Our Publications

2024

Sobolev, D., Kallinterakis, V., Risk is in the eye of the investor: Cryptocurrency investors’ engagement with risk, regulatory advice, and regulatory institutions. Journal of Behavioral and Experimental Finance (2024)

Lei, Z., Petmezas, D., Rau, P. R., & Yang, C. Born to Behave: Home CEOs and Financial Misconduct. Review of Accounting Studies (2024)

Al-Sadoon, M. The Spectral Approach to Linear Rational Expectations Models (online) (2024)

Gavriilidis, K., Kallinterakis, V., & Montone, M. Political uncertainty and institutional herding. Journal of Corporate Finance (2024)

Radi, S., Gebka, B., Kallinterakis, V. The Wisdom of the Madness of Crowds: Investor Herding, Anti-herding, and Stock- Bond Return Correlation.  Journal of Economic Behavior and Organization (2024)

Ye, T., Zhao, S., Lau, C. K. M., Chau, F., (2024). Social media sentiment of hydrogen fuel cell vehicles in China: Evidence from artificial intelligence algorithms. Energy Economics (2024)

Cui, Yueting; Gavriilidis, Konstantinos; Gebka, Bartosz; Kallinterakis, Vasileios. Numerological Superstitions and Market-Wide Herding: Evidence from China . International Review of Financial Analysis (2024)

2023

Bogoev, D.; Karam, A.; et al. Non-Standard Errors. Journal of Finance (2023)

Brahma, S.; Gavriilidis, K.; Kallinterakis, V.; Verousis, T.; Zhang, M. LGBTQ and finance. International Review of Financial Analysis (2023)

Kallinterakis, V.; Karaa, R. From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading. International Review of Financial Analysis (2023)

Baltagi, Badi H.; Jimenez-Martın, Sergi; Labeaga, Jose M.; Al-Sadoon, Majid. Consistent estimation of panel data sample selection models. Econometrics and Statistics (2023)

Nikolopoulos, Kostas; Syntetos, Aris. Management, Mathematics, and Management-Mathematics:  strengthening the link in a turbulent post-pandemic world. IMA Journal of Management Mathematics (2023)

Nikolopoulos, Kostas; Vasilakis, Chrysovalantis. Forecasting the Effective Reproduction Number during a Pandemic: COVID-19 Rt forecasts, Governmental Decisions, and Economic Implications. IMA Journal of Management Mathematics (2023)

Cakmaklı, Cem; Demiralp, Selva; Kalemli Ozcan, Sebnem; Yesiltas, Sevcan; Yıldırımk, Muhammed A. COVID-19 and emerging markets: A SIR model, demand shocks and capital flows. Journal of International Economics (2023)

Jatmiko, Wahyu; Ebrahim, Muhammed-Shahid; Smaoui, Houcem. Sukūk Development and Income Inequality. Journal of International Financial Markets, Institutions and Money (2023)

Chowdhury, Md Shahedur R.; Damianov, Damian S. Uncertainty and Bubbles in Cryptocurrencies: Evidence from Newly Developed Uncertainty Indices. International Review of Financial Analysis (2023)

Bali, Turan G.; Del Viva, Luca; Hefnawy, Menatalla El; Trigeorgis, Lenos. Value Uncertainty. Management Science (2023)

Kontosakos, Vasileios E.; Hwang, Soosung; Kallinterakis, Vasileios; Pantelous, Athanasios A. Long-term dynamic asset allocation under asymmetric risk preferences. European Journal of Operational Research (2023)

Yin, Chao; Sun, Wenyi; Zeng, Yeqin. Precautionary motive or private benefit motive for holding cash: Evidence from CEO ownership. International Review of Financial Analysis (2023)

Guo, Haifeng; Hung, Chi‐Hsiou D.; Kontonikas, Alexandros; Zeng, Yeqin. Flight to Lottery Ahead of FOMC Announcements: Institutional Investors or Retail Investors? British Journal of Management (2023)

Jahanshahloo, Hossein; Irresberger, Felix; Urquhart, Andrew. Bitcoin Under the Microscope. The British Accounting Review (2023)

