- Tsionas. M, Johnes, G., and Izzeldin M, “Network Stochastic Frontier Analysis: A Bayesian Approach”,
- Hizmeri. R, Izzeldin. M., Nolte I and V. Pappas. “The role of market indices in forecasting Empirical Discrimination between the SP500 and SPY: Stylized Facts and Forecasting”
- Izzeldin, M. and Peiran, S. “Which Trades Matter, and When: Evidence from a High Frequency Cross Sector Analysis”.
- Izzeldin, M. and Peiran, S. “The Impact of Jumps on the Stylised Facts of Returns and Volatility: Do Jumps Matter?”
- Yao, Xingzhi, Peel D, and Izzeldin, M. “On the Properties Opinion Polls of Voting Intentions”.
- Izzeldin, M., Murphy, A., and Peiran, S. “Analysing the Martingale Components of Asset Returns and Volatility under Different Market Conditions: Evidence from High Frequency Cross Stock Equity Data”.