Vasileios Pappas

University of Kent, Kent Business School

Canterbury, Kent CT2 7PE

United Kingdom

  • University of Kent, Kent Business School

SCHOLARLY PAPERS

9

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1,001

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (9)

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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, Yaz Gulnur Muradoglu, Vasileios Pappas and Sheeja Sivaprasad
Lancaster University Management School, City University London - Sir John Cass Business SchoolQueen Mary University of London, University of Kent, Kent Business School and University of Westminster
Downloads 313 (135,434)

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

2.

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 Kent, Kent Business School, University of Kent and University of Kent, Kent Business School
Downloads 157 (258,009)

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

3.

A Generalized Heterogeneous Autoregressive Model using Market Information

Quantitative Finance (forthocoming)
Number of pages: 55 Posted: 18 Dec 2019 Last Revised: 10 May 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 Kent, Kent Business School
Downloads 157 (258,009)

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

4.

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 Kent, Kent Business School
Downloads 94 (373,606)
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Athens Stock Exchange, Intraday return patterns, market microstructure, investor sentiment

5.

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

Number of pages: 30 Posted: 16 Jun 2022
Marwan Izzeldin, Yaz Gulnur Muradoglu, Yaz Gulnur Muradoglu, Vasileios Pappas, Athina Petropoulou and Sheeja Sivaprasad
Lancaster University Management School, City University London - Sir John Cass Business SchoolQueen Mary University of London, University of Kent, Kent Business School, SOAS University of London and University of Westminster
Downloads 86 (402,962)

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

6.

The Efficiency of FDIC-Identified Community Banks

Number of pages: 92 Posted: 01 Apr 2020 Last Revised: 02 May 2022
Athina Petropoulou, Vasileios Pappas, Steven Ongena, Dimitrios Gounopoulos and Richard J. Fairchild
SOAS University of London, 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 62 (471,515)

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

7.

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 of Banking and Finance, University of Kent, Kent Business School and Lancaster University
Downloads 58 (486,875)

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

8.

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 and University of Kent, Kent Business School
Downloads 37 (583,096)

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

9.

Quality comes cheap: Evidence from auditing in Islamic banks

Number of pages: 37 Posted: 14 May 2021 Last Revised: 11 Apr 2022
Vasileios Pappas and Pietro Perotti
University of Kent, Kent Business School and University of Bath - School of Management
Downloads 37 (583,096)

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Islamic banking, audit fees, audit quality