Vasileios Pappas

University of Kent, Kent Business School

Canterbury, Kent CT2 7PE

United Kingdom

  • University of Kent, Kent Business School

SCHOLARLY PAPERS

5

DOWNLOADS

220

SSRN CITATIONS

0

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Scholarly Papers (5)

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1.

The impact of COVID-19 on G7 stock markets volatility: Evidence from a ST-HAR model

Number of pages: 15 Posted: 26 May 2020 Last Revised: 09 Jun 2020
Marwan Izzeldin, Yaz Gulnur Muradoglu, Vasileios Pappas and Sheeja Sivaprasad
Lancaster University Management School, Queen Mary University of London, University of Kent, Kent Business School and University of Westminster
Downloads 65 (369,514)

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COVID-19, financial markets, HAR model, smooth transition, business sectors

2.

Herding Behavior in Corporate Bond and Equity Markets: A Comparative Approach

Number of pages: 54 Posted: 04 May 2020
Sherrihan Radi, Vasileios Pappas and Antonis Alexandridis
University of Kent, Kent Business School, University of Kent, Kent Business School and University of Kent
Downloads 48 (425,809)

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Herding behavior, spillover, liquidity, volatility, corporate bonds, equity market, US

3.

A Generalized Heterogeneous Autoregressive Model using the Market Index

Number of pages: 47 Posted: 18 Dec 2019
Rodrigo Hizmeri, Marwan Izzeldin, Ingmar Nolte and Vasileios Pappas
Lancaster University, Lancaster University Management School, Lancaster University - Department of Accounting and Finance and University of Kent, Kent Business School
Downloads 46 (437,195)

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Realized Volatility, Micro-structure Noise, Pre-Averaged Estimators, Semi-variances, Semicovariances, Volatility Forecasting, Economic Value, Volatility-Timing Strategy

4.

Efficiency Convergence in Islamic and Conventional Banks

Swiss Finance Institute Research Paper No. 19-71
Number of pages: 45 Posted: 16 Sep 2019 Last Revised: 26 Feb 2020
Marwan Izzeldin, Jill Johnes, Steven Ongena, Vasileios Pappas and Mike Tsionas
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 39 (461,820)

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

5.

The Efficiency of US Community Banks

Number of pages: 60 Posted: 01 Apr 2020
Athina Petropoulou, Vasileios Pappas, Steven Ongena, Dimitrios Gounopoulos and Richard J. Fairchild
University of Bath, University of Kent, Kent Business School, University of Zurich - Department of Banking and Finance, University of Bath and University of Bath - School of Management
Downloads 22 (549,902)

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Bank business model, Community banks, Liquidity creation, Persistent efficiency, Residual efficiency, Stochastic Frontier Analysis