5
H index
0
i10 index
37
Citations
Thanos Verousis : Citation Profile
University of Essex | RESEARCH PRODUCTION: 20 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2010 - 2020). 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:
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Main data
Where Thanos Verousis has published?
| Journals with more than one article published | # docs |
|---|---|
| The European Journal of Finance | 3 |
| Journal of Futures Markets | 3 |
| Quantitative Finance | 3 |
| International Review of Financial Analysis | 3 |
Recent works citing Thanos Verousis (2020 and 2019)
| Year | Title of citing document |
|---|---|
| 2019 | Herding behavior in cryptocurrencies revisited: Novel evidence from a TVP model. (2019). Babalos, Vassilios ; Stavroyiannis, Stavros. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:22:y:2019:i:c:p:57-63. Full description at Econpapers || Download paper |
| 2020 | Does mood affect institutional herding?. (2020). Ozturkkal, Belma ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:26:y:2020:i:c:s2214635019303119. Full description at Econpapers || Download paper |
| 2019 | Cross-sectional return dispersion and currency momentum. (2019). Eriksen, Jonas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:91-108. Full description at Econpapers || Download paper |
| 2019 | Herding and flash events: Evidence from the 2010 Flash Crash. (2019). Demirer, Riza ; Lien, Donald ; Leggio, Karyl B. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318307475. Full description at Econpapers || Download paper |
| 2020 | Commonality in liquidity across options and stock futures markets. (2020). ap Gwilym, Owain ; Williams, Gwion ; Benzennou, Bouchra. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305762. Full description at Econpapers || Download paper |
| 2020 | Signal-herding in cryptocurrencies. (2020). Tziogkidis, Panagiotis ; Philippas, Dionisis ; Rjiba, Hatem. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300755. 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 |
| 2020 | Limit order submission risks, order choice, and tick size. (2020