Aegean and Gdańsk University of Technology
Downloads 101 (490,051)
Citation 19

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Coronavirus, USA, Tourism Development, China, Deep Learning, Long Short Term Memory

12.

To Basel or Not to Basel? Banking Crises and Contagion

Published in Journal of Financial Regulation and Compliance, Volume 23, Issue 3, pp. 298 – 318, 2015
Number of pages: 25 Posted: 11 Dec 2014 Last Revised: 30 Jun 2015
Aristeidis Samitas and Efstathios Polyzos
University of the Aegean and Zayed University
Downloads 92 (520,656)
Citation 3

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Basel III, contagion, banking crises, VBanking

13.

Examining the link between terrorism and tourism demand: The case of Egypt

Journal of Policy Research in Tourism, Leisure and Events, 2021
Number of pages: 24 Posted: 21 Apr 2021
Efstathios Polyzos, Georgia Papadopoulou and Sofia Xesfingi
Zayed University, Al Ghurair University and University of Piraeus - Department of Economics
Downloads 87 (539,162)

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tourism, terrorism, tourist arrivals, Egypt, Principal Component Analysis, Vector Autoregressive Model

14.

Cyclicality of Liquidity Creation: Non-linear Evidence from US Bank Holding Companies

Journal of Financial Research
Number of pages: 39 Posted: 21 Jun 2022 Last Revised: 12 Mar 2024
Ghulame Rubbaniy, Ali Awais Khalid, Shoaib Ali and Efstathios Polyzos
Zayed University - College of Business, University of Lahore (UOL) - Lahore Business School, Air University - Islamabad and Zayed University
Downloads 78 (575,626)

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Bank holding company; Liquidity creation; Business cycle; Panel smooth transition regression

15.

Terrorist Incidents and Tourism Demand: Evidence from Greece

Tourism Management Perspectives (2018), Volume 25, pp. 23-28, Forthcoming
Number of pages: 18 Posted: 14 Nov 2017
University of the Aegean, Hellenic Open University, Zayed University and National and Kapodistrian University of Athens - Department of Economics
Downloads 74 (592,992)
Citation 1

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Terrorism, Tourism demand, Cointegration, Error correction models

16.

Banking Crises & Contagion: Why Worry About Taxation, Output and the Cost of Capital?

Published in Investment Management and Financial Innovations, Volume 12, Issue 2, 2015
Number of pages: 33 Posted: 11 Dec 2014 Last Revised: 25 Jun 2015
Efstathios Polyzos and Aristeidis Samitas
Zayed University and University of the Aegean
Downloads 72 (601,978)
Citation 3

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Contagion, banking crises, VBanking, economic simulations

17.

Brexit and Financial Stability: An Agent-Based Simulation

Economic Modelling, Vol. 69, 2018
Number of pages: 35 Posted: 13 Feb 2018
Aristeidis Samitas, Efstathios Polyzos and Costas Siriopoulos
University of the Aegean, Zayed University and Zayed University, College of Business
Downloads 70 (611,277)
Citation 3

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Brexit, Banking crises, Agent-based finance, Financial stability

18.

Volatility Spillovers in Electricity Markets: Evidence from the United States

International Journal of Energy Economics and Policy, 2019, 9(4), 131-143
Number of pages: 23 Posted: 26 Jun 2019
affiliation not provided to SSRN, Zayed University, affiliation not provided to SSRN and University of the Aegean
Downloads 68 (620,742)
Citation 2

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Energy Markets, Electricity Markets, Market Integration, BEKK, Asymmetric Dynamic Conditional Correlation

19.

Green Assets are not so Green: Assessing Environmental Outcomes using Machine Learning and Local Projections

Number of pages: 42 Posted: 18 May 2023 Last Revised: 23 Nov 2023
Anastasia Spyridou, Efstathios Polyzos and Aristeidis Samitas
Gdańsk University of Technology, Zayed University and Zayed University
Downloads 65 (635,458)
Citation 1

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green assets, sustainable investing, random forest, impulse response functions

20.