Irresberger, Felix; Yang, Ruomei. Coin concentration of Proof-of-Stake blockchains. Economics Letters (2023)

Elsayed, Ahmed H.; Ahmed, Habib; Husam Helmi, Mohamad. Determinants of financial stability and risk transmission in dual financial system: Evidence from the COVID pandemic. Journal of International Financial Markets, Institutions and Money (2023)

Harris, Terry. Competition Culture and Corporate Finance: A Measure of Firms’ Competition Culture Based on a Textual Analysis of 10-K Filings (2023)

Sanguri, Kamal; Patra, Sabyasachi; Nikolopoulos, Konstantinos; Punia, Sushil. Intermittent demand, inventory obsolescence, and temporal aggregation forecasts. International Journal of Production Research (2023)

Kuang, Jiaqi; Ji, Xudong; Cheng, Peng; Kallinterakis, Vasileios Bill. Media News and Social Media Information in the Chinese Peer-to-Peer Lending Market. Systems (2023)

Anagnostopoulou, Seraina C.; Trigeorgis, Lenos; Tsekrekos, Andrianos E. Enhancement in a firm's information environment via options trading and the efficiency of corporate investment. Journal of Banking and Finance (2023)

Grossmann, Igor; Rotella, Amanda; Hutcherson, Cendri A.; Sharpinskyi, Konstantyn; Varnum, Michael E.W.; Achter, Sebastian; Dhami, Mandeep K.; Guo, Xinqi Evie; Kara-Yakoubian, Mane; Mandel, David R.; Raes, Louis; Tay, Louis; Vie, Aymeric; Wagner, Lisa; Adamkovic, Matus; Arami, Arash; Arriaga, Patrícia; Bandara, Kasun; Baník, Gabriel; Bartoš, František; Baskin, Ernest; Bergmeir, Christoph; Białek, Michał; Børsting, Caroline K.; Browne, Dillon T.; Caruso, Eugene M.; Chen, Rong; Chie, Bin-Tzong; Chopik, William J.; Collins, Robert N.; Cong, Chin W.; Conway, Lucian G.; Davis, Matthew; Day, Martin V.; Dhaliwal, Nathan A.; Durham, Justin D.; Dziekan, Martyna; Elbaek, Christian T.; Shuman, Eric; Fabrykant, Marharyta; Firat, Mustafa; Fong, Geoffrey T.; Frimer, Jeremy A.; Gallegos, Jonathan M.; Goldberg, Simon B.; Gollwitzer, Anton; Goyal, Julia; Graf-Vlachy, Lorenz; Gronlund, Scott D.; Hafenbrädl, Sebastian; Hartanto, Andree; Hirshberg, Matthew J.; Hornsey, Matthew J.; Howe, Piers D.L.; Izadi, Anoosha; Jaeger, Bastian; Kačmár, Pavol; Kim, Yeun Joon; Krenzler, Ruslan; Lannin, Daniel G.; Lin, Hung-Wen; Lou, Nigel Mantou; Lua, Verity Y.Q.; Lukaszewski, Aaron W.; Ly, Albert L.; Madan, Christopher R.; Maier, Maximilian; Majeed, Nadyanna M.; March, David S.; Marsh, Abigail A.; Misiak, Michal; Myrseth, Kristian Ove R.; Napan, Jaime M.; Nicholas, Jonathan; Nikolopoulos, Konstantinos; O, Jiaqing; Otterbring, Tobias; Paruzel-Czachura, Mariola; Pauer, Shiva; Protzko, John; Raffaelli, Quentin; Ropovik, Ivan; Ross, Robert M.; Roth, Yefim; Røysamb, Espen; Schnabel, Landon; Schütz, Astrid; Seifert, Matthias; Sevincer, A. Timur; Sherman, Garrick T.; Simonsson, Otto; Sung, Ming-Chien; Tai, Chung-Ching; Talhelm, Thomas; Teachman, Bethany A.; Tetlock, Philip E.; Thomakos, Dimitrios; Tse, Dwight C.K.; Twardus, Oliver J.; Tybur, Joshua M.; Ungar, Lyle; Vandermeulen, Daan; Williams, Leighton Vaughan; Vosgerichian, Hrag A.; Wang, Qi; Wang, Ke; Whiting, Mark E.; Wollbrant, Conny E.; Yang, Tao; Yogeeswaran, Kumar; Yoon, Sangsuk; Alves, Ventura r; Andrews-Hanna, Jessica R.; Bloom, Paul A.; Boyles, Anthony; Charis, Loo; Choi, Mingyeong; Darling-Hammond, Sean; Ferguson, Zoe E.; Kaiser, Cheryl R.; Karg, Simon T.; Ortega, Alberto López; Mahoney, Lori; Marsh, Melvin S.; Martinie, Marcellin F.R.C.; Michaels, Eli K.; Millroth, Philip; Naqvi, Jeanean B.; Ng, Weiting; Rutledge, Robb B.; Slattery, Peter; Smiley, Adam H.; Strijbis, Oliver; Sznycer, Daniel; Tsukayama, Eli; Loon, Austin van; Voelkel, Jan G.; Wienk, Margaux N.A.; Wilkening, Tom; The Forecasting Collaborative. Insights into accuracy of social scientists' forecasts of societal change. Nature Human Behaviour (2023)

