Details about Efstathios Polyzos

Access statistics for papers by Efstathios Polyzos.

Last updated 2026-10-12. Update your information in the RePEc Author Service.

Short-id: ppo823

Working Papers

2025

1. Crypto Listens: Asymmetric Reactions to Text-based Signals in Central Bank Communications
   Working Papers, Red Nacional de Investigadores en Economía (RedNIE)

2023

2. The Populist Voter: A Machine Learning Approach for the Individual Characteristics
   CESifo Working Paper Series, CESifo View citations (3)

2022

3. Stock Market Responses to Monetary Policy Shocks: Universal Firm-Level Evidence
   Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política

2021

4. COVID-19 Tourism Recovery in the ASEAN and East Asia Region: Asymmetric Patterns and Implications
   Working Papers, Economic Research Institute for ASEAN and East Asia (ERIA)

Journal Articles

2026

1. Quantifying Market Efficiency: Information Dissemination Through Social Media
   International Journal of Finance & Economics, 2026, 31, (3), 3480-3502
2. Rethinking COVID-19 tourism recovery
   Annals of Tourism Research, 2026, 118, (C) View citations (1)
3. Tokenized stocks and tracking errors: Evidence on pricing efficiency
   Finance Research Letters, 2026, 106, (C)

2025

4. Green assets are not so green: assessing environmental outcomes using machine learning and local projections
   Financial Innovation, 2025, 11, (1), 1-38
5. Investigating the impact of global events on cryptocurrency performance: a big data event study approach
   Journal of International Money and Finance, 2025, 157, (C) View citations (5)
6. Stock market responses to monetary policy shocks: Firm-level evidence
   Journal of Macroeconomics, 2025, 83, (C) View citations (2)

2024

7. Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research
   Computational Economics, 2024, 64, (1), 225-262
8. Efficient Market Hypothesis on the blockchain: A social‐media‐based index for cryptocurrency efficiency
   The Financial Review, 2024, 59, (3), 807-829 View citations (4)
9. The perfect bail‐in: Financing without banks using peer‐to‐peer lending
   International Journal of Finance & Economics, 2024, 29, (3), 3393-3412
10. Understanding the Populist Voter
    EconPol Forum, 2024, 25, (02), 14-18 View citations (3)
11. Wohlstand in Gefahr? Ursachen und Folgen von Populismus
    ifo Schnelldienst, 2024, 77, (03), 03-32

2023

12. Cyclicality of liquidity creation: Nonlinear evidence from US bank holding companies
    Journal of Financial Research, 2023, 46, (4), 1165-1185 View citations (5)
13. From Heroes to Scoundrels: Exploring the effects of online campaigns celebrating frontline workers on COVID-19 outcomes
    Technology in Society, 2023, 72, (C) View citations (1)
14. Inflation and the war in Ukraine: Evidence using impulse response functions on economic indicators and Twitter sentiment
    Research in International Business and Finance, 2023, 66, (C) View citations (6)
15. The rise of GCC‐East Asian trade: A cointegration approach to analysing trade relationships
    The World Economy, 2023, 46, (7), 2231-2246 View citations (2)

2022

16. Covid-19 pandemic and spillover effects in stock markets: A financial network approach
    International Review of Financial Analysis, 2022, 80, (C) View citations (67)
17. Cyclicality of capital adequacy ratios in heterogeneous environment: A nonlinear panel smooth transition regression explanation
    Managerial and Decision Economics, 2022, 43, (6), 1960-1979 View citations (2)
18. Demographic change and economic growth: The role of natural resources in the MENA region
    Research in Economics, 2022, 76, (1), 1-13 View citations (5)
19. Examining the asymmetric impact of macroeconomic policy in the UAE: Evidence from quartile impulse responses and machine learning
    The Journal of Economic Asymmetries, 2022, 26, (C) View citations (4)
20. Islamic banking, efficiency and societal welfare: a machine-learning, agent-based study
    International Journal of Islamic and Middle Eastern Finance and Management, 2022, 16, (4), 777-801 View citations (1)
21. Twitter and market efficiency in energy markets: Evidence using LDA clustered topic extraction
    Energy Economics, 2022, 114, (C) View citations (16)

2021

22. COVID-19, Lockdowns and herding towards a cryptocurrency market-specific implied volatility index
    Economics Letters, 2021, 207, (C) View citations (23)
23. Economic stimulus through bank regulation: Government responses to the COVID-19 crisis
    Journal of International Financial Markets, Institutions and Money, 2021, 75, (C) View citations (21)
24. Effects of financial instability on subjective well-being: a preference-based approach
    International Journal of Social Economics, 2021, 48, (7), 982-998
25. The good, the bad and the ugly on COVID-19 tourism recovery
    Annals of Tourism Research, 2021, 87, (C) View citations (68)

2020

26. Who is unhappy for Brexit? A machine-learning, agent-based study on financial instability
    International Review of Financial Analysis, 2020, 72, (C) View citations (8)

2019

27. Modelling the underlying factors for flexible power plant valuation
    International Journal of Economics and Business Research, 2019, 18, (2), 155-172
28. Volatility Spillovers in Electricity Markets: Evidence from the United States
    International Journal of Energy Economics and Policy, 2019, 9, (4), 131-143 View citations (5)

2018

29. Brexit and financial stability: An agent-based simulation
    Economic Modelling, 2018, 69, (C), 181-192 View citations (10)

2016

30. Freeing Greece from capital controls: Were the restrictions enforced in time?
    Research in International Business and Finance, 2016, 37, (C), 196-213 View citations (3)

2015

31. To Basel or not to Basel? Banking crises and contagion
    Journal of Financial Regulation and Compliance, 2015, 23, (3), 298-318 View citations (6)

Chapters

2024

1. Non-fungible tokens (NFTs)
   Chapter 14 in The Elgar Companion to Decentralized Finance, Digital Assets, and Blockchain Technologies, 2024, pp 280-297