Mike Tsionas

Lancaster University

Lancaster LA1 4YX

United Kingdom

SCHOLARLY PAPERS

30

DOWNLOADS
Rank 32,538

SSRN RANKINGS

Top 32,538

in Total Papers Downloads

2,199

SSRN CITATIONS
Rank 35,585

SSRN RANKINGS

Top 35,585

in Total Papers Citations

19

CROSSREF CITATIONS

3

Scholarly Papers (30)

1.

Efficiency Convergence in Islamic and Conventional Banks

Number of pages: 43 Posted: 02 May 2017 Last Revised: 23 Sep 2018
University of Huddersfield, University of Zurich - Department of Banking and Finance, University of Bath, Lancaster University and Lancaster University Management School
Downloads 369 (115,880)
Citation 2

Abstract:

Loading...

Efficiency Convergence, Random Parameter Estimation, Conditional β-Convergence, Islamic Banks, Classification Trees

Management as the sine qua non for M&A Success

Number of pages: 99 Posted: 13 Sep 2017 Last Revised: 06 Dec 2020
Audencia Business School, University of Surrey - Surrey Business School, University of Glasgow - Adam Smith Business School, University of Zurich - Department of Banking and Finance and Lancaster University
Downloads 149 (276,224)

Abstract:

Loading...

Mergers and acquisitions, Management practices, Acquirer returns

3.

Extensions of the Pesaran, Shin and Smith (2001) Bounds Testing Procedure

Number of pages: 46 Posted: 22 Feb 2021
Athens University of Economics and Business, Athens University of Economics and Business and Lancaster University
Downloads 209 (207,105)

Abstract:

Loading...

Asymmetric Co-integrating Relationships, Bounds Testing Procedure, Quantile Non-linear ARDL (QNARDL), S&P Global Index, Unrestricted Error-correction Models

4.

Does Efficiency Help Banks Survive and Thrive during Financial Crises?

Journal of Banking and Finance, 2019, Vol. 106, 445-460.
Number of pages: 55 Posted: 18 May 2017 Last Revised: 29 Sep 2019
University of Massachusetts Amherst, University of South Carolina - Darla Moore School of Business, Federal Reserve Bank of Philadelphia and Lancaster University
Downloads 203 (211,753)
Citation 4

Abstract:

Loading...

Banking, Efficiency, Financial Crises, Performance, Survival, Risk, Profitability

5.

Measuring Managerial Ability: Getting Close to the Holy Grail

Number of pages: 23 Posted: 08 Feb 2017
Manthos D. Delis and Mike Tsionas
Audencia Business School and Lancaster University
Downloads 180 (235,392)

Abstract:

Loading...

Non-Performing Loans in the Euro Area: Are Core-Periphery Banking Markets Fragmented?

Number of pages: 49 Posted: 17 Nov 2016 Last Revised: 13 Jan 2017
Dimitrios Anastasiou, Helen Louri and Mike Tsionas
Alpha Bank, Athens University of Economics and Business - Department of Economics and Lancaster University
Downloads 159 (263,249)
Citation 18

Abstract:

Loading...

Non-Performing Loans, Macroeconomic Determinants, Bank-Specific Determinants, Financial Fragmentation, FMOLS Estimation, Panel Cointegrated VAR

7.

A Time-Varying True Individual Effects Model with Endogenous Regressors

Number of pages: 45 Posted: 26 Jan 2016 Last Revised: 26 Feb 2019
Levent Kutlu, Kien Tran and Mike Tsionas
University of Texas Rio Grande Valley, University of Lethbridge and Lancaster University
Downloads 155 (266,772)
Citation 7

Abstract:

Loading...

Endogeneity, Panel data, Stochastic frontier, True fixed effects

8.

A Simple Model Correction for Modelling and Forecasting (Un)Reliable Realized Volatility

Number of pages: 49 Posted: 01 Aug 2020 Last Revised: 08 Jul 2021
Rodrigo Hizmeri, Marwan Izzeldin and Mike Tsionas
University of Liverpool - Management School (ULMS), Lancaster University Management School and Lancaster University
Downloads 102 (363,152)
Citation 1

Abstract:

Loading...

Realized Volatility, Forecasting, Measurement Error, HAR, GARCH, HARQ, DBC-HAR

The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility

Number of pages: 44 Posted: 01 May 2019 Last Revised: 08 Jul 2021
University of Liverpool - Management School (ULMS), University of Liverpool - Management School (ULMS), Lancaster University Management School, Federal Reserve Banks - Federal Reserve Bank of Dallas and Lancaster University
Downloads 50 (542,094)

Abstract:

Loading...

Volatility Forecasting, Jump Measures, Business Sampling, Calendar Sampling, Market Microstructure Noise, Model Averaging

10.

