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 1 1 8 48
High Frequency Trading and Stock Herding 0 0 0 21 0 3 13 45
Information and the arrival rate of option trading volume 0 0 0 0 0 0 8 19
Non-Standard Errors 0 1 1 28 0 2 19 173
Non-Standard Errors 0 1 1 45 0 2 39 485
Nonstandard errors 0 1 1 13 0 3 28 84
On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects 0 0 1 3 0 0 7 23
Total Working Papers 0 3 4 114 1 11 122 877
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 1 1 9 53
A contingent claims approach to the determinants of the stock-bond return relationship 0 0 0 12 0 0 8 46
A substitution effect between price clustering and size clustering in credit default swaps 0 0 0 5 0 0 9 77
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias 0 0 0 7 1 2 10 44
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 23 57
Behavioural finance and cryptocurrencies 0 0 9 26 2 4 48 110
Bid–ask spread and liquidity searching behaviour of informed investors in option markets 0 0 1 10 1 1 15 64
Commonality in equity options liquidity: evidence from European Markets 0 0 0 2 0 0 11 33
Cross-sectional dispersion and expected returns 0 0 2 13 2 4 55 126
Do investors follow the herd in option markets? 0 0 0 10 0 0 10 73
Financial stress and commodity price volatility 0 1 7 20 1 3 30 69
Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence from Indian Market 0 0 0 5 0 0 10 55
Information and the arrival rate of option trading volume 0 0 0 4 1 1 9 30
Intraday herding on a cross-border exchange 0 0 0 8 0 2 21 119
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities 0 0 0 0 1 1 8 30
LGBTQ and finance 0 0 3 5 2 3 34 53
Multichannel contagion and systemic stabilisation strategies in interconnected financial markets 0 0 0 9 0 2 6 32
Nonstandard Errors 0 1 7 46 5 16 58 196
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 2 3 15 134
Option‐implied information and stock herding 0 0 0 2 0 6 15 35
Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level 0 0 0 0 0 1 10 100
Price clustering and underpricing in the IPO aftermarket 0 0 0 29 0 1 14 204
Return reversals and the compass rose: insights from high frequency options data 0 0 0 13 0 0 9 99
The Impact of a Premium‐Based Tick Size on Equity Option Liquidity 0 0 0 1 0 0 7 29
The intraday determination of liquidity in the NYSE LIFFE equity option markets 0 0 0 4 0 2 8 29
The road to economic recovery: Pandemics and innovation 0 0 1 12 0 0 11 53
Trade size clustering and the cost of trading at the London Stock Exchange 0 0 0 11 0 0 7 85
Vice-chancellor narcissism and university performance 0 1 1 1 3 8 29 41
What do we know about individual equity options? 0 0 1 10 0 0 33 161
Total Journal Articles 0 3 32 298 22 61 532 2,237

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Statistics updated 2026-10-11