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 2 21 0 1 9 30
Information and the arrival rate of option trading volume 0 0 0 0 0 0 3 11
Non-Standard Errors 0 0 3 44 4 6 36 444
Non-Standard Errors 0 0 1 27 1 5 29 152
Nonstandard errors 0 0 3 11 1 7 31 52
On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects 0 0 0 2 1 1 4 16
Total Working Papers 0 0 9 109 7 20 113 745
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 2 2 4 44
A contingent claims approach to the determinants of the stock-bond return relationship 0 0 0 12 0 0 1 38
A substitution effect between price clustering and size clustering in credit default swaps 0 0 0 5 1 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 1 1 2 34
Behavioural finance and cryptocurrencies 1 3 5 16 2 6 19 58
Bid–ask spread and liquidity searching behaviour of informed investors in option markets 0 0 2 9 1 1 6 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 1 2 11 0 2 7 71
Do investors follow the herd in option markets? 1 1 2 10 1 1 7 63
Financial stress and commodity price volatility 0 2 6 13 1 4 19 38
Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence from Indian Market 0 0 0 5 0 0 1 44
Information and the arrival rate of option trading volume 0 0 0 4 0 1 4 21
Intraday herding on a cross-border exchange 0 0 1 8 1 1 4 97
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities 0 0 0 0 0 1 2 21
LGBTQ and finance 0 0 0 1 0 0 5 17
Multichannel contagion and systemic stabilisation strategies in interconnected financial markets 0 0 0 9 1 1 3 26
Nonstandard Errors 0 1 22 38 2 11 94 134
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 2 5 119
Option‐implied information and stock herding 0 0 0 2 0 1 2 20
Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level 0 0 0 0 1 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 1 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 1 1 5 42
Trade size clustering and the cost of trading at the London Stock Exchange 0 0 1 11 0 0 5 77
Vice-chancellor narcissism and university performance 0 0 0 0 2 2 7 10
What do we know about individual equity options? 0 0 0 9 0 1 4 126
Total Journal Articles 2 9 44 263 19 46 229 1,686

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Statistics updated 2025-09-05