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 2 4 0 0 8 24
Total Working Papers 0 0 2 4 0 0 8 24


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 0 1 1 3 3
A substitution effect between price clustering and size clustering in credit default swaps 0 0 1 5 1 1 12 48
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias 0 1 1 5 0 3 9 23
Asymmetric Post-Announcement Drift to Good and Bad News: Evidence from Voluntary Trading Disclosures in the Chinese Stock Market 0 0 1 6 0 0 7 22
Bid–ask spread and liquidity searching behaviour of informed investors in option markets 0 0 1 5 1 1 16 32
Commonality in equity options liquidity: evidence from European Markets 0 0 1 2 0 0 4 11
Cross-sectional dispersion and expected returns 0 0 3 7 0 3 20 31
Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence from Indian Market 0 0 0 4 0 0 7 24
Intraday herding on a cross-border exchange 0 1 2 4 0 5 21 66
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities 0 0 0 0 0 0 5 9
Multichannel contagion and systemic stabilisation strategies in interconnected financial markets 0 0 0 8 0 0 4 19
One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations 0 1 3 9 2 4 22 46
Option‐implied information and stock herding 0 1 1 1 0 2 5 5
Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level 0 0 0 0 0 0 5 78
Price clustering and underpricing in the IPO aftermarket 0 0 0 29 0 0 8 174
Return reversals and the compass rose: insights from high frequency options data 0 0 0 12 0 0 5 83
The Impact of a Premium‐Based Tick Size on Equity Option Liquidity 0 0 0 1 0 2 5 16
The intraday determination of liquidity in the NYSE LIFFE equity option markets 0 0 1 2 0 1 6 12
Trade size clustering and the cost of trading at the London Stock Exchange 0 0 0 8 1 1 7 57
What do we know about individual equity options? 0 0 1 1 1 4 11 11
Total Journal Articles 0 4 16 109 7 28 182 770


Statistics updated 2020-08-05