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 2 2 3 42
High Frequency Trading and Stock Herding 0 0 1 21 1 3 8 33
Information and the arrival rate of option trading volume 0 0 0 0 0 2 4 13
Non-Standard Errors 0 0 1 27 2 5 30 157
Non-Standard Errors 0 0 2 44 6 8 32 452
Nonstandard errors 0 1 2 12 3 8 28 60
On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects 1 1 1 3 2 3 6 19
Total Working Papers 1 2 7 111 16 31 111 776
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 1 1 4 45
A contingent claims approach to the determinants of the stock-bond return relationship 0 0 0 12 1 1 1 39
A substitution effect between price clustering and size clustering in credit default swaps 0 0 0 5 0 0 3 68
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias 0 0 1 7 2 2 5 36
Asymmetric Post-Announcement Drift to Good and Bad News: Evidence from Voluntary Trading Disclosures in the Chinese Stock Market 0 0 0 7 3 3 5 37
Behavioural finance and cryptocurrencies 0 2 6 18 3 12 25 70
Bid–ask spread and liquidity searching behaviour of informed investors in option markets 0 0 2 9 1 2 6 51
Commonality in equity options liquidity: evidence from European Markets 0 0 0 2 1 2 5 24
Cross-sectional dispersion and expected returns 1 1 3 12 3 5 11 76
Do investors follow the herd in option markets? 0 0 2 10 1 1 7 64
Financial stress and commodity price volatility 1 2 8 15 1 7 23 45
Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence from Indian Market 0 0 0 5 0 3 4 47
Information and the arrival rate of option trading volume 0 0 0 4 0 1 3 22
Intraday herding on a cross-border exchange 0 0 1 8 2 5 9 102
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities 0 0 0 0 1 2 4 23
LGBTQ and finance 0 2 2 3 3 9 13 26
Multichannel contagion and systemic stabilisation strategies in interconnected financial markets 0 0 0 9 0 0 3 26
Nonstandard Errors 0 3 17 41 3 17 69 151
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 5 120
Option‐implied information and stock herding 0 0 0 2 1 1 2 21
Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level 0 0 0 0 1 5 6 95
Price clustering and underpricing in the IPO aftermarket 0 0 0 29 2 3 8 193
Return reversals and the compass rose: insights from high frequency options data 0 0 0 13 1 2 5 92
The Impact of a Premium‐Based Tick Size on Equity Option Liquidity 0 0 0 1 1 2 3 24
The intraday determination of liquidity in the NYSE LIFFE equity option markets 0 0 0 4 0 0 3 21
The road to economic recovery: Pandemics and innovation 0 0 2 11 2 3 8 45
Trade size clustering and the cost of trading at the London Stock Exchange 0 0 1 11 1 2 7 79
Vice-chancellor narcissism and university performance 0 0 0 0 5 12 18 22
What do we know about individual equity options? 0 0 0 9 6 17 20 143
Total Journal Articles 2 10 45 273 47 121 285 1,807

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Statistics updated 2025-12-06