Mike Tsionas

Lancaster University

Lancaster LA1 4YX

United Kingdom

SCHOLARLY PAPERS

31

DOWNLOADS
Rank 26,877

SSRN RANKINGS

Top 26,877

in Total Papers Downloads

3,532

SSRN CITATIONS
Rank 26,180

SSRN RANKINGS

Top 26,180

in Total Papers Citations

40

CROSSREF CITATIONS

4

Scholarly Papers (31)

1.

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

Number of pages: 46 Posted: 22 Feb 2021
Centre of Planning and Economic Research, Athens University of Economics and Business and Lancaster University
Downloads 410 (132,852)

Abstract:

Loading...

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

2.

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 Finance, University of Bath, Lancaster University and Lancaster University Management School
Downloads 398 (136,936)
Citation 2

Abstract:

Loading...

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

3.
Downloads 169 (172,944)
Citation 2

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, University of Zurich - Department Finance and Lancaster University
Downloads 169 (321,296)

Abstract:

Loading...

Mergers and acquisitions, Management practices, Acquirer returns

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 279 (200,836)
Citation 13

Abstract:

Loading...

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

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 195 (282,501)
Citation 25

Abstract:

Loading...

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

6.

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 207 (268,313)
Citation 10

Abstract:

Loading...

Endogeneity, Panel data, Stochastic frontier, True fixed effects

7.

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 202 (274,331)

Abstract:

Loading...

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

Journal of Empirical Finance, Forthcoming
Number of pages: 51 Posted: 01 May 2019 Last Revised: 06 Dec 2022
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 81 (557,337)

Abstract:

Loading...

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

9.

A Panel Bounds Testing Procedure

Number of pages: 17 Posted: 06 Apr 2022 Last Revised: 03 Jan 2024
Centre of Planning and Economic Research, Athens University of Economics and Business and Lancaster University
Downloads 169 (321,467)
Citation 1

Abstract:

Loading...

Banks, Bounds Testing Procedure, Co-integration, Fixed Effects

10.

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 146 (363,419)
Citation 1

Abstract:

Loading...

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

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 Finance, University of Surrey - Surrey Business School and Lancaster University
Downloads 109 (454,238)
Citation 2

Abstract:

Loading...

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

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

Number of pages: 35 Posted: 27 Jul 2021 Last Revised: 27 Sep 2023
Birkbeck College, University of London, University of Zurich, Villanova University - School of Business and Lancaster University
Downloads 62 (648,593)

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 Finance and Lancaster University
Downloads 44 (761,566)

Abstract:

Loading...

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

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 101 (479,475)

Abstract:

Loading...

14.

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 101 (479,475)

Abstract:

Loading...

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

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 96 (495,795)

Abstract:

Loading...

16.

Predicting Bear and Bull Markets: An Application to Bitcoin

Number of pages: 24 Posted: 28 Apr 2023
Levent Kutlu and Mike Tsionas
University of Texas Rio Grande Valley and Lancaster University
Downloads 77 (567,363)

Abstract:

Loading...

Bitcoin, cryptocurrency, Stochastic frontier analysis, Bull and Bear Markets, Stock Market

17.

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 Leicester - School of Business
Downloads 75 (575,992)
Citation 1

Abstract:

Loading...

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

18.

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 74 (580,370)

Abstract:

Loading...

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

19.

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

Number of pages: 35 Posted: 20 Apr 2022 Last Revised: 27 Sep 2023
E. C. Mamatzakis, Steven Ongena and Mike Tsionas
Birkbeck College, University of London, University of Zurich and Lancaster University
Downloads 66 (617,146)

Abstract:

Loading...

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

20.

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

Number of pages: 33 Posted: 23 Feb 2022 Last Revised: 27 Sep 2023
E. C. Mamatzakis, Steven Ongena and Mike Tsionas
Birkbeck College, University of London, University of Zurich and Lancaster University
Downloads 64 (627,163)

Abstract:

Loading...

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

21.

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 64 (627,163)

Abstract:

Loading...

22.

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 63 (632,143)

Abstract:

Loading...

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

23.

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 55 (675,040)

Abstract:

Loading...

Banking, Sources of efficiency, Competition, Bayesian estimation

24.

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 51 (698,362)

Abstract:

Loading...

risk, strategic management, endogenous, profit function

25.

Determinants of SMEs’ Default on Covid and Non-Covid Loans: Evidence from the UK

Number of pages: 37 Posted: 15 Dec 2023
Nottingham University Business School, Nottingham University Business School, UCL Institute of Finance and Technology, Bank of England, University of Bristol Business School, University of Exeter Business School, Lloyds Banking Group, Lancaster University and University of Nottingham
Downloads 40 (771,431)

Abstract:

Loading...

Covid-19 Pandemic; Government-backed Loan Schemes; Information Asymmetry; Loan Default; SMEs; Top Management Team (TMT)

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 Piraeus - Department Maritime Studies
Downloads 32 (832,515)
Citation 1

Abstract:

Loading...

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

27.

Entry, Growth and Exit Patterns in Home Health Care Industry

Number of pages: 27 Posted: 20 Jan 2023
Lancaster University - Department of Economics, Jeonbuk National University, Texas Tech University - Department of Economics, Department of Economics - Lancaster University Management School and Lancaster University
Downloads 30 (849,051)

Abstract:

Loading...

Home health care, copula, thin markets, entry, growth and exit

28.

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 27 (874,755)

Abstract:

Loading...

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

29.

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 24 (902,044)

Abstract:

Loading...

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

30.

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 Piraeus - Department Maritime Studies, Lancaster University, American College of Greece (DEREE) and University of Piraeus - Department of Maritime Studies
Downloads 21 (930,501)

Abstract:

Loading...

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

31.

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