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 4 6 39
Information and the arrival rate of option trading volume 0 0 0 0 0 0 5 8
Non-Standard Errors 0 0 0 41 5 16 64 408
On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects 0 0 0 2 0 5 6 12
Total Working Papers 0 0 0 47 5 25 81 467
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 5 12 0 0 7 40
A contingent claims approach to the determinants of the stock-bond return relationship 0 0 0 12 0 1 2 37
A substitution effect between price clustering and size clustering in credit default swaps 0 0 0 5 0 0 1 64
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias 0 0 1 6 0 0 3 31
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 1 32
Behavioural finance and cryptocurrencies 1 4 11 11 3 12 34 39
Bid–ask spread and liquidity searching behaviour of informed investors in option markets 0 0 1 7 0 0 2 43
Commonality in equity options liquidity: evidence from European Markets 0 0 0 2 1 1 2 19
Cross-sectional dispersion and expected returns 0 0 0 9 0 0 0 64
Do investors follow the herd in option markets? 0 0 0 8 1 2 7 56
Financial stress and commodity price volatility 1 1 7 7 2 2 19 19
Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence from Indian Market 0 0 0 5 0 0 0 43
Information and the arrival rate of option trading volume 0 0 1 4 0 0 7 17
Intraday herding on a cross-border exchange 0 0 0 7 1 2 9 93
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities 0 0 0 0 0 0 1 19
LGBTQ and finance 0 0 0 1 0 0 8 12
Multichannel contagion and systemic stabilisation strategies in interconnected financial markets 0 0 0 9 0 0 1 23
One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations 0 0 2 14 0 2 10 114
Option‐implied information and stock herding 0 0 0 2 0 0 0 18
Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level 0 0 0 0 0 1 2 89
Price clustering and underpricing in the IPO aftermarket 0 0 0 29 0 0 0 185
Return reversals and the compass rose: insights from high frequency options data 0 0 0 13 0 0 0 87
The Impact of a Premium‐Based Tick Size on Equity Option Liquidity 0 0 0 1 1 1 1 21
The intraday determination of liquidity in the NYSE LIFFE equity option markets 0 1 2 4 0 1 2 18
The road to economic recovery: Pandemics and innovation 0 0 2 9 0 0 6 37
Trade size clustering and the cost of trading at the London Stock Exchange 0 0 0 10 0 0 2 72
What do we know about individual equity options? 0 0 0 9 0 0 1 122
Total Journal Articles 2 6 32 203 9 25 128 1,414

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Statistics updated 2024-09-04