Effects of Financial Instability on Subjective Well-Being: A Preference-based Approach

International Journal of Social Economics, 2021
Number of pages: 28 Posted: 21 Apr 2021
Efstathios Polyzos and Khadija Abdulrahman
Zayed University and Zayed University
Downloads 64 (640,674)

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banking regulation, happiness economics, subjective well-being, agent-based modelling, support vector machine

21.

Good Management or Good Finances? An Agent-Based Study on the Causes of Bank Failure

Banks and Bank Systems, 13 (3), pp. 95-10, 2018
Number of pages: 12 Posted: 05 Oct 2018
Zayed University, Zayed University and National and Kapodistrian University of Athens - Faculty of Economics
Downloads 64 (640,674)
Citation 1

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agent-based finance, bank management, corporate governance, endogenous risk

22.

The Good, the Bad and the Ugly on COVID-19 Tourism Recovery

Annals of Tourism Research, Volume 87, March 2021, 103117
Number of pages: 29 Posted: 22 Apr 2021
Anestis Fotiadis, Efstathios Polyzos and Tzung-Cheng T.C. Huan
Zayed University, Zayed University and National Chiayi University
Downloads 61 (656,253)

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Coronavirus,Tourism Demand, Deep Learning, Generalized Additive Model, Pandemia

23.

The Populist Voter: A Machine Learning Approach for the Individual Characteristics

CESifo Working Paper No. 10472
Number of pages: 43 Posted: 08 Jun 2023
K. Peren Arin, Efstathios Polyzos and Marcel P. Thum
Zayed University, Zayed University and Dresden University of Technology - Faculty of Economics and Business Management
Downloads 60 (661,552)

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populism, random forest, Bayesian model averaging

24.

Islamic Banking, Efficiency and Societal Welfare: A Machine-Learning, Agent-Based Study

International Journal of Islamic and Middle Eastern Finance and Management, 2022
Number of pages: 38 Posted: 03 Jan 2023
Efstathios Polyzos, Aristeidis Samitas and Costas Siriopoulos
Zayed University, Zayed University and Zayed University, College of Business
Downloads 59 (667,060)

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happiness economics, Islamic finance, financial stability, agent-based finance, machine learning

25.

Metaverse Alchemy: Connecting Nfts, Crypto-Tokens, and Social Media in Web3 Platform Multinationals’ Success

Number of pages: 40 Posted: 08 Feb 2024
Tatiana Zalan, Efstathios Polyzos and Elissar Toufaily
American University in Dubai, Zayed University and Léonard de Vinci Pôle Universitaire
Downloads 56 (683,687)

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metaverse, web3, platform multinational, business model, digital economy

26.

Who Is Unhappy for Brexit? A Machine-Learning, Agent-based study on Financial Instability

International Review of Financial Analysis, Vol. 72, No. 101590, 2020
Number of pages: 37 Posted: 03 Dec 2020 Last Revised: 04 Dec 2020
Efstathios Polyzos, Aristeidis Samitas and Marina-Selini Katsaiti
Zayed University, University of the Aegean and United Arab Emirates University (UAEU) - Department of Economics
Downloads 55 (689,376)
Citation 5

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happiness economics; banking crises; Brexit; machine learning; neural networks; Naive Bayes classifier; agent-based finance

27.

The Lag Phenomenon

Number of pages: 5 Posted: 04 Jan 2023
Costas Siriopoulos and Efstathios Polyzos
Zayed University, College of Business and Zayed University
Downloads 50 (719,707)

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optimal lag, literature review

28.

Twitter and Market Efficiency in Energy Markets: Evidence Using Lda Clustered Topic Extraction

Number of pages: 28 Posted: 16 Feb 2022 Last Revised: 29 Nov 2022
Efstathios Polyzos and Fang Wang
Zayed University and affiliation not provided to SSRN
Downloads 49 (726,120)

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market efficiency, Twitter, energy markets, LDA topic extraction

29.

