Canterbury, Kent CT2 7PE
United Kingdom
University of Kent, Kent Business School
COVID-19, financial markets, HAR model, smooth transition, business sectors
Cross-sectional dispersion; cross-herding; liquidity; volatility; corporate bonds
Realized Volatility, Microstructure Noise, Pre-Averaged Estimators, Semi-variances, Semicovariances, Volatility Forecasting.
Athens Stock Exchange, Intraday return patterns, market microstructure, investor sentiment
Ukraine War, financial markets, HAR, Markov switching, commodities
Bank business model, Community banks, Liquidity creation, Persistent efficiency, Residual efficiency, Stochastic Frontier Analysis
Efficiency convergence, Community banks, Conditional β-convergence, Islamic banks, Classification trees
Cross-sectional dispersion, cross-herding, Liquidity, volatility, corporate bonds
Islamic banking, audit fees, audit quality