3
H index
0
i10 index
20
Citations
Thanos Verousis : Citation Profile
University of Essex | RESEARCH PRODUCTION: 17 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
8 years (2010 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Thanos Verousis. | Is cited by:
| Cites to:
|
Main data
Where Thanos Verousis has published?
| Journals with more than one article published | # docs |
|---|---|
| International Review of Financial Analysis | 3 |
| Quantitative Finance | 3 |
| The European Journal of Finance | 3 |
| Journal of Futures Markets | 2 |
Recent works citing Thanos Verousis (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | European Exchange Trading Funds Trading with Locally Weighted Support Vector Regression. (2017). Sermpinis, Georgios ; de la Fuente, David ; Rosillo, Rafael ; Stasinakis, Charalampos. In: European Journal of Operational Research. RePEc:eee:ejores:v:258:y:2017:i:1:p:372-384. Full description at Econpapers || Download paper |
| 2018 | Do aggregate analyst recommendations predict market returns in international markets?. (2018). Marks, Joseph ; Yezegel, Ari. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:234-254. Full description at Econpapers || Download paper |
| 2017 | Psychological price barriers in frontier equities. (2017). Berk, Ales S ; Lucey, Brian M ; Dowling, Michael ; Cummins, Mark. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:1-14. Full description at Econpapers || Download paper |
| 2019 | Trade-size clustering and price efficiency. (2019). Chen, Tao. In: Japan and the World Economy. RePEc:eee:japwor:v:49:y:2019:i:c:p:195-203. Full description at Econpapers || Download paper |
| 2018 | Price and trade size clustering: Evidence from the national stock exchange of India. (2018). Mishra, Ajay Kumar ; Tripathy, Trilochan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:63-72. Full description at Econpapers || Download paper |
| 2017 | Tick Size Wars, High Frequency Trading, and Market Quality. (2017). Meling, Tom Grimstvedt ; Odegrd, Bernt Arne. In: Working Papers in Economics. RePEc:hhs:bergec:2017_005. Full description at Econpapers || Download paper |
| 2018 | A high-frequency analysis of price resolution and pricing barriers in equities on the adoption of a new currency. (2018). Alexakis, Christos ; Pappas, Vasileios ; Dowling, Michael ; Cummins, Mark. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:36:p:3949-3965. Full description at Econpapers || Download paper |
Works by Thanos Verousis:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Price clustering and underpricing in the IPO aftermarket In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 5 |
| 2013 | Trade size clustering and the cost of trading at the London Stock Exchange In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 5 |
| 2017 | Intraday herding on a cross-border exchange In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
| 2018 | Bid–ask spread and liquidity searching behaviour of informed investors in option markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2013 | A substitution effect between price clustering and size clustering in credit default swaps In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 5 |
| 2015 | Asymmetric post-announcement drift to good and bad news: evidence from voluntary trading disclosures in the Chinese stock market In: Greenwich Papers in Political Economy. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Asymmetric Post-Announcement Drift to Good and Bad News: Evidence from Voluntary Trading Disclosures in the Chinese Stock Market.(2016) In: International Journal of the Economics of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2018 | One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 2 |
| 2017 | Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence from Indian Market In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 0 |
| 2011 | Return reversals and the compass rose: insights from high frequency options data In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | The intraday determination of liquidity in the NYSE LIFFE equity option markets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Commonality in equity options liquidity: evidence from European Markets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | Multichannel contagion and systemic stabilisation strategies in interconnected financial markets In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 2018 | Cross-sectional dispersion and expected returns In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2013 | Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level In: Journal of Futures Markets. [Citation analysis] | article | 0 |
| 2016 | The Impact of a Premium‐Based Tick Size on Equity Option Liquidity In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 4 2019. Contact: CitEc Team