Publications
Selected publications
Hou, Z., Manahov, V. and Stafylas D. (2025). Fama and French Five-Factor Modelling: New Evidence from a Nonparametric Method, Studies in Nonlinear Dynamics & Econometrics (forthcoming).
Karoglou, M. and Stafylas, D. (2024). Why mutual fund manager movements matter more than you think, Yorkshire Post.
Platanakis, E. Stafylas, D. Sutcliffe, C. (2024). Portfolio management with alternative investments – in The Palgrave Encyclopedia of Private Equity (Cumming, D., Hammer, B).
Karoglou, M., Liu, J., and Stafylas, D. (2024). What makes fund managers leave their jobs faster? British Journal of Management, 1-23.
Mariani, M., Platanakis, E., Stafylas, D., and Sutcliffe, C. (2023). Identifying a destinations’s optimal tourist market mix: Does a superior portfolio model exist?, Tourism Management, 96(1), 104722.
Stafylas, D., Andrikopoulos A., and Tolikas, K. (2023). Hedge fund performance persistence under different business cycles and market regimes, North American Journal of Finance and Economics, 64(1), 101866.
Huang, X, Han, W., Newton, D., Platanakis, E., Stafylas, D., and Sutcliffe, C. (2022). The diversification benefits of cryptocurrency asset categories and estimation risk: Pre and post covid-19, The European Journal of Finance, 1-99.
Newton, D.P., Platanakis, E., Stafylas, D., Sutcliffe, C., & Ye, X. (2021). Fund strategies, performance and diversification: A stochastic discount factor and portfolio theory approach, British Accounting Review, 53(5), 101000.
Yu, L., Zha, R., Stafylas, D., He, K., & Liu, J. (2020). Dependencies and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models, International Review of Financial Analysis, 68, 101280.
Stafylas, D. & Andrikopoulos, A. (2020). Determinants of hedge fund performance during ‘good’ and ‘bad’ economic periods, Research in International Business & Finance, 52, 101130.
Liu, J., Stafylas, D., Wu, J., Muganhu, C. (2019). Corporate Governance and Business Growth - Evidence from China -in Enhancing Board Effectiveness: Institutional, Regulatory and Financial Perspectives for Developing and Emerging Markets, Routledge Studies in Corporate Finance (Ngwu, F., Osuji, O.K.).
Stafylas, D. & Mari, K. (2018). A conceptual alternative forecasting model for alternative investments, Journal of Prediction Markets, 12, 1-25.
Lucey, B et al. (2018). Future directions in international financial integration research – a crowdsourced perspective, International Review of Financial Analysis, 55, 35-49.
Stafylas, D., Anderson, K., & Uddin, M. (2018). Hedge fund performance attribution under various market conditions, International Review of Financial Analysis, 56, 221-237.
Stafylas, D., Anderson, K., & Uddin, M. (2017). Hedge fund index-engineering methodologies: a comparison and demonstration, Applied Economics, 50, 596-612.
Stafylas, D., Anderson, K., & Uddin, M. (2017). Recent advances in explaining hedge fund returns: implicit factors and exposures, Global Finance Journal, 33, 69-87.
Stafylas, D., Anderson, K., & Uddin, M. (2016). Recent advances in hedge funds’ performance attribution: performance persistence and fundamental factors, International Review of Financial Analysis, 43, 48-61.
Stafylas, D., and Zachou, C. (2008). Educational attainment and women’s labour market participation: a literature survey, research article series (GR), Research Centre for Gender Equality.
Conferences – Presentations:
Athens University of Economics & Business, FEBS conference, 12/2024
Computational Statistics conference, King’s College London, 12/2024
Brunel University, U.K., Guest Speaker, 04/2024
University of Reading - ICMA, U.K., Guest Speaker, 03/2024
Panteion University, Athens, FEBS conference, 12/2023
Cardiff University, U.K., EFMA Conference, 06/2023
University of Sheffield, U.K., BAFA Conference, 04/2023
University of York, U.K, CEGBI/CSWL Conference, 09/2022
University of Plymouth, U.K., Guest speaker-research seminar 06/2022
University of York, U.K., SMIFUK22, Conference, 03/2022
University of Warsaw, Poland, EBES Conference, 01/2022
The American College of Greece, Athens, FEBS, International Conference, 12/2021
Cyprus University of Technology, Cyprus, FMA Conference, 06/2021
University of Malta, Malta, World Finance Conference, 09/2020
Aston University, U.K., Research Seminar Series, 12/2019
University of Economics, Czech Republic, FEBS, International Conference, 06/2019
University of Birmingham, U.K., BAFA Conference, 04/2019
Multinational Finance Society, Hungary, International Conference, 06/2018
University of Rome, Italy, FEBS, International Conference, 06/2018
Aston University, U.K., Research Seminar Series, 04/2018
Bath University, U.K, Guest lecturing-hedging techniques, 04/2018
University of Hull, U.K, Guest speaker-alternative investments, 12/2017
Universitat de València, Spain, INFINITI International Conference, 06/2017
Herriot Watt University, U.K, BAFA Conference, 04/2017
University of Leeds, U.K, White Rose DTC Conference, 07/2016
University of Sussex, U.K, 3rd Young Scholars' Conference, 06/2016
University of Hull, U.K, BAFA Conference, 09/2015
University of York, U.K, CEGBI/CSWL Conference, 07/2015
University of York, U.K, White Rose DTC Conference, 07/2014
University of York, U.K, CEGBI/CSWL Conference, 07/2014
London School of Economics, U.K, BAFA Conference, 04/2014
University of Sheffield, U.K, White Rose DTC Conference, 08/2013
University of York, U.K, CEGBI/CSWL Conference, 06/2013
Academic and Other Activities:
I am working in several papers related to portfolio analysis and performance evaluation. I have been working as ad-hoc referee for conferences and journals (e.g. European Journal of Finance, Journal of International Financial Markets, Institutions & Money, Journal of Financial Econometrics, International Journal of Finance and Economics, International Review of Financial Analysis, North American Journal of Economics and Finance, International Review of Economics & Finance, Research in International Business and Finance, Journal of Time Series Econometrics, Empirical Economics, Economic Modelling, Cogent Economics and Finance.) – chairing and discussant for various conference sessions. Furthermore, I have acted as a competition judge for finance projects.
I have been working in various MSc dissertation supervisions, personal & placement tutoring; also, I participate to the University of York mentoring/coaching scheme; I have been appointed as a PhD examiner; I have a role as an external ethics reviewer (University of Sheffield); Associate Editor at the European Journal of Finance; member of the FEBS Conference Scientific Committee; finally, I was in the Board of Trustees at York Childcare Ltd.
