Vasileios Pappas

University of Kent, Kent Business School

Canterbury, Kent CT2 7PE

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

220

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

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
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
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
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
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