EconPapers: Thanos Verousis
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Details about Thanos Verousis
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Vlerick Business School
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more information at EDIRC
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Last updated 2024-10-09. Update your information in the
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Short-id: pve95
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Journal Articles
Working Papers
2024
High Frequency Trading and Stock Herding
Essex Finance Centre Working Papers, University of Essex, Essex Business School
Nonstandard errors
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
View citations
(4)
Also in
Working Papers, Faculty of Economics and Statistics, Universität Innsbruck
(2021)
View citations
(6)
Working Papers, Lund University, Department of Economics
(2021)
See also
Journal Article
Nonstandard Errors
, Journal of Finance, American Finance Association (2024)
View citations
(4) (2024)
2022
Information and the arrival rate of option trading volume
Post-Print, HAL
View citations
(1)
See also
Journal Article
Information and the arrival rate of option trading volume
, Journal of Futures Markets, John Wiley & Sons, Ltd. (2022)
View citations
(1) (2022)
2021
On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects
MPRA Paper, University Library of Munich, Germany
2015
Asymmetric post-announcement drift to good and bad news: evidence from voluntary trading disclosures in the Chinese stock market
Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre
See also
Journal Article
Asymmetric Post-Announcement Drift to Good and Bad News: Evidence from Voluntary Trading Disclosures in the Chinese Stock Market
, International Journal of the Economics of Business, Taylor & Francis Journals (2016)
(2016)
Journal Articles
2024
Nonstandard Errors
Journal of Finance
, 2024,
79
, (3), 2339-2390
View citations
(4)
See also
Working Paper
Nonstandard errors
LSE Research Online Documents on Economics
(2024)
View citations
(4) (2024)
Vice-chancellor narcissism and university performance
Research Policy
, 2024,
53
, (1)
View citations
(2)
2023
Financial stress and commodity price volatility
Energy Economics
, 2023,
125
, (C)
View citations
(9)
LGBTQ and finance
International Review of Financial Analysis
, 2023,
86
, (C)
2022
Behavioural finance and cryptocurrencies
Review of Behavioral Finance
, 2022,
14
, (4), 545-562
View citations
(8)
Information and the arrival rate of option trading volume
Journal of Futures Markets
, 2022,
42
, (4), 605-644
View citations
(1)
See also
Working Paper
Information and the arrival rate of option trading volume
Post-Print
(2022)
View citations
(1) (2022)
2021
The road to economic recovery: Pandemics and innovation
International Review of Financial Analysis
, 2021,
75
, (C)
View citations
(2)
2020
A conditional fuzzy inference approach in forecasting
European Journal of Operational Research
, 2020,
283
, (1), 196-216
View citations
(2)
Do investors follow the herd in option markets?
Journal of Banking & Finance
, 2020,
119
, (C)
View citations
(10)
What do we know about individual equity options?
Journal of Futures Markets
, 2020,
40
, (1), 67-91
View citations
(5)
2019
Option‐implied information and stock herding
International Journal of Finance & Economics
, 2019,
24
, (4), 1429-1442
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(7)
2018
A contingent claims approach to the determinants of the stock-bond return relationship
International Journal of Banking, Accounting and Finance
, 2018,
, (1), 1-18
Bid–ask spread and liquidity searching behaviour of informed investors in option markets
Finance Research Letters
, 2018,
25
, (C), 96-102
View citations
(3)
Cross-sectional dispersion and expected returns
Quantitative Finance
, 2018,
18
, (5), 813-826
View citations
(7)
One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations
Review of Quantitative Finance and Accounting
, 2018,
50
, (2), 353-392
View citations
(10)
2017
Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence from Indian Market
Journal of Emerging Market Finance
, 2017,
16
, (2), 169-187
View citations
(1)
Intraday herding on a cross-border exchange
International Review of Financial Analysis
, 2017,
53
, (C), 25-36
View citations
(15)
Multichannel contagion and systemic stabilisation strategies in interconnected financial markets
Quantitative Finance
, 2017,
17
, (12), 1885-1904
2016
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias
Journal of Forecasting
, 2016,
35
, (1), 1-12
View citations
(6)
Asymmetric Post-Announcement Drift to Good and Bad News: Evidence from Voluntary Trading Disclosures in the Chinese Stock Market
International Journal of the Economics of Business
, 2016,
23
, (2), 183-198
See also
Working Paper
Asymmetric post-announcement drift to good and bad news: evidence from voluntary trading disclosures in the Chinese stock market
Greenwich Papers in Political Economy
(2015)
(2015)
Commonality in equity options liquidity: evidence from European Markets
The European Journal of Finance
, 2016,
22
, (12), 1204-1223
View citations
(3)
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities
Quantitative Finance
, 2016,
16
, (12), 1901-1915
View citations
(6)
The Impact of a Premium‐Based Tick Size on Equity Option Liquidity
Journal of Futures Markets
, 2016,
36
, (4), 397-417
View citations
(3)
The intraday determination of liquidity in the NYSE LIFFE equity option markets
The European Journal of Finance
, 2016,
22
, (12), 1164-1188
View citations
(2)
2013
A substitution effect between price clustering and size clustering in credit default swaps
Journal of International Financial Markets, Institutions and Money
, 2013,
24
, (C), 139-152
View citations
(8)
Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level
Journal of Futures Markets
, 2013,
33
, (1), 55-76
View citations
(4)
Trade size clustering and the cost of trading at the London Stock Exchange
International Review of Financial Analysis
, 2013,
27
, (C), 91-102
View citations
(8)
2011
Return reversals and the compass rose: insights from high frequency options data
The European Journal of Finance
, 2011,
17
, (9-10), 883-896
2010
Price clustering and underpricing in the IPO aftermarket
International Review of Financial Analysis
, 2010,
19
, (2), 89-97
View citations
(8)
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