Efficient Market Hypothesis on the Blockchain: a Social‐media‐based Index for Cryptocurrency Efficiency

The Financial Review, Forthcoming
Number of pages: 37 Posted: 30 Apr 2024
Efstathios Polyzos, Ghulame Rubbaniy and Mieszko Mazur
Zayed University, Zayed University - College of Business and ESSCA school of management
Downloads 47 (738,933)

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market efficiency, cryptocurrencies, social media, latent Dirichtlet allocation

30.

Economic Stimulus Through Bank Regulation: Government Responses to the COVID-19 Crisis

Journal of International Financial Markets, Institutions and Money 2021, Vol. 75, No. 101444, 2021
Number of pages: 52 Posted: 11 Oct 2021 Last Revised: 03 Nov 2021
Efstathios Polyzos, Aristeidis Samitas and Elias Kampouris
Zayed University, University of the Aegean and University of the Aegean
Downloads 47 (738,933)

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Coronavirus, bank regulation, crisis management, machine learning, agent-based finance

31.

Cyclicality of Capital Adequacy Ratios in Heterogeneous Environment: a Non-linear Panel Smooth Transition Regression Explanation

Number of pages: 41 Posted: 10 Dec 2020
Ghulame Rubbaniy, Ali Awais Khalid and Efstathios Polyzos
Zayed University - College of Business, University of Lahore (UOL) - Lahore Business School and Zayed University
Downloads 44 (759,201)
Citation 2

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Business cycle index, Panel smooth transition regression, Heterogeneity, Cyclicality, Capital adequacy ratios, Banks non-compliance

32.

Interdependence and Financial Contagion: A Meta-Analysis

Number of pages: 64 Posted: 26 Jul 2023
Abu Dhabi University, Abu Dhabi University, Zayed University and Zayed University
Downloads 43 (766,274)

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Financial contagion, interdependence, spillover effects, meta-analysis, bibliometric analysis

33.

Determining Terrorism Proxies for the Relationship with Tourism Demand: A Global View

Tourism Analysis: An Interdisciplinary Journal, 2021
Number of pages: 18 Posted: 21 Apr 2021
Efstathios Polyzos, Georgia Papadopoulou and Anestis Fotiadis
Zayed University, Al Ghurair University and Zayed University
Downloads 39 (795,162)

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tourism, terrorism, tourist arrivals, principal component analysis, Vector Autoregressive Model

34.

Examining the Asymmetric Impact of Macroeconomic Policy in the UAE: Evidence from Quartile Impulse Responses and Machine Learning

Number of pages: 35 Posted: 29 Jun 2022 Last Revised: 21 Nov 2022
Efstathios Polyzos
Zayed University
Downloads 38 (802,667)

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Fiscal Policy, Monetary Policy, Cross-Firm Asymmetries, Debt, United Arab Emirates

35.

NFT Brand Creation and Market Interest: Does User-Generated Content Matter?

Number of pages: 46 Posted: 10 Apr 2024
Elissar Toufaily, Efstathios Polyzos and Mieszko Mazur
Léonard de Vinci Pôle Universitaire, Zayed University and ESSCA school of management
Downloads 33 (842,450)

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Non-fungible Tokens, User-generated content, Twitter sentiment analysis, topic extraction, LDA

36.

Stock Market Responses to Monetary Policy Shocks Firm-Level Evidence from the U.S

Number of pages: 26 Posted: 19 Jan 2024
K. Peren Arin, Samuel Kaplan, Efstathios Polyzos and Nicola Spagnolo
Zayed University, Universidad Nacional de Córdoba, Zayed University and Brunel University London - Economics and Finance
Downloads 33 (842,450)

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Monetary policy, Firm-level data, Leverage

37.

The Asymmetric Impact of Twitter Sentiment and Emotions: Impulse Response Analysis on European Tourism Firms using Micro-Data

Tourism Management
Number of pages: 41 Posted: 17 Mar 2024
Efstathios Polyzos, Anestis Fotiadis and Tzung-Cheng T.C. Huan
Zayed University, Zayed University and National Chiayi University
Downloads 12 (1,045,936)

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tourism share returns, Twitter, micro-data, local projections, sentiment analysis