Mike Tsionas

Lancaster University

Lancaster LA1 4YX

United Kingdom

SCHOLARLY PAPERS

22

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1,280

SSRN CITATIONS
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SSRN RANKINGS

Top 38,565

in Total Papers Citations

14

CROSSREF CITATIONS

4

Scholarly Papers (22)

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 335 (100,505)
Citation 1

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

2.

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 177 (189,509)
Citation 2

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

3.

Measuring Managerial Ability: Getting Close to the Holy Grail

Number of pages: 23 Posted: 08 Feb 2017
Manthos D. Delis and Mike Tsionas
Montpellier Business School and Lancaster University
Downloads 158 (208,889)

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4.

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 141 (229,234)
Citation 7

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Endogeneity, Panel data, Stochastic frontier, True fixed effects

5.

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 129 (245,907)
Citation 9

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

6.

Good Management in Banking

Number of pages: 42 Posted: 21 Feb 2018
Manthos D. Delis, Maria Iosifidi and Mike Tsionas
Montpellier Business School, University of Surrey - Surrey Business School and Lancaster University
Downloads 65 (380,235)

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

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

Number of pages: 47 Posted: 01 May 2019
Lancaster University, Lancaster University Management School, Federal Reserve Banks - Federal Reserve Bank of Dallas and Lancaster University
Downloads 32 (520,846)

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realized volatility, signed jumps, finite jumps, infinite jumps, volatility forecasts, noise-robust volatility, model averaging

8.

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 42 (462,336)

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

9.

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 affiliation not provided to SSRN
Downloads 35 (493,396)

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

10.

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 - Leeds University Business School (LUBS) and Lancaster University
Downloads 34 (498,182)

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11.

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
Montpellier Business School, Fordham University and Lancaster University
Downloads 27 (535,056)

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risk, strategic management, endogenous, profit function

12.

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

Number of pages: 37 Posted: 01 Aug 2020
Rodrigo Hizmeri, Marwan Izzeldin and Mike Tsionas
Lancaster University, Lancaster University Management School and Lancaster University
Downloads 25 (547,016)

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

13.

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 25 (547,016)

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Banking, Sources of efficiency, Competition, Bayesian estimation

14.

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 24 (553,231)

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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 - Leeds University Business School (LUBS) and Lancaster University
Downloads 19 (585,444)

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16.

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 7 (668,885)

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

17.

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, University of Sussex - School of Business, Management and Economics, Federal Reserve Banks - Federal Reserve Bank of Dallas and Lancaster University
Downloads 5 (683,746)

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

18.

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
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19.

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 0 (739,831)
Citation 5
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20.

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

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

21.

A Spatial Stochastic Frontier Model with Spillovers: Evidence for Italian Regions

Scottish Journal of Political Economy, Vol. 63, Issue 3, pp. 243-257, 2016
Number of pages: 15 Posted: 03 Jun 2016
Mike Tsionas and Panayotis Michaelides
Lancaster University and National Technical University of Athens (NTUA)
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Citation 1
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22.

Banks’ Risk Endogenous to Strategic Management Choices

British Journal of Management, Vol. 26, Issue 4, pp. 637-656, 2015
Number of pages: 20 Posted: 19 Oct 2015
Manthos D. Delis, Iftekhar Hasan and Mike Tsionas
Montpellier Business School, Fordham University and Lancaster University
Downloads 0 (739,831)
Citation 1
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