Canterbury, Kent CT2 7PE
United Kingdom
University of Kent, Kent Business School
COVID-19, financial markets, HAR model, smooth transition, business sectors
Herding behavior, spillover, liquidity, volatility, corporate bonds, equity market, US
Realized Volatility, Micro-structure Noise, Pre-Averaged Estimators, Semi-variances, Semicovariances, Volatility Forecasting, Economic Value, Volatility-Timing Strategy
Efficiency convergence, Community banks, Conditional β-convergence, Islamic banks, Classification trees
Bank business model, Community banks, Liquidity creation, Persistent efficiency, Residual efficiency, Stochastic Frontier Analysis
Athens Stock Exchange, Intraday return patterns, market microstructure, investor sentiment
