Items where Author is "Tsionas, Mike"

Journal Article

Fukuyama, Hirofumi and Tsionas, Mike and Tan, Yong (2024) Incorporating causal modeling into data envelopment analysis for performance evaluation. Annals of Operations Research, 342 (3). pp. 1865-1904. ISSN 0254-5330

Johnes, Geraint and Tsionas, Mike and Izzeldin, Marwan (2024) Multi-Stage Stochastic Frontier Analysis for Simple Networks. International Transactions in Operational Research. ISSN 0969-6016

Assaf, A. George and Tsionas, Mike (2024) Critical reflection of the tourism literature on performance modeling. Tourism Management, 102: 104892. ISSN 0261-5177

Kock, Florian and Assaf, Albert George and Tsionas, Mike and Josiassen, Alexander and Karl, Marion (2024) Do Tourists stand by the Tourism Industry? : Examining Solidarity During and After a Pandemic. Journal of Travel Research, 63 (3). pp. 696-712. ISSN 0047-2875

Chen, Xiaoqing and Kerstens, Kristiaan and Tsionas, Mike (2024) Does productivity change at all in Swedish district courts? : Empirical analysis focusing on horizontal mergers. Socio-Economic Planning Sciences, 91: 101787. ISSN 0038-0121

Fukuyama, Hirofumi and Tsionas, Mike and Tan, Yong (2024) The impacts of innovation and trade openness on bank market power : the proposal of a minimum distance cost function approach and a causal structure analysis. European Journal of Operational Research, 312 (3): 3. pp. 1178-1194. ISSN 0377-2217

Tsionas, Mike and Kumbhakar, Subal C. (2024) Endogenous Bad Outputs and Technical Inefficiency in U.S. Electric Utilities. Energy Journal, 45 (1). pp. 149-171. ISSN 0195-6574

Tsionas, Mike and Martins, Mikael A. and Heshmati, Almas (2023) Effects of the vaccination and public support on covid-19 cases and number of deaths in Sweden. Operational Research, 23 (3): 53. ISSN 1109-2858

Tsionas, Mike (2023) Minimax regret priors for efficiency estimation. European Journal of Operational Research, 309 (3). pp. 1279-1285. ISSN 0377-2217

Heshmati, Almas and Tsionas, Mike (2023) Green innovations and patents in OECD countries. Journal of Cleaner Production, 418: 138092. ISSN 0959-6526

Tsionas, Mike (2023) Bayesian inference using least median of squares and least trimmed squares in models with independent or correlated errors and outliers. Communications in Statistics - Theory and Methods. ISSN 0361-0926

Heshmati, Almas and Tsionas, Mike and Rashidghalam, Masoomeh (2023) An assessment of the Swedish health system’s efficiency during the Covid-19 pandemic. International Journal of Healthcare Management, 16 (3). pp. 336-352. ISSN 2047-9700

Fukuyama, Hirofumi and Tsionas, Mike and Tan, Yong (2023) Dynamic Network Data Envelopment Analysis with a sequential structure and behavioural-causal analysis : application to the Chinese banking industry. European Journal of Operational Research, 307 (3). pp. 1360-1373. ISSN 0377-2217

De Silva, Dakshina and Hubbard, Timothy and Schiller, Anita and Tsionas, Mike (2023) Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D. Quarterly Review of Economics and Finance, 88. pp. 278-294.