Jatmiko, Wahyu; Iqbal, Abdullah; Ebrahim, Muhammed Shahid. On the Ethicality of Islamic Banking’s Business Model. British Journal of Management (2023)

Billah, Mabruk; Elsayed, Ahmed H.; Hadhri, Sinda. Asymmetric relationship between green bonds and Sukuk markets: The role of global risk factors. Journal of International Financial Markets, Institutions and Money (2023)

Elsayed, Ahmed H.; Naifar, Nader; Nasreen, Samia. Financial Stability and Monetary Policy Reaction: Evidence from the GCC Countries. The Quarterly Review of Economics and Finance (2023)

Guo, H.; Yin, C.; Zeng, Y. How Does Firm-Specific Investor Sentiment Affect the Value of Corporate Cash Holdings? British Journal of Management (2023)

Elsayed, Ahmed H.; Downing, Gareth; Lau, Chi Keung Marco; Sheng, Xin. Exploring the role of oil shocks on the financial stability of Gulf Cooperation Council countries. International Journal of Finance and Economics (2023)

Balcilar, Mehmet; Elsayed, Ahmed H.; Hammoudeh, Shawkat. Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis. Journal of International Financial Markets, Institutions and Money (2023)

Fich, Eliezer M.; Nguyen, Tung; Petmezas, Dimitris. The Effects of Terrorist Attacks on Inventor Productivity and Mobility. Research Policy (2023)

Galariotis, Emilios; Louca, Christodoulos; Petmezas, Dimitris; Wang, Shuhui. Agency Costs of Debt and Inside Debt: The Role of CEO Overconfidence. British Journal of Management (2023)

Jatmiko, Wahyu; Ebrahim, M. Shahid; Iqbal, Abdullah; Wojakowski, Rafal M. Can Trade Credit Rejuvenate Islamic Banking? Review of Quantitative Finance and Accounting (2023)

Makridakis, Spyros; Spiliotis, Evangelos; Assimakopoulos, Vassilios; Semenoglou, Artemios-Anargyros; Mulder, Gary; Nikolopoulos, Konstantinos. Statistical, Machine Learning and Deep Learning forecasting methods: Comparisons and ways forward. Journal of the Operational Research Society (2023)

Nguyen, Tung; Petmezas, Dimitris; Karampatsas, Nikolaos. Does Terrorism Affect Acquisitions? Management Science (2023)

Banerjee, Anurag; Basu, Parantap; Keller, Elisa. Cross-country Disparities in Skill Premium and Skill Acquisition. Economic Inquiry (2023)

2022

Cox, C.; Karam, A.; Pelster, M. Two-period duopolies with forward markets. Review of Industrial Organization (2022)

Karam, A. Dealers' incentives to reveal their names. Financial Review (2022)

