Thanos Verousis : Citation Profile


Are you Thanos Verousis?

University of Essex

3

H index

0

i10 index

20

Citations

RESEARCH PRODUCTION:

17

Articles

1

Papers

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 2
   Journals where Thanos Verousis has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 3 (13.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve95
   Updated: 2019-06-16    RAS profile: 2018-09-20    
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Relations with other researchers


Works with:

ap Gwilym, Owain (6)

Authors registered in RePEc who have co-authored more than one work in the last five years with Thanos Verousis.

Is cited by:

Narayan, Paresh (2)

Chen, Tao (2)

Al-Jarhi, Mabid (2)

wu, fei (1)

Smyth, Russell (1)

Narayan, Seema (1)

Cites to:

Bessembinder, Hendrik (7)

ap Gwilym, Owain (7)

Bernales, Alejandro (5)

Guidolin, Massimo (4)

Spyrou, Spyros (4)

Christie, William (4)

Rogoff, Kenneth (3)

McInish, Thomas (3)

Narayan, Paresh (3)

Chakravarty, Sugato (3)

Rossi, Barbara (3)

Main data


Where Thanos Verousis has published?


Journals with more than one article published# docs
International Review of Financial Analysis3
Quantitative Finance3
The European Journal of Finance3
Journal of Futures Markets2

Recent works citing Thanos Verousis (2018 and 2017)


YearTitle of citing document
2017European 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.

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2018Do 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.

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2017Psychological 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.

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2019Trade-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.

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2018Price 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.

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2017Tick 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.

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2018A 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.

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Works by Thanos Verousis:


YearTitleTypeCited
2010Price clustering and underpricing in the IPO aftermarket In: International Review of Financial Analysis.
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article5
2013Trade size clustering and the cost of trading at the London Stock Exchange In: International Review of Financial Analysis.
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article5
2017Intraday herding on a cross-border exchange In: International Review of Financial Analysis.
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article2
2018Bid–ask spread and liquidity searching behaviour of informed investors in option markets In: Finance Research Letters.
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article0
2013A substitution effect between price clustering and size clustering in credit default swaps In: Journal of International Financial Markets, Institutions and Money.
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article5
2015Asymmetric post-announcement drift to good and bad news: evidence from voluntary trading disclosures in the Chinese stock market In: Greenwich Papers in Political Economy.
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paper0
2016Asymmetric 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.
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This paper has another version. Agregated cites: 0
article
2018One 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.
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article2
2017Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence from Indian Market In: Journal of Emerging Market Finance.
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article0
2011Return reversals and the compass rose: insights from high frequency options data In: The European Journal of Finance.
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article0
2016The intraday determination of liquidity in the NYSE LIFFE equity option markets In: The European Journal of Finance.
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2016Commonality in equity options liquidity: evidence from European Markets In: The European Journal of Finance.
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article0
2016Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities In: Quantitative Finance.
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article0
2017Multichannel contagion and systemic stabilisation strategies in interconnected financial markets In: Quantitative Finance.
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article0
2018Cross-sectional dispersion and expected returns In: Quantitative Finance.
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article0
2016Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias In: Journal of Forecasting.
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article1
2013Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level In: Journal of Futures Markets.
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article0
2016The Impact of a Premium‐Based Tick Size on Equity Option Liquidity In: Journal of Futures Markets.
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article0

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