My research focuses on Empirical Corporate Finance, Empirical Asset Pricing, Behavioral Finance, and Cryptocurrencies. Below is my current portfolio of research outputs:
PUBLISHED PAPERS
Michaelides, A., Milidonis, A., & Papakyriakou, P. (2025). Pension Underfunding and the Expected Return on Pension Assets: The Impact of the 2008 Financial Crisis. Journal of Risk and Insurance, 92(3), 627-664.
Kallenos, T. L., Papakyriakou, P., Sakkas, A., & Taoushianis, Z. (2024). Tests of Global Flights to Safety with US Financial Firm Bankruptcy Announcements. European Financial Management, 31(3), 1170-1194.
Papakyriakou, P. (2023). Corporate Pension Funding Levels, Firm Performance, and Dividend Payout Ratios. Journal of Retirement, 10 (4), 70-98.
Kalyvas, A., Li, Z., Papakyriakou, P., & Sakkas, A. (2021). If you feel good, I feel good! The mediating effect of behavioral factors on the relationship between industry indices and Bitcoin returns. European Journal of Finance, 30(16), 1972–1983.
Kalyvas, A., Papakyriakou, P., Sakkas, A., & Urquhart, A. (2020). What drives Bitcoin’s price crash risk? Economics Letters, 191(1), 108777.
Papakyriakou, P., Sakkas, A., & Taoushianis, Z. (2019). The Impact of Terrorist Attacks in G7 Countries on International Stock Markets and the Role of Investor Sentiment. Journal of International Financial Markets, Institutions and Money, 61(1), 143-160.
Papakyriakou, P., Sakkas, A., & Taoushianis, Z. (2019). Financial Firm Bankruptcies, International Stock Markets and Investor Sentiment. International Journal of Finance and Economics, 24(1), 461-473.
Michaelides, A., Milidonis, A., Nishiotis, G., & Papakyriakou, P. (2015). The Adverse Effects of Systematic Leakage Ahead of Official Sovereign Debt Rating Announcements. Journal of Financial Economics, 116(3), 526-547.
WORKING PAPERS
Papakyriakou, P. (2024). Wealth Transfer Mechanisms in Sovereign Bond Markets: The Impact of Information Leakage.
Papakyriakou, P. (2024). Return and volatility spillovers between cryptocurrencies and graphics cards makers.
Michaelides, A., Milidonis, A., Nishiotis, G., & Papakyriakou, P. (2024). The effect of scheduled nature of sovereign debt rating announcements on local stock market returns.