Good Management in Banking

Number of pages: 42 Posted: 21 Feb 2018
Manthos D. Delis, Maria Iosifidi and Mike Tsionas
Audencia Business School, University of Surrey - Surrey Business School and Lancaster University
Downloads 76 (434,083)

Abstract:

Loading...

Banking, Management Practices, Cost Function, Bayesian Methods, Monte Carlo Simulation

11.

Efficiency Convergence in Islamic and Conventional Banks

Swiss Finance Institute Research Paper No. 19-71
Number of pages: 48 Posted: 16 Sep 2019 Last Revised: 05 Oct 2020
Lancaster University Management School, University of Huddersfield, University of Zurich - Department of Banking and Finance, University of Kent, Kent Business School and Lancaster University
Downloads 61 (486,720)

Abstract:

Loading...

Efficiency convergence, Community banks, Conditional β-convergence, Islamic banks, Classification trees

12.

Bayesian Estimation of Large Dimensional Time Varying VARs Using Copulas

Number of pages: 32 Posted: 17 Jan 2020
Mike Tsionas, Marwan Izzeldin and Lorenzo Trapani
Lancaster University, Lancaster University Management School and University of Nottingham - School of Economics
Downloads 58 (498,445)
Citation 1

Abstract:

Loading...

Vector AutoRegressive Moving Average models, Time-Varying parameters, Copulas

13.

Two-Stage Estimation of Unobserved Effects Panel Stochastic Frontier Models with Endogenous Regressors

Number of pages: 11 Posted: 14 Mar 2019
Levent Kutlu, Kien Tran and Mike Tsionas
University of Texas Rio Grande Valley, University of Lethbridge and Lancaster University
Downloads 49 (537,072)

Abstract:

Loading...

A Bayesian Policy Learning Model of COVID-19 Interventions and Its Impact on Household Debt Repayments.

Number of pages: 32 Posted: 27 Jul 2021 Last Revised: 19 Apr 2022
Birkbeck College, University of London, University of Zurich, Villanova University - School of Business and Lancaster University
Downloads 28 (671,327)

Abstract:

Loading...

Bayesian learning, COVID-19, UK household debt repayment, interventions

A Bayesian Policy Learning Model of COVID-19 Interventions and its Impact on Household Debt Repayments

Number of pages: 39 Posted: 09 May 2022
Villanova University - School of Business, Birkbeck College, University of London, University of Zurich - Department of Banking and Finance and Lancaster University
Downloads 18 (754,966)

Abstract:

Loading...

COVID-19, non-pharmaceutical interventions, Bayesian learning, household debt repayments

15.

RCAR and CHARMA Models Versus Stochastic Volatility Models: A Forecasting Analysis Using Macrofinancial Data

Number of pages: 35 Posted: 28 Jul 2018
Stefanos Dimitrakopoulos and Mike Tsionas
University of Leeds - Faculty of Business and Lancaster University
Downloads 41 (576,295)

Abstract:

Loading...

16.

Ordinal-Response GARCH Models for Transaction Data: A Forecasting Exercise

Number of pages: 27 Posted: 28 Jul 2018
Stefanos Dimitrakopoulos and Mike Tsionas
University of Leeds - Faculty of Business and Lancaster University
Downloads 41 (576,295)

Abstract:

Loading...

17.

The Response of Household Debt to COVID-19 Using a Neural Networks VAR in OECD

Number of pages: 31 Posted: 20 Apr 2022
E. C. Mamatzakis, Steven Ongena and Mike Tsionas
Birkbeck College, University of London, University of Zurich and Lancaster University
Downloads 39 (586,747)

Abstract:

Loading...

COVID-19, household debt, ANN, panel VAR, MIDAS, OECD

18.

Microfoundations for Performance, Competition and Econometric Implications

Number of pages: 48 Posted: 21 Nov 2017 Last Revised: 22 Nov 2017
Levent Kutlu, Emmanuel Mamatzakis and Mike Tsionas
University of Texas Rio Grande Valley, Independent and Lancaster University
Downloads 33 (621,031)

Abstract:

Loading...

Banking, Sources of efficiency, Competition, Bayesian estimation

19.

Firms’ Risk Endogenous to Strategic Management Choices

Bank of Finland Research Discussion Paper No. 16/2015
Number of pages: 45 Posted: 21 Oct 2015
Manthos D. Delis, Iftekhar Hasan and Mike Tsionas
Audencia Business School, Fordham University and Lancaster University
Downloads 33 (621,031)

Abstract:

Loading...

risk, strategic management, endogenous, profit function

20.

And Pythia said: ``Buy not sell''; An analysis of analysts' recommendations betting on sparsity

Number of pages: 38 Posted: 06 Apr 2022
Veni Arakelian and Mike Tsionas
Piraeus Bank and Lancaster University
Downloads 32 (627,066)

Abstract:

Loading...

