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 5 40
High Frequency Trading and Stock Herding 0 0 7 21 1 2 16 29
Information and the arrival rate of option trading volume 0 0 0 0 0 0 3 11
Non-Standard Errors 0 2 3 44 0 6 46 438
Non-Standard Errors 0 0 3 27 2 4 30 147
Nonstandard errors 0 0 8 11 1 2 40 45
On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects 0 0 0 2 0 0 8 15
Total Working Papers 0 2 21 109 4 14 148 725
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 0 2 42
A contingent claims approach to the determinants of the stock-bond return relationship 0 0 0 12 0 0 2 38
A substitution effect between price clustering and size clustering in credit default swaps 0 0 0 5 0 1 3 67
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias 0 0 0 6 0 0 2 33
Asymmetric Post-Announcement Drift to Good and Bad News: Evidence from Voluntary Trading Disclosures in the Chinese Stock Market 0 0 0 7 0 0 1 33
Behavioural finance and cryptocurrencies 0 0 6 13 1 3 25 52
Bid–ask spread and liquidity searching behaviour of informed investors in option markets 1 1 2 9 1 1 5 48
Commonality in equity options liquidity: evidence from European Markets 0 0 0 2 1 2 4 22
Cross-sectional dispersion and expected returns 0 0 1 10 0 0 5 69
Do investors follow the herd in option markets? 0 0 1 9 0 2 8 62
Financial stress and commodity price volatility 0 1 5 11 0 3 17 34
Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence from Indian Market 0 0 0 5 0 1 1 44
Information and the arrival rate of option trading volume 0 0 0 4 0 0 3 20
Intraday herding on a cross-border exchange 0 0 1 8 0 0 5 96
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities 0 0 0 0 0 0 1 20
LGBTQ and finance 0 0 0 1 0 3 5 17
Multichannel contagion and systemic stabilisation strategies in interconnected financial markets 0 0 0 9 0 1 2 25
Nonstandard Errors 1 6 33 37 5 17 118 123
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 5 117
Option‐implied information and stock herding 0 0 0 2 0 0 1 19
Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level 0 0 0 0 0 0 1 89
Price clustering and underpricing in the IPO aftermarket 0 0 0 29 1 3 5 190
Return reversals and the compass rose: insights from high frequency options data 0 0 0 13 0 0 1 88
The Impact of a Premium‐Based Tick Size on Equity Option Liquidity 0 0 0 1 0 0 2 22
The intraday determination of liquidity in the NYSE LIFFE equity option markets 0 0 1 4 0 0 2 19
The road to economic recovery: Pandemics and innovation 1 1 2 11 1 1 4 41
Trade size clustering and the cost of trading at the London Stock Exchange 1 1 1 11 1 2 5 77
Vice-chancellor narcissism and university performance 0 0 0 0 0 2 5 8
What do we know about individual equity options? 0 0 0 9 0 0 3 125
Total Journal Articles 4 10 53 254 11 43 243 1,640

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Statistics updated 2025-06-06