Publications in Refereed Journals
Izzeldin, M., Muradoglu, G., Pappas, V., Petropoulou, A., and Sivaprasad, S. (2023) The Impact of the Russian-Ukrainian War on Global Financial Markets, International Review of Financial Analysis, 102598
Alexakis, C., Al-Yahyaee, K., Mamatzakis, E., Mobarek, A., Mollah, S., & Pappas, V. (2022). Does corporate governance affect the performance and stability of Islamic banks? Corporate Governance
Hizmeri, R., Izzeldin, M., Nolte, I., and Pappas, V. (2022) A generalised heterogenous autoregressive model using the Market Index. Quantitative Finance, 1-22
Alexakis, C., Kenourgios, D., Pappas, V., Petropoulou, A. (2021) From dotcom to Covid-19: A convergence analysis of Islamic investments. Journal of International Financial Markets, Institutions & Money, 75, 101423
Alexakis, C., Pappas, V., Skarmeas, E. (2021) Market abuse under different close price determine mechanism: A European case. International Review of Financial Analysis, 74, 101707
Izzeldin, M., Muradoglu, G., Pappas, V. and Sivaprasad, S. (2021) The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model, International Review of Financial Analysis, 74, 101671
Alexakis, C., Dowling, M., Pappas, V., Ramachandiran, M. and Sklavos, F. (2021) Do hotel financial factors influence satisfaction? Annals of Tourism Research, 103128
Izzeldin, M., Johnes, J., Ongena, S., Pappas, V. and Tsionas, M. (2020) Efficiency Convergence in Islamic and Conventional Banks, Journal of International Financial Markets, Institutions & Money, 70, 101279
Izzeldin, M., Hassan, Kabir M., Pappas, V., Saeed, M. (2020) The Inter-temporal relationship between Risk, Capital and Efficiency: The case of Islamic and conventional banks. Pacific-Basin Finance Journal, 62, 101328
Izzeldin, M., Hassan, Kabir M., Pappas, V., & Tsionas, M. (2019) Forecasting realised volatility using ARFIMA and HAR models. Quantitative Finance, 19(10), 1627-1638
Alexakis, C., Izzeldin, M., Johnes, J., & Pappas, V. (2019) Performance and productivity in Islamic and conventional banks: Evidence from the global financial crisis. Economic Modelling, 79, 1-14
Alexakis, C., & Pappas, V. (2018). Sectoral dynamics of financial contagion in Europe – The cases of the recent crisis episodes. Economic Modelling, 73, 222-239
Alexakis, C., Cummins, M., Dowling, M., & Pappas, V. (2018). A high-frequency analysis of price resolution and pricing barriers in equities on the adoption of a new currency. Applied Economics, 50(36), 3949-3965
Pappas, V., Ongena, S., Izzeldin, M., & Fuertes, A. M. (2017). A survival analysis of Islamic and conventional banks. Journal of Financial Services Research, 51(2), 221-256
Akhter, W., Pappas, V., & Khan, S. U. (2017). A comparison of Islamic and conventional insurance demand: Worldwide evidence during the Global Financial Crisis. Research in International Business and Finance
Alexakis, C., Pappas, V., & Tsikouras, A. (2017). Hidden cointegration reveals hidden values in Islamic investments. Journal of International Financial Markets, Institutions and Money, 46, 70-83
Sorwar, G., Pappas, V., Pereira, J., & Nurullah, M. (2016). To debt or not to debt: Are Islamic banks less risky than conventional banks? Journal of Economic Behavior & Organization, 132, 113-126
Pappas, V., Ingham, H., Izzeldin, M., & Steele, G. (2016). Will the crisis “tear us apart”? Evidence from the EU. International Review of Financial Analysis, 46, 346-360
Johnes, J., Izzeldin, M., & Pappas, V. (2014). A comparison of performance of Islamic and conventional banks 2004–2009. Journal of Economic Behavior & Organization, 103, S93-S107