Vasileios Pappas

University of Surrey - Surrey Business School

Guildford, Surrey GU2 8DN

United Kingdom

http://https://www.surrey.ac.uk/people/vasileios-pappas

  • University of Surrey - Surrey Business School

SCHOLARLY PAPERS

12

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TOTAL CITATIONS
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Top 28,702

in Total Papers Citations

43

Scholarly Papers (12)

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1.

The Impact of the Russian-Ukrainian War on Global Financial Markets

Number of pages: 36 Posted: 16 Jun 2022 Last Revised: 07 Oct 2022
Marwan Izzeldin, Yaz Gulnur Muradoglu, Vasileios Pappas, Athina Petropoulou and Sheeja Sivaprasad
Lancaster University Management School, University of Illinois Springfield, University of Surrey - Surrey Business School, University of Sussex Business School and University of Westminster
Downloads 950 (51,328)
Citation 35

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Ukraine war, financial markets, HAR, Markov switching, commodities

2.

Efficiency Convergence in Islamic and Conventional Banks

Number of pages: 43 Posted: 02 May 2017 Last Revised: 23 Sep 2018
Jill Johnes, Steven Ongena, Vasileios Pappas, Mike Tsionas and Marwan Izzeldin
University of Huddersfield, University of Zurich - Department Finance, University of Surrey - Surrey Business School, Lancaster University and Lancaster University Management School
Downloads 405 (151,036)
Citation 2

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

3.

Intraday Stock Returns Patterns Revisited. A Day of the Week and Market Trend Approach

Number of pages: 32 Posted: 19 Nov 2019 Last Revised: 29 Oct 2020
Constantina Kottaridi, Emmanouil Skarmeas and Vasileios Pappas
University of Piraeus, University of Piraeus and University of Surrey - Surrey Business School
Downloads 403 (151,851)
Citation 1

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Athens Stock Exchange, Intraday return patterns, market microstructure, investor sentiment

4.

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, University of Illinois Springfield, University of Surrey - Surrey Business School and University of Westminster
Downloads 391 (157,009)

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

5.

A Generalized Heterogeneous Autoregressive Model using Market Information

Quantitative Finance (Forthcoming)
Number of pages: 55 Posted: 18 Dec 2019 Last Revised: 06 Dec 2022
Rodrigo Hizmeri, Marwan Izzeldin, Ingmar Nolte and Vasileios Pappas
University of Liverpool - Management School (ULMS), Lancaster University Management School, Lancaster University - Department of Accounting and Finance and University of Surrey - Surrey Business School
Downloads 290 (217,876)
Citation 1

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Realized Volatility, Microstructure Noise, Pre-Averaged Estimators, Semi-variances, Semicovariances, Volatility Forecasting.

6.

Asymmetric and cross-asset herding: Evidence from bond and equity markets

Number of pages: 29 Posted: 04 May 2020 Last Revised: 05 May 2021
Sherrihan Radi, Antonis Alexandridis and Vasileios Pappas
University of Warwick - Warwick Manufacturing Group, University of Kent and University of Surrey - Surrey Business School
Downloads 246 (256,522)

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Cross-sectional dispersion; cross-herding; liquidity; volatility; corporate bonds

7.

The Performance of FDIC-Identified Community Banks

Swiss Finance Institute Research Paper No. 24-61
Number of pages: 42 Posted: 01 Apr 2020 Last Revised: 23 Jan 2025
Athina Petropoulou, Vasileios Pappas, Steven Ongena, Dimitrios Gounopoulos and Richard J. Fairchild
University of Sussex Business School, University of Surrey - Surrey Business School, University of Zurich - Department Finance, University of Bath - School of Management and University of Bath - School of Management
Downloads 207 (303,985)

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Community banks, Federal Deposit Insurance Corporation (FDIC), Bank performance

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
Marwan Izzeldin, Jill Johnes, Steven Ongena, Vasileios Pappas and Mike Tsionas
Lancaster University Management School, University of Huddersfield, University of Zurich - Department Finance, University of Surrey - Surrey Business School and Lancaster University
Downloads 115 (495,293)
Citation 3

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

9.

Quality comes cheap: Evidence from auditing in Islamic banks

Number of pages: 37 Posted: 14 May 2021 Last Revised: 27 Jul 2022
Vasileios Pappas and Pietro Perotti
University of Surrey - Surrey Business School and University of Bath - School of Management
Downloads 96 (562,703)

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Islamic banking, audit fees, audit quality

10.

A High-Frequency Analysis of Price Resolution and Pricing Barriers in Equities on the Adoption of a New Currency

Applied Economics, Vol. 50, No. 36, 2018
Number of pages: 37 Posted: 02 Jul 2018
Christos Alexakis, Mark Cummins, Michael M. Dowling and Vasileios Pappas
ESC Rennes School of Business, University of Strathclyde, Dublin City University Business School and University of Surrey - Surrey Business School
Downloads 68 (684,636)

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clustering, psychological barriers, euro introduction, transaction data

11.

Asymmetric and Cross-Asset Herding: Evidence from Bond and Equity Markets

Number of pages: 29 Posted: 05 Mar 2022
Sherrihan Radi, Antonios Alexandridis and Vasileios Pappas
University of Warwick, University of Macedonia - Accounting and Finance and University of Surrey - Surrey Business School
Downloads 67 (689,808)
Citation 1

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Cross-sectional dispersion, cross-herding, Liquidity, volatility, corporate bonds

12.

Market Abuse During Different Closing Price Estimation Methods: Evidence and Policy Implications

Number of pages: 28 Posted: 15 Nov 2019 Last Revised: 20 Jun 2024
Christos Alexakis, Vasileios Pappas and Emmanouil Skarmeas
ESC Rennes School of Business, University of Surrey - Surrey Business School and University of Piraeus
Downloads 16 (1,119,265)

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closing call auction; closing price manipulation; trade by trade level data; volatility