Nikolopoulos, K. The EU project RAMONES – continuous, long-term autonomous monitoring of underwater radioactivity (2022)

Economou, F.; Gavriilidis, K.; Gebka, B.; Kallinterakis, V. Feedback trading: a review of theory and empirical evidence. Review of Behavioural Finance (2022)

Tayeh, M.; Kallinterakis, V. Feedback Trading in Currency Markets: International Evidence. Journal of Behavioral Finance (2022)

Duong, H.N.; Goyal, A.; Kallinterakis, V.; Veeraraghavan, M. Democracy and the pricing of initial public offerings around the world. Journal of Financial Economics (2022)

Ferreruela, S.; Kallinterakis, V.; Mallor, T. Cross-Market Herding: Do ‘Herds’ Herd with Each Other? Journal of Behavioral Finance (2022)

Chowdhury, Md Shahedur R.; Damianov, Damian S.; Escobari, Diego. Price Exuberance and Contagion across Housing Markets: Evidence from US Metropolitan Areas. Journal of Real Estate Finance and Economics (2022)

Onal, Bunyamin; Petmezas, Dimitris; Xiong, Nan. Societal Equality Sentiment and Executive Compensation. Journal of Corporate Finance (2022)

Alhalboni, M.; Ebrahim, M.S.; Jatmiko, W. Rationalizing the Takaful Organizational Form with Institutional Theory. In D. Nguyen (Ed.), Handbook of Banking and Finance in Emerging Markets (2022)

Alroomi, Azzam; Karamatzanis, George; Nikolopoulos, Kostas; Tilba, Anna; Xiao, Shujun. Fathoming empirical forecasting competitions’ winners. International Journal of Forecasting (2022)

Mertzimekis, T.J; Lagaki, V.; Madesis, I.; Siltzovalis, G.; Petra, E.; Nomikou, P.; Batista, P.; Cabecinhas, D.; Pascoal, A.; Sebastião, L.; Escartín, J.; Kebkal, K.; Karantzalos, K.; Douskos, V.; Mallios, A.; Nikolopoulos, K.; Maigne, L. RAMONES and Environmental Intelligence: Progress Update (2022)

Elsayed, Ahmed H.; Ali Nasir, Muhammad. Central Bank digital currencies: An Agenda for future research. Research in International Business and Finance (2022)

Abduraimova, Kumushoy. Contagion and tail risk in complex financial networks. Journal of Banking and Finance (2022)

Sohag, Kazi; Hammoudeh, Shawkat; Elsayed, Ahmed; Mariev, Oleg; Safonova, Yulia. Do Geopolitical Events Transmit Opportunity or Threat to Green Markets? Decomposed Measures of Geopolitical Risks. Energy Economics (2022)

Nie, Jing; Malagon, Juliana; Williams, Julian. The impact of high speed quoting on execution risk dynamics: Evidence from interest rate futures markets. Journal of Futures Markets (2022)

Elsayed, Ahmed H.; Sousa, Ricardo M. International Monetary Policy and Cryptocurrency Markets: Dynamic and Spillover Effects. European Journal of Finance (2022)

Elsayed, Ahmed H.; Gozgor, Giray; Yarovaya, Larisa. Volatility and Return Connectedness of Cryptocurrency, Gold, and Uncertainty: Evidence from the Cryptocurrency Uncertainty Indices. Finance Research Letters (2022)

Elsayed, A.H.; Gozgor, G.; Lau, C. Risk Transmissions between Bitcoin and Traditional Financial Assets during the COVID-19 Era: The Role of Global Uncertainties. International Review of Financial Analysis (2022)

Elsayed, A.H.; Naifar, N.; Saudi Arabia, R.; Tiwari, A.K. Dependence structure and dynamic connectedness between green bonds and financial markets: fresh insights from time-frequency analysis before and during COVID-19 pandemic. Energy Economics (2022)

Trigeorgis, Lenos; Baldi, Francesco; Makadok, Richard. Compete, Cooperate, or Both? Integrating the Demand Side into Patent Deployment Strategies for the Commercialization and Licensing of Technology. Academy of Management Review (2022)