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 0 33
Information and the arrival rate of option trading volume 0 0 0 0 0 2 3 5
Non-Standard Errors 0 0 4 41 5 26 118 370
Non-Standard Errors 1 4 14 39 6 30 130 299
On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects 0 0 0 2 0 0 1 6
Total Working Papers 1 4 18 86 11 58 252 713

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 1 1 2 8 1 1 4 34
A contingent claims approach to the determinants of the stock-bond return relationship 0 0 0 12 1 1 2 36
A substitution effect between price clustering and size clustering in credit default swaps 0 0 0 5 0 0 0 63
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias 0 0 0 5 0 0 1 28
Asymmetric Post-Announcement Drift to Good and Bad News: Evidence from Voluntary Trading Disclosures in the Chinese Stock Market 0 0 1 7 0 0 2 31
Behavioural finance and cryptocurrencies 0 1 1 1 2 6 11 11
Bid–ask spread and liquidity searching behaviour of informed investors in option markets 0 0 0 6 0 0 1 41
Commonality in equity options liquidity: evidence from European Markets 0 0 0 2 0 0 1 17
Cross-sectional dispersion and expected returns 0 0 0 9 0 0 4 64
Do investors follow the herd in option markets? 0 0 0 8 2 2 6 51
Financial stress and commodity price volatility 0 2 2 2 1 6 6 6
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 1 1 4 4 1 3 10 13
Intraday herding on a cross-border exchange 0 0 2 7 0 1 3 85
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities 0 0 0 0 0 0 0 18
LGBTQ and finance 0 0 1 1 1 2 6 6
Multichannel contagion and systemic stabilisation strategies in interconnected financial markets 0 0 0 9 0 0 0 22
One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations 0 0 0 12 0 2 20 106
Option‐implied information and stock herding 0 0 0 2 0 0 1 18
Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level 0 0 0 0 0 0 0 87
Price clustering and underpricing in the IPO aftermarket 0 0 0 29 0 0 1 185
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 0 0 0 20
The intraday determination of liquidity in the NYSE LIFFE equity option markets 0 1 1 3 0 1 1 17
The road to economic recovery: Pandemics and innovation 2 2 3 9 2 2 6 33
Trade size clustering and the cost of trading at the London Stock Exchange 0 0 0 10 0 1 1 71
What do we know about individual equity options? 0 0 2 9 0 0 65 121
Total Journal Articles 4 8 19 179 11 28 152 1,314

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Statistics updated 2023-12-04