Access Statistics for Thanos Verousis

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric post-announcement drift to good and bad news: evidence from voluntary trading disclosures in the Chinese stock market 0 0 0 4 0 0 7 47
High Frequency Trading and Stock Herding 0 0 0 21 1 1 13 42
Information and the arrival rate of option trading volume 0 0 0 0 0 1 8 19
Non-Standard Errors 0 0 0 27 3 5 21 171
Non-Standard Errors 0 0 0 44 2 12 43 483
Nonstandard errors 0 0 1 12 2 5 34 81
On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects 0 0 1 3 0 2 8 23
Total Working Papers 0 0 2 111 8 26 134 866
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A conditional fuzzy inference approach in forecasting 0 0 0 12 0 0 10 52
A contingent claims approach to the determinants of the stock-bond return relationship 0 0 0 12 0 3 8 46
A substitution effect between price clustering and size clustering in credit default swaps 0 0 0 5 0 2 10 77
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias 0 0 1 7 0 1 9 42
Asymmetric Post-Announcement Drift to Good and Bad News: Evidence from Voluntary Trading Disclosures in the Chinese Stock Market 0 0 0 7 0 7 24 57
Behavioural finance and cryptocurrencies 0 1 13 26 3 8 54 106
Bid–ask spread and liquidity searching behaviour of informed investors in option markets 0 0 1 10 1 4 15 63
Commonality in equity options liquidity: evidence from European Markets 0 0 0 2 0 3 11 33
Cross-sectional dispersion and expected returns 0 0 2 13 1 5 52 122
Do investors follow the herd in option markets? 0 0 1 10 0 3 11 73
Financial stress and commodity price volatility 1 2 7 19 2 8 30 66
Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence from Indian Market 0 0 0 5 0 2 11 55
Information and the arrival rate of option trading volume 0 0 0 4 0 1 8 29
Intraday herding on a cross-border exchange 0 0 0 8 0 5 21 117
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities 0 0 0 0 1 3 9 29
LGBTQ and finance 0 0 4 5 1 7 33 50
Multichannel contagion and systemic stabilisation strategies in interconnected financial markets 0 0 0 9 0 2 5 30
Nonstandard Errors 1 1 7 45 4 8 53 180
One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations 0 0 0 14 0 8 14 131
Option‐implied information and stock herding 0 0 0 2 0 3 9 29
Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level 0 0 0 0 0 1 10 99
Price clustering and underpricing in the IPO aftermarket 0 0 0 29 0 4 13 203
Return reversals and the compass rose: insights from high frequency options data 0 0 0 13 0 3 11 99
The Impact of a Premium‐Based Tick Size on Equity Option Liquidity 0 0 0 1 0 2 7 29
The intraday determination of liquidity in the NYSE LIFFE equity option markets 0 0 0 4 0 2 8 27
The road to economic recovery: Pandemics and innovation 1 1 1 12 1 3 12 53
Trade size clustering and the cost of trading at the London Stock Exchange 0 0 0 11 0 1 8 85
Vice-chancellor narcissism and university performance 0 0 0 0 1 4 25 33
What do we know about individual equity options? 0 0 1 10 0 2 35 161
Total Journal Articles 3 5 38 295 15 105 526 2,176

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Statistics updated 2026-07-10