All Stories

  1. Efficient Market Hypothesis on the blockchain: A social‐media‐based index for cryptocurrency efficiency

    Article • Financial Review, March 2024, Wiley

    Efstathios Polyzos

  2. Inflation and the war in Ukraine: Evidence using impulse response functions on economic indicators and Twitter sentiment

    Article • Research in International Business and Finance, October 2023, Elsevier

    Efstathios Polyzos

  3. Cyclicality of liquidity creation: Nonlinear evidence from US bank holding companies

    Article • The Journal of Financial Research, September 2023, Wiley

    Efstathios Polyzos

  4. Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research

    Article • Computational Economics, August 2023, Springer Science + Business Media

    Efstathios Polyzos

  5. Financial Time Series Modelling Using Fractal Interpolation Functions

    Article • AppliedMath, June 2023, MDPI AG

    Efstathios Polyzos

  6. The perfect bail‐in: Financing without banks using peer‐to‐peer lending

    Article • International Journal of Finance & Economics, May 2023, Wiley

    Efstathios Polyzos

  7. From Heroes to Scoundrels: Exploring the effects of online campaigns celebrating frontline workers on COVID-19 outcomes

    Article • Technology in Society, February 2023, Elsevier

    Efstathios Polyzos

  8. The Lag Phenomenon

    Article • SSRN Electronic Journal, January 2023, Elsevier

    Efstathios Polyzos

  9. The rise of GCC ‐East Asian trade: A cointegration approach to analysing trade relationships

    Article • World Economy, December 2022, Wiley

    Efstathios Polyzos

  10. Examining the asymmetric impact of macroeconomic policy in the UAE: Evidence from quartile impulse responses and machine learning

    Article • The Journal of Economic Asymmetries, November 2022, Elsevier

    Efstathios Polyzos

  11. Twitter and market efficiency in energy markets: Evidence using LDA clustered topic extraction

    Article • Energy Economics, October 2022, Elsevier

    Efstathios Polyzos

  12. Determining Terrorism Proxies for the Relationship With Tourism Demand: A Global View

    Article • Tourism Analysis, May 2022, Cognizant Communication Corporation

    Efstathios Polyzos

  13. The relationship between collaboration, productivity and publications: an empirical analysis in field of family business

    Article • Journal of Family Business Management, March 2022, Emerald

    Efstathios Polyzos

  14. Demographic change and economic growth: The role of natural resources in the MENA region

    Article • Research in Economics, March 2022, Elsevier

    Efstathios Polyzos

  15. Covid-19 pandemic and spillover effects in stock markets: A financial network approach

    Article • International Review of Financial Analysis, March 2022, Elsevier

    Efstathios Polyzos

  16. The Financial Impact of Washtrading in NFT Markets

    Article • SSRN Electronic Journal, January 2022, Elsevier

    Efstathios Polyzos

  17. Cyclicality of capital adequacy ratios in heterogeneous environment: A nonlinear panel smooth transition regression explanation

    Article • Managerial and Decision Economics, December 2021, Wiley

    Efstathios Polyzos

  18. COVID-19, Lockdowns and herding towards a cryptocurrency market-specific implied volatility index

    Article • Economics Letters, October 2021, Elsevier

    Efstathios Polyzos

  19. Examining the link between terrorism and tourism demand: the case of Egypt

    Article • Journal of Policy Research in Tourism Leisure and Events, March 2021, Taylor & Francis

    Efstathios Polyzos

  20. Effects of financial instability on subjective well-being: a preference-based approach

    Article • International Journal of Social Economics, March 2021, Emerald

    Efstathios Polyzos

  21. The good, the bad and the ugly on COVID-19 tourism recovery

    Article • Annals of Tourism Research, March 2021, Elsevier

    Efstathios Polyzos

  22. Spillover effects between Greece and Cyprus: a DCC model on the interdependence of small economies

    Article • Investment Management and Financial Innovations, November 2020, LLC CPC Business Perspectives

    Efstathios Polyzos

  23. Who is unhappy for Brexit? A machine-learning, agent-based study on financial instability

    Article • International Review of Financial Analysis, November 2020, Elsevier

    Efstathios Polyzos

  24. Tourism demand and the COVID-19 pandemic: an LSTM approach

    Article • Tourism Recreation Research, June 2020, Taylor & Francis

    Efstathios Polyzos

  25. VOLATILITY SPILLOVERS IN ELECTRICITY MARKETS: EVIDENCE FROM THE UNITED STATES

    Article • International Journal of Energy Economics and Policy, July 2019, EconJournals

    Efstathios Polyzos

  26. Good management or good finances? An agent-based study on the causes of bank failure

    Article • Banks and Bank Systems, September 2018, LLC CPC Business Perspectives

    Efstathios Polyzos

  27. Terrorist incidents and tourism demand: Evidence from Greece

    Article • Tourism Management Perspectives, January 2018, Elsevier

    Efstathios Polyzos, Prof. Dimitris Kenourgios

  28. Brexit and financial stability: An agent-based simulation

    Article • Economic Modelling, January 2018, Elsevier

    Efstathios Polyzos

  29. Freeing Greece from capital controls: Were the restrictions enforced in time?

    Article • Research in International Business and Finance, May 2016, Elsevier

    Efstathios Polyzos

  30. To Basel or not to Basel? Banking crises and contagion

    Article • Journal of Financial Regulation and Compliance, July 2015, Emerald

    Professor Aristeidis Samitas, Efstathios Polyzos

  31. Banking Crises & Contagion: Why Worry About Taxation, Output and the Cost of Capital?

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Professor Aristeidis Samitas, Efstathios Polyzos