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 2 2 42
High Frequency Trading and Stock Herding 0 0 0 21 3 4 10 36
Information and the arrival rate of option trading volume 0 0 0 0 1 3 4 14
Non-Standard Errors 0 0 1 27 4 7 27 161
Non-Standard Errors 0 0 2 44 6 12 35 458
Nonstandard errors 0 0 1 12 3 7 28 63
On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects 0 1 1 3 2 5 7 21
Total Working Papers 0 1 5 111 19 40 113 795
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 3 4 6 48
A contingent claims approach to the determinants of the stock-bond return relationship 0 0 0 12 1 2 2 40
A substitution effect between price clustering and size clustering in credit default swaps 0 0 0 5 1 1 3 69
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias 0 0 1 7 3 5 7 39
Asymmetric Post-Announcement Drift to Good and Bad News: Evidence from Voluntary Trading Disclosures in the Chinese Stock Market 0 0 0 7 3 6 7 40
Behavioural finance and cryptocurrencies 1 2 7 19 5 13 29 75
Bid–ask spread and liquidity searching behaviour of informed investors in option markets 0 0 2 9 1 3 6 52
Commonality in equity options liquidity: evidence from European Markets 0 0 0 2 3 5 7 27
Cross-sectional dispersion and expected returns 0 1 3 12 3 8 13 79
Do investors follow the herd in option markets? 0 0 2 10 1 2 7 65
Financial stress and commodity price volatility 1 3 7 16 1 7 20 46
Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence from Indian Market 0 0 0 5 0 2 4 47
Information and the arrival rate of option trading volume 0 0 0 4 1 2 3 23
Intraday herding on a cross-border exchange 0 0 1 8 1 5 8 103
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities 0 0 0 0 0 1 3 23
LGBTQ and finance 0 1 2 3 4 11 16 30
Multichannel contagion and systemic stabilisation strategies in interconnected financial markets 0 0 0 9 1 1 3 27
Nonstandard Errors 1 3 16 42 5 18 65 156
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 2 5 121
Option‐implied information and stock herding 0 0 0 2 2 3 4 23
Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level 0 0 0 0 0 5 6 95
Price clustering and underpricing in the IPO aftermarket 0 0 0 29 0 3 7 193
Return reversals and the compass rose: insights from high frequency options data 0 0 0 13 2 4 6 94
The Impact of a Premium‐Based Tick Size on Equity Option Liquidity 0 0 0 1 1 3 3 25
The intraday determination of liquidity in the NYSE LIFFE equity option markets 0 0 0 4 1 1 3 22
The road to economic recovery: Pandemics and innovation 0 0 1 11 1 4 7 46
Trade size clustering and the cost of trading at the London Stock Exchange 0 0 1 11 0 1 5 79
Vice-chancellor narcissism and university performance 0 0 0 0 0 10 17 22
What do we know about individual equity options? 0 0 0 9 4 19 23 147
Total Journal Articles 3 10 43 276 49 151 295 1,856

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Statistics updated 2026-01-09