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Research

Professor Marwan Izzeldin

Professor of Financial Econometrics, Director

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  1. Published

    Recovering the moments of information flow and normality of asset returns

    Izzeldin, M. & Murphy, A., 21/05/2010, In: Applied Financial Economics. 20, 10, p. 761-769 8 p.

    Research output: Contribution to Journal/Magazine › Journal article

  2. Published

    Return predictability of variance differences: A fractionally cointegrated approach

    Li, Z., Izzeldin, M. & Yao, X., 1/07/2020, In: Journal of Futures Markets. 40, 7, p. 1072-1089 18 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. Published

    Return Predictability of Variance Differences: a fractionally co-integrated approach

    Li, Z., Izzeldin, M. & Yao, X., 1/07/2020, In: The Journal of Futures Markets . 40, 7, p. 1072-1089 18 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  4. Published

    Smooth Approximations to Monotone Concave Functions in Production Analysis: An Alternative to Nonparametric Concave Least Squares

    Tsionas, E. & Izzeldin, M., 16/12/2018, In: European Journal of Operational Research. 271, 3, p. 797-807 11 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  5. Published

    The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility

    Hizmeri, R., Izzeldin, M., Murphy, A. & Tsionas, M., 1/05/2019, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  6. Published

    The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility

    Bu, R., Hizmeri, R., Izzeldin, M., Murphy, A. & Tsionas, M., 31/01/2023, In: Journal of Empirical Finance. 70, p. 144-164 21 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  7. Published

    The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model

    Izzeldin, M., Muradoglu, G., Pappas, V. & Sivaprasad, S., 1/03/2021, In: International Review of Financial Analysis. 74, 12 p., 101671.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  8. Published

    The Impact of the Russian-Ukrainian War on Global Financial Markets

    Izzeldin, M., Muradoglu, G., Pappas, V., Petropoulou, A. & Sivaprasad, S., 31/05/2023, In: International Review of Financial Analysis. 87, 13 p., 102598.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  9. Published

    The Inter-temporal relationship between Risk, Capital and Efficiency: The case of Islamic and conventional banks

    Saeed, M., Izzeldin, M., Hassan, M. K. & Pappas, V., 1/09/2020, In: Pacific-Basin Finance Journal. 62, 22 p., 101328.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  10. Published

    Trading volume and the number of trades: a comparative study using high frequency data

    Izzeldin, M., 2007, Lancaster University: The Department of Economics, 25 p. (Economics Working Paper Series; vol. 2007, no. 14).

    Research output: Working paper

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