Bu, Ruijun and Hizmeri, Rodrigo and Izzeldin, Marwan and Murphy, Antony and Tsionas, Mike (2023) The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility. Journal of Empirical Finance, 70. pp. 144-164. ISSN 0927-5398

Mamatzakis, Emmanuel and Tsionas, Mike (2023) Correcting for productivity growth misspecification : A local likelihood estimation in global banking. International Journal of Finance and Economics, 29 (2). pp. 2300-2316. ISSN 1076-9307

Bournakis, Ioannis and Tsionas, Mike (2022) Productivity with Endogenous FDI Spillovers : A Novel Estimation Approach. International Journal of Production Economics, 251: 108546. ISSN 0925-5273

Patel, Pankaj C. and Tsionas, Mike (2022) Macroeconomic Uncertainty and Risk : Collective Optimism of Small-Business Owners. Entrepreneurship Theory and Practice, 46 (5). pp. 1402-1422. ISSN 1042-2587

Tsionas, Mike (2022) Efficiency estimation using probabilistic regression trees with an application to Chilean manufacturing industries. International Journal of Production Economics, 249: 108492. ISSN 0925-5273

Tsionas, Mike (2022) Estimating Monotone Concave Stochastic Production Frontiers. Journal of Business and Economic Statistics, 40 (3). pp. 1403-1414. ISSN 0735-0015

Tsionas, Mike and Assaf, A. George and Kock, Florian (2022) Measuring managerial ability in the hotel industry. International Journal of Hospitality Management, 103: 103223. ISSN 0278-4319

Tsionas, Mike and Patel, Pankaj C. and Guedes, Maria João (2022) Endogenous efficiency of the dynamic profit maximization in the intertemporal production models of venture behavior. International Journal of Production Economics, 246: 108411. ISSN 0925-5273

Tsionas, Mike and Izzeldin, Marwan and Henningsen, Arne and Paravalos, Evaggelos (2022) Addressing endogeneity when estimating stochastic ray production frontiers : a Bayesian approach. Empirical Economics, 62 (3). pp. 1345-1363. ISSN 0377-7332

Assaf, A. George and Kock, Florian and Tsionas, Mike (2022) Tourism during and after COVID-19 : An Expert-Informed Agenda for Future Research. Journal of Travel Research, 61 (2). pp. 454-457. ISSN 0047-2875

Saeed, Momna and Elnahass, Marwa and Izzeldin, Marwan and Tsionas, Mike (2021) Yield Spread Determinants of Sukuk and Conventional Bonds. Economic Modelling, 105: 105664. ISSN 0264-9993

Tsionas, Mike and Andrikopoulos, Athanasios (2020) A note on the Gao et al. (2019) uniform mixture model in the case of regression. Annals of Operations Research, 289. 495–501. ISSN 0254-5330

Makridakis, Spyros and Merikas, Andreas and Merika, Anna and Tsionas, Mike and Izzeldin, Marwan (2020) A Novel Forecasting Model for the Baltic Dry Index Utilizing Optimal Squeezing. Journal of Forecasting, 39 (1). pp. 56-68. ISSN 0277-6693

Izzeldin, Marwan and Hassan, M. Kabir and Pappas, Vasileios and Tsionas, Mike (2019) Forecasting Realised Volatility Using ARFIMA and HAR Models. Quantitative Finance, 19 (10). pp. 1627-1638. ISSN 1469-7688

Johnes, Geraint and Tsionas, Mike (2019) A Regression Discontinuity Stochastic Frontier Model with an Application to Educational Attainment. Stat, 8 (1): e242. ISSN 2049-1573

Rezitis, Anthony N. and Tsionas, Mike (2019) Modeling asymmetric price transmission in the European food market. Economic Modelling, 76. pp. 216-230. ISSN 0264-9993

Assaf, A. George and Tsionas, Mike (2019) Non-parametric regression for hypothesis testing in hospitality and tourism research. International Journal of Hospitality Management, 76 (Part A). pp. 43-47. ISSN 0278-4319

Assaf, A. George and Tsionas, Mike (2018) Measuring hotel performance : Toward more rigorous evidence in both scope and methods. Tourism Management, 69. pp. 69-87. ISSN 0261-5177

George Assaf, A. and Tsionas, Mike (2018) Bayes factors vs. P-values. Tourism Management, 67. pp. 17-31. ISSN 0261-5177