Bayesian, Herding, Horseshoe prior, One-sided stable distributions, Shrinkage methods

21.

A Panel Bounds Testing Procedure

Number of pages: 49 Posted: 06 Apr 2022
Athens University of Economics and Business, Athens University of Economics and Business and Lancaster University
Downloads 31 (633,530)

Abstract:

Loading...

Bounds Testing Procedure, Conditional Quantile Regressions, Fixed Effects, Panel Co-integration

22.

Why Do Households Repay Their Debt during COVID-19 Crisis? A Panel Var Using Neural Networks

Number of pages: 30 Posted: 23 Feb 2022 Last Revised: 11 Apr 2022
E. C. Mamatzakis, Steven Ongena and Mike Tsionas
Birkbeck College, University of London, University of Zurich and Lancaster University
Downloads 29 (646,528)

Abstract:

Loading...

COVID-19, household debt, ANN, panel VAR, MIDAS

23.

Endogenous Dynamic Efficiency in the Intertemporal Optimization Models of Firm Behavior

Number of pages: 24 Posted: 11 Jan 2020
Mike Tsionas, Emir Malikov and Subal C. Kumbhakar
Lancaster University, University of Nevada, Las Vegas and State University of New York (SUNY) at Binghamton - Department of Economics
Downloads 15 (756,661)

Abstract:

Loading...

dynamic efficiency, endogenous efficiency, intertemporal optimization, Bayesian analysis, Markov Chain Monte Carlo, sequential Monte Carlo

24.

A Novel Mimic-Style Model of European Bank Technical Efficiency and Productivity Growth

FRB of Dallas Working Paper No. 2012
Number of pages: 36 Posted: 23 May 2020
Lancaster University Management School, Birkbeck College, University of London, Federal Reserve Banks - Federal Reserve Bank of Dallas and Lancaster University
Downloads 11 (794,892)

Abstract:

Loading...

Multiple Indicators-Multiple Causes (MIMIC), technical efficiency, productivity growth, EU banks

25.

On the Performance of the United States Nuclear Power Sector: A Bayesian Approach

Number of pages: 32 Posted: 17 May 2022
University of Miami, University of Miami and Lancaster University
Downloads 7 (836,429)

Abstract:

Loading...

Nuclear energy, Returns to Scale, Exponential Tilting, Asymmetric Laplace, Empirical Likelihood

26.

Exploring Vessel-Price Dynamics: The Case of the Dry Bulk Market

Maritime Policy & Management, 46(3), 303-329 (2019)
Number of pages: 45 Posted: 23 Jun 2021 Last Revised: 04 Oct 2021
Lancaster University, American College of Greece (DEREE), University of Piraeus - Department of Maritime Studies and University of the Aegean - Department of Business Administration
Downloads 7 (836,429)

Abstract:

Loading...

Price Heterogeneity, Bayesian Methods, Quantile Regression, Second Hand Vessel Price, Maritime Shipping

27.

Foreign Direct Investment Determinants in OECD and Developing Countries

Review of Development Economics, Vol. 21, Issue 3, pp. 527-542, 2017
Number of pages: 16 Posted: 07 Jul 2017
Independent, University of Cyprus, University of Piraeus - Department of Business Administration and Lancaster University
Downloads 7 (836,429)
Citation 5

Abstract:

Loading...

28.

The Dynamics of Fleet Size and Shipping Profitability: The Role of Steel-Scrap Prices

Maritime Policy & Management 47(8), 985-1009 (2020)
Number of pages: 45 Posted: 23 Jun 2021 Last Revised: 04 Oct 2021
University of the Aegean - Department of Business Administration, Lancaster University, American College of Greece (DEREE) and University of Piraeus - Department of Maritime Studies
Downloads 6 (847,379)

Abstract:

Loading...

Containers, Dry Bulk, Tankers, Ship Recycling, Vector Autoregressive Models

29.

Financial Development and Economic Growth Nexus: A More Revisionist Approach

Economic Notes, Vol. 48, Issue 2, pp. n/a-n/a, 2019
Number of pages: 3 Posted: 14 May 2020
Mike Tsionas
Lancaster University
Downloads 1 (911,097)

Abstract:

Loading...

30.

Determinants of Non-Performing Loans: Evidence from Euro-Area Countries

Finance Research Letters, Forthcoming
Posted: 19 Aug 2016
Dimitrios Anastasiou, Helen Louri and Mike Tsionas
Alpha Bank, Athens University of Economics and Business - Department of Economics and Lancaster University

Abstract:

Loading...

Non-performing loans, Macroeconomic determinants, Bank-specific determinants, GMM estimation