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 4 15 45
Information and the arrival rate of option trading volume 0 0 0 0 0 0 8 19
Non-Standard Errors 1 1 1 45 1 4 41 485
Non-Standard Errors 1 1 1 28 2 5 21 173
Nonstandard errors 1 1 2 13 2 5 32 84
On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects 0 0 1 3 0 0 7 23
Total Working Papers 3 3 5 114 6 18 131 876
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 8 52
A contingent claims approach to the determinants of the stock-bond return relationship 0 0 0 12 0 0 8 46
A substitution effect between price clustering and size clustering in credit default swaps 0 0 0 5 0 0 9 77
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias 0 0 0 7 0 1 9 43
Asymmetric Post-Announcement Drift to Good and Bad News: Evidence from Voluntary Trading Disclosures in the Chinese Stock Market 0 0 0 7 0 0 23 57
Behavioural finance and cryptocurrencies 0 0 10 26 0 5 50 108
Bid–ask spread and liquidity searching behaviour of informed investors in option markets 0 0 1 10 0 1 14 63
Commonality in equity options liquidity: evidence from European Markets 0 0 0 2 0 0 11 33
Cross-sectional dispersion and expected returns 0 0 2 13 1 3 53 124
Do investors follow the herd in option markets? 0 0 0 10 0 0 10 73
Financial stress and commodity price volatility 0 2 7 20 0 4 30 68
Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence from Indian Market 0 0 0 5 0 0 11 55
Information and the arrival rate of option trading volume 0 0 0 4 0 0 8 29
Intraday herding on a cross-border exchange 0 0 0 8 0 2 22 119
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities 0 0 0 0 0 1 8 29
LGBTQ and finance 0 0 4 5 1 2 34 51
Multichannel contagion and systemic stabilisation strategies in interconnected financial markets 0 0 0 9 1 2 6 32
Nonstandard Errors 0 2 8 46 6 15 57 191
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 1 1 13 132
Option‐implied information and stock herding 0 0 0 2 5 6 15 35
Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level 0 0 0 0 0 1 10 100
Price clustering and underpricing in the IPO aftermarket 0 0 0 29 1 1 14 204
Return reversals and the compass rose: insights from high frequency options data 0 0 0 13 0 0 9 99
The Impact of a Premium‐Based Tick Size on Equity Option Liquidity 0 0 0 1 0 0 7 29
The intraday determination of liquidity in the NYSE LIFFE equity option markets 0 0 0 4 1 2 8 29
The road to economic recovery: Pandemics and innovation 0 1 1 12 0 1 11 53
Trade size clustering and the cost of trading at the London Stock Exchange 0 0 0 11 0 0 8 85
Vice-chancellor narcissism and university performance 1 1 1 1 4 6 28 38
What do we know about individual equity options? 0 0 1 10 0 0 35 161
Total Journal Articles 1 6 35 298 21 54 529 2,215

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Statistics updated 2026-09-10