Publications in Refereed Journals
Khurram, A., Iqbal, A., Pappas, V. (forthcoming) Systemic risk: New evidence from alternative financial systems. Review of Quantitative Finance & Accounting Paper Link
Petropoulou, A., Pappas, V., Ongena, S., Gounopoulos, D., Fairchild, R. The performance of FDIC-identified community banks. Journal of Financial Stability, 77, 101394 Paper Link SSRN Link
Fu, S., Alexakis, C., Pappas, V., Skarmeas, M., Verousis, T. (2024) Does algorithmic trading induce herding? International Journal of Finance and Economics. Paper Link
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 Paper Link
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, 23(4), 888-919 Paper Link
Hizmeri, R., Izzeldin, M., Nolte, I., and Pappas, V. (2022) A generalized heterogenous autoregressive model using the Market Index. Quantitative Finance, 22(8), 1513-1534 Paper Link
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 Paper Link
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 Paper Link
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 Paper Link
Alexakis, C., Dowling, M., Pappas, V., Ramachandiran, M. and Sklavos, F. (2021) Do hotel financial factors influence satisfaction? Annals of Tourism Research, 90, 103128 Paper Link
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 Paper Link
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 Paper Link
Izzeldin, M., Hassan, Kabir M., Pappas, V., & Tsionas, M. (2019) Forecasting realized volatility using ARFIMA and HAR models. Quantitative Finance, 19(10), 1627-1638 Paper Link
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 Paper Link
Alexakis, C., & Pappas, V. (2018). Sectoral dynamics of financial contagion in Europe – The cases of the recent crisis episodes. Economic Modelling, 73, 222-239 Paper Link
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 Paper Link
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 Paper Link
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, 42, 1401-1412 Paper Link
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 Paper Link
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 Paper Link
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 Paper Link
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 Paper Link