The volume-volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997 (2005), with Menelaos Karanasos and Jinki Kim, Asia-Pacific Financial Markets, 12, 245-271.
Dual long-memory, structural breaks and the link between turnover and range based volatility (2009), with Menelaos Karanasos, Journal of Empirical Finance, 16, 838-851.
The informative role of trading volume in an expanding cash and futures market (2016), with Menelaos Karanasos and Sumon Bhaumik, Journal of Multinational Financial Management, 35, 24-40.
Inflation convergence in the EMU (2016), with Karanasos, M., Koutroumpis, P., Karavias, Y., Arakelian, V., Journal of Empirical Finance, 39, 241-253.
Sovereign debt, deficits and defence spending: the case of Greece (2018), with Ourania Dimitraki, Defence and Peace Economics, 29(6), 717-727.
Trader type effects on the volatility-volume relationship. Evidence from the KOSPI200 index futures market (2018), Bulletin of Economic Research, 70(3), 226-250.
Investors' trading behaviour and stock market volatility during crisis periods: A dual long-memory model for the Korean Stock Exchange (2021), with Caporale, G. M., Karanasos, M., and Yfanti, S., International Journal of Finance and Economics, 26(3), 4441-4461.
Residual income valuation and stock returns. Evidence from a value-to-price investment strategy, with Ahmad Haboub, submitted to Journal
Momentum returns and corporate governance, with Abdulrahman Alquraishi, submitted to Journal.
Interconnectedness in US futures markets during crisis periods, with Awon Almajali, submitted to Journal.
Investor sentiment, anchoring and momentum returns, with Abdulrahman Alquraishi, submitted to Journal.
Connectedness between US futures markets and the macroeconomy. A time-varying approach., with Awon Almajali and Andrea Carriero, submitted to Journal.
Aggregate mutual fund flow and stock market return: Evidence from the U.S. market, with Menelaos Karanasos and Hayan Omran, submitted to Journal.
Long run dependencies in stock volatility and trading volume: Evidence from an emerging market, with Menelaos Karanasos, completed working paper.
Macroeconomic uncertainty and stock market returns, with Andrea Carriero, work in progress.