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 1 40
High Frequency Trading and Stock Herding 0 0 1 21 0 2 8 32
Information and the arrival rate of option trading volume 0 0 0 0 2 2 4 13
Non-Standard Errors 0 0 2 44 0 6 31 446
Non-Standard Errors 0 0 1 27 1 4 29 155
Nonstandard errors 0 1 2 12 1 6 28 57
On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects 0 0 0 2 1 2 4 17
Total Working Papers 0 1 6 110 5 22 105 760
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 2 3 44
A contingent claims approach to the determinants of the stock-bond return relationship 0 0 0 12 0 0 0 38
A substitution effect between price clustering and size clustering in credit default swaps 0 0 0 5 0 1 3 68
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias 0 0 1 7 0 0 3 34
Asymmetric Post-Announcement Drift to Good and Bad News: Evidence from Voluntary Trading Disclosures in the Chinese Stock Market 0 0 0 7 0 1 2 34
Behavioural finance and cryptocurrencies 1 3 7 18 5 11 26 67
Bid–ask spread and liquidity searching behaviour of informed investors in option markets 0 0 2 9 1 2 6 50
Commonality in equity options liquidity: evidence from European Markets 0 0 0 2 1 1 4 23
Cross-sectional dispersion and expected returns 0 0 2 11 2 2 8 73
Do investors follow the herd in option markets? 0 1 2 10 0 1 6 63
Financial stress and commodity price volatility 1 1 7 14 5 7 24 44
Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence from Indian Market 0 0 0 5 2 3 4 47
Information and the arrival rate of option trading volume 0 0 0 4 1 1 3 22
Intraday herding on a cross-border exchange 0 0 1 8 2 4 7 100
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities 0 0 0 0 0 1 3 22
LGBTQ and finance 1 2 2 3 4 6 10 23
Multichannel contagion and systemic stabilisation strategies in interconnected financial markets 0 0 0 9 0 1 3 26
Nonstandard Errors 2 3 20 41 10 16 76 148
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 0 1 4 119
Option‐implied information and stock herding 0 0 0 2 0 0 2 20
Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level 0 0 0 0 4 5 5 94
Price clustering and underpricing in the IPO aftermarket 0 0 0 29 1 1 6 191
Return reversals and the compass rose: insights from high frequency options data 0 0 0 13 1 2 4 91
The Impact of a Premium‐Based Tick Size on Equity Option Liquidity 0 0 0 1 1 1 2 23
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 1 2 6 43
Trade size clustering and the cost of trading at the London Stock Exchange 0 0 1 11 0 1 6 78
Vice-chancellor narcissism and university performance 0 0 0 0 5 9 13 17
What do we know about individual equity options? 0 0 0 9 9 11 14 137
Total Journal Articles 5 10 47 271 55 93 256 1,760

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Statistics updated 2025-11-08