Publications

Forthcoming: Tests of global flights to safety with US financial firm bankruptcy announcements (with Panayiotis Papakyriakou, Athanasios Sakkas, and Theodosis Kallenos)

European Financial Management (see the SSRN version)

2022: Estimating corporate bankruptcy forecasting models by maximizing discriminatory power (with Chris Charalambous and Spiros Martzoukos),

Review of Quantitative Finance and Accounting (see the journal version or the SSRN version)

2020: Predicting corporate bankuptcy using the framework of Leland-Toft: Evidence from the U.S. (with Chris Charalambous and Spiros Martzoukos),

Quantitative Finance (see the journal version or the SSRN version)

2019: The impact of terrorist attacks in G7 countries on international stock markets and the role of investor sentiment (with Panayiotis Papakyriakou and Athanasios Sakkas),

Journal of International Financial Markets, Institutions & Money (see the journal version or the SSRN version)

2019: Financial firm bankruptcies, international stock markets, and investor sentiment (with Panayiotis Papakyriakou and Athanasios Sakkas),

International Journal of Finance and Economics (see the journal version or the SSRN version)

2023: A neuro-structural framework for bankruptcy prediction (with Chris Charalambous and Spiros Martzoukos)

Quantitative Finance (see journal version or the SSRN version)