Issue Date Title Author(s) Journal 1 1-Aug-2022 Stochastic properties and pricing of bitcoin using a GJR-GARCH model with conditional skewness and kurtosis components Theodossiou, Panayiotis Review of Quantitative Finance and Accounting 2 1-Sep-2021 Consequences of Outlier Returns for Event Studies: A Methodological Investigation and Treatment Theodossiou, Panayiotis International Journal of Accounting 3 Apr-2021 The impact of the coronavirus crisis on the market price of risk Delis, Manthos D. Journal of Financial Stability 4 1-Mar-2021 Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components Ioannidis, Filippos Energy Economics 5 2021 Market price of risk estimation: Does distribution matter? Theodossiou, Panayiotis Communications in Statistics - Theory and Methods 6 Sep-2020 Clarifying managerial biases using a probabilistic framework Ellina, Polina Journal of Behavioral and Experimental Finance 7 Jun-2020 Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments Theodossiou, Panayiotis Journal of the Royal Statistical Society. Series A: Statistics in Society 8 2020 Truncated skewed type III generalized logistic distribution: risk measurement applications Theodossiou, Panayiotis Communications in Statistics - Theory and Methods 9 2-Dec-2018 Skewed type III generalized logistic distribution Theodossiou, Panayiotis Communications in Statistics - Theory and Methods 10 1-Jun-2018 The risk and return conundrum explained: international evidence Savva, Christos S. Journal of Financial Econometrics 11 1-May-2014 Stock return outliers and beta estimation: The case of U.S. pharmaceutical companies Theodossiou, Alexandra K. Journal of International Financial Markets, Institutions and Money 12 May-2014 Quality and satisfaction with culinary education: evidence from Cyprus Constanti, Panayiotis Journal of Hospitality & Tourism Education 13 Nov-2013 Public utility beta adjustment and biased costs of capital in public utility rate proceedings Michelfelder, Richard A. The Electricity Journal 14 14-Jul-2010 Robust estimation with flexible parametric distributions: estimation of utility stock betas McDonald, James B. Quantitative Finance 15 2010 Partially adaptive econometric methods for regression and classification Hansen, James 16 9-Jul-2007 Some flexible parametric models for partially adaptive estimators of econometric models Hansen, Christian B. Economics 17 2005 The "chain" management of ship-generated waste and cargo residues in the port of Thessaloniki Palantzas, G. Journal of Marine Environmental Engineering 18 13-Mar-2002 The Asymmetric Relation between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets Theodossiou, Panayiotis The Review of Financial Studies 19 1-Aug-2001 Serial correlation, non-stationarity, and dynamic performance of business failures prediction models Theodossiou, Panayiotis Managerial Finance 20 1999 Predicting corporate financial distress: a time-series CUSUM methodology Kahya, Emel Review of Quantitative Finance and Accounting 
