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 0 1 12 41
Information and the arrival rate of option trading volume 0 0 0 0 1 2 8 19
Non-Standard Errors 0 0 0 27 0 5 21 168
Non-Standard Errors 0 0 0 44 5 11 43 481
Nonstandard errors 0 0 1 12 0 8 34 79
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 6 29 133 858
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 1 10 52
A contingent claims approach to the determinants of the stock-bond return relationship 0 0 0 12 1 3 8 46
A substitution effect between price clustering and size clustering in credit default swaps 0 0 0 5 0 3 10 77
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias 0 0 1 7 0 2 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 1 8 24 57
Behavioural finance and cryptocurrencies 0 3 13 26 1 11 51 103
Bid–ask spread and liquidity searching behaviour of informed investors in option markets 0 0 1 10 1 5 14 62
Commonality in equity options liquidity: evidence from European Markets 0 0 0 2 0 4 11 33
Cross-sectional dispersion and expected returns 0 1 3 13 2 18 52 121
Do investors follow the herd in option markets? 0 0 1 10 1 5 11 73
Financial stress and commodity price volatility 1 1 7 18 2 8 30 64
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 1 2 9 29
Intraday herding on a cross-border exchange 0 0 0 8 0 7 21 117
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities 0 0 0 0 0 2 8 28
LGBTQ and finance 0 1 4 5 0 8 32 49
Multichannel contagion and systemic stabilisation strategies in interconnected financial markets 0 0 0 9 1 2 5 30
Nonstandard Errors 0 2 7 44 0 9 53 176
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 9 14 131
Option‐implied information and stock herding 0 0 0 2 0 3 10 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 1 4 13 203
Return reversals and the compass rose: insights from high frequency options data 0 0 0 13 1 3 11 99
The Impact of a Premium‐Based Tick Size on Equity Option Liquidity 0 0 0 1 0 3 7 29
The intraday determination of liquidity in the NYSE LIFFE equity option markets 0 0 0 4 0 3 8 27
The road to economic recovery: Pandemics and innovation 0 0 0 11 0 3 11 52
Trade size clustering and the cost of trading at the London Stock Exchange 0 0 0 11 0 2 8 85
Vice-chancellor narcissism and university performance 0 0 0 0 2 5 24 32
What do we know about individual equity options? 0 0 1 10 0 2 36 161
Total Journal Articles 1 8 38 292 16 138 521 2,161

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Statistics updated 2026-06-04