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 2 3 8 32
Information and the arrival rate of option trading volume 0 0 0 0 0 0 3 11
Non-Standard Errors 0 0 1 27 2 4 30 154
Non-Standard Errors 0 0 2 44 2 6 34 446
Nonstandard errors 1 1 2 12 4 9 28 56
On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects 0 0 0 2 0 1 4 16
Total Working Papers 1 1 6 110 10 23 108 755
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 4 68
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias 0 1 1 7 0 1 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 4 6 17 4 10 22 62
Bid–ask spread and liquidity searching behaviour of informed investors in option markets 0 0 2 9 0 1 5 49
Commonality in equity options liquidity: evidence from European Markets 0 0 0 2 0 0 3 22
Cross-sectional dispersion and expected returns 0 0 2 11 0 1 7 71
Do investors follow the herd in option markets? 0 1 2 10 0 1 7 63
Financial stress and commodity price volatility 0 1 6 13 1 3 20 39
Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence from Indian Market 0 0 0 5 1 1 2 45
Information and the arrival rate of option trading volume 0 0 0 4 0 0 3 21
Intraday herding on a cross-border exchange 0 0 1 8 1 2 5 98
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities 0 0 0 0 1 2 3 22
LGBTQ and finance 1 1 1 2 2 2 6 19
Multichannel contagion and systemic stabilisation strategies in interconnected financial markets 0 0 0 9 0 1 3 26
Nonstandard Errors 1 1 23 39 4 11 88 138
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 2 5 119
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 0 1 1 90
Price clustering and underpricing in the IPO aftermarket 0 0 0 29 0 0 5 190
Return reversals and the compass rose: insights from high frequency options data 0 0 0 13 0 2 3 90
The Impact of a Premium‐Based Tick Size on Equity Option Liquidity 0 0 0 1 0 0 1 22
The intraday determination of liquidity in the NYSE LIFFE equity option markets 0 0 0 4 0 2 3 21
The road to economic recovery: Pandemics and innovation 0 0 2 11 0 1 5 42
Trade size clustering and the cost of trading at the London Stock Exchange 0 0 1 11 1 1 6 78
Vice-chancellor narcissism and university performance 0 0 0 0 2 4 8 12
What do we know about individual equity options? 0 0 0 9 2 2 6 128
Total Journal Articles 3 9 47 266 19 55 231 1,705

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Statistics updated 2025-10-06