Tsionas, Mike and Izzeldin, Marwan (2018) A Novel Model of Costly Technical Efficiency. European Journal of Operational Research, 268 (2). pp. 653-664. ISSN 0377-2217

Assaf, A. George and Tsionas, Mike (2018) Changing The Basics : Toward More Use of Quantile Regressions in Hospitality and Tourism Research. International Journal of Hospitality Management, 72. pp. 140-144. ISSN 0278-4319

Assaf, A. George and Tsionas, Mike (2018) The estimation and decomposition of tourism productivity. Tourism Management, 65. pp. 131-142. ISSN 0261-5177

Assaf, A. George and Tsionas, Mike and Oh, Haemoon (2018) The time has come : Toward Bayesian SEM estimation in tourism research. Tourism Management, 64. pp. 98-109. ISSN 0261-5177

Tsionas, Mike and Michaelides, Panayotis G. (2017) Neglected chaos in international stock markets : Bayesian analysis of the joint return-volatility dynamical system. Physica A: Statistical Mechanics and its Applications, 482. pp. 95-107. ISSN 0378-4371

George Assaf, A. and Josiassen, Alexander and Woo, Linda and Agbola, Frank W. and Tsionas, Mike (2017) Destination characteristics that drive hotel performance : a state-of-the-art global analysis. Tourism Management, 60. pp. 270-279. ISSN 0261-5177

Pagratis, Spyros and Topaloglou, Nikolas and Tsionas, Mike (2017) System stress testing of bank liquidity risk. Journal of International Money and Finance, 73 (Part A). pp. 22-40. ISSN 0261-5606

Delis, Manthos D. and Hasan, Iftekhar and Tsionas, Mike (2015) Banks’ risk endogenous to strategic management choices. British Journal of Management, 26 (4). pp. 637-656. ISSN 1045-3172

Delis, Manthos D. and Iosifidi, Maria and Tsionas, Mike (2014) On the estimation of marginal cost. Operations Research, 62 (3). pp. 543-556. ISSN 0030-364X

Monograph

Hizmeri, Rodrigo and Izzeldin, Marwan and Murphy, Anthony and Tsionas, Mike (2019) The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility. Working Paper. Lancaster University, Department of Economics, Lancaster.

Thesis

Jonuzaj, Mariol and Tsionas, Mike and Kang, David (2023) Essays on Stochastic Frontier Models. PhD thesis, Lancaster University.

Willans, Rob and Janke, Katharina and Hollingsworth, Bruce and Tsionas, Mike (2023) Essays on Scale and Scope Economies in the English NHS. PhD thesis, Lancaster University.

Luo, Sherry and Izzeldin, Marwan and Tsionas, Mike (2022) Essays on Hybrid Modeling of Machine Learning Algorithms and Financial Time Series Models. PhD thesis, Lancaster University.

Ghalayini, Aya and Izzeldin, Marwan and Tsionas, Mike (2022) Essays on Models with Mixed Frequency Data and Time Varying Parameters. PhD thesis, Lancaster University.

Hizmeri, Rodrigo and Izzeldin, Marwan and Tsionas, Mike (2021) Essays on High Frequency Financial Econometrics : (Co)Jumps, Aggregation, Asymmetry and Measurement Error. PhD thesis, Lancaster University.

Guan, Yanying and Izzeldin, Marwan and Tsionas, Mike (2021) The impact of intraday periodicity and news announcements on high-frequency stock volatility. PhD thesis, Lancaster University.

Papadimitriou, Maria and Tsionas, Mike (2018) Drivers of efficiency in higher education in England. PhD thesis, Lancaster University.

Promponas, Pantelis and Peel, David and Tsionas, Mike (2017) Three essays on the predictive content and predictability of the nominal exchange rates in a changing world. PhD thesis, Lancaster University.

Li, Xuguang and Tsionas, Mike (2016) Modelling financial volatility using Bayesian and conventional methods. PhD thesis, Lancaster University.