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 4 6 6 46
High Frequency Trading and Stock Herding 0 0 0 21 2 6 11 38
Information and the arrival rate of option trading volume 0 0 0 0 3 4 7 17
Non-Standard Errors 0 0 2 44 8 20 40 466
Non-Standard Errors 0 0 0 27 2 8 24 163
Nonstandard errors 0 0 1 12 6 12 30 69
On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects 0 1 1 3 0 4 7 21
Total Working Papers 0 1 4 111 25 60 125 820
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 2 6 8 50
A contingent claims approach to the determinants of the stock-bond return relationship 0 0 0 12 2 4 4 42
A substitution effect between price clustering and size clustering in credit default swaps 0 0 0 5 5 6 8 74
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias 0 0 1 7 1 6 8 40
Asymmetric Post-Announcement Drift to Good and Bad News: Evidence from Voluntary Trading Disclosures in the Chinese Stock Market 0 0 0 7 7 13 14 47
Behavioural finance and cryptocurrencies 2 3 9 21 8 16 37 83
Bid–ask spread and liquidity searching behaviour of informed investors in option markets 0 0 1 9 3 5 8 55
Commonality in equity options liquidity: evidence from European Markets 0 0 0 2 2 6 9 29
Cross-sectional dispersion and expected returns 0 1 3 12 6 12 18 85
Do investors follow the herd in option markets? 0 0 2 10 2 4 8 67
Financial stress and commodity price volatility 1 3 8 17 8 10 24 54
Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence from Indian Market 0 0 0 5 6 6 10 53
Information and the arrival rate of option trading volume 0 0 0 4 4 5 7 27
Intraday herding on a cross-border exchange 0 0 0 8 6 9 13 109
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities 0 0 0 0 3 4 6 26
LGBTQ and finance 0 0 2 3 9 16 25 39
Multichannel contagion and systemic stabilisation strategies in interconnected financial markets 0 0 0 9 1 2 4 28
Nonstandard Errors 0 1 13 42 5 13 63 161
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 3 6 122
Option‐implied information and stock herding 0 0 0 2 2 5 6 25
Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level 0 0 0 0 3 4 9 98
Price clustering and underpricing in the IPO aftermarket 0 0 0 29 4 6 11 197
Return reversals and the compass rose: insights from high frequency options data 0 0 0 13 0 3 6 94
The Impact of a Premium‐Based Tick Size on Equity Option Liquidity 0 0 0 1 1 3 4 26
The intraday determination of liquidity in the NYSE LIFFE equity option markets 0 0 0 4 2 3 5 24
The road to economic recovery: Pandemics and innovation 0 0 1 11 3 6 9 49
Trade size clustering and the cost of trading at the London Stock Exchange 0 0 1 11 4 5 9 83
Vice-chancellor narcissism and university performance 0 0 0 0 5 10 22 27
What do we know about individual equity options? 1 1 1 10 2 12 24 149
Total Journal Articles 4 9 42 280 107 203 385 1,963

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Statistics updated 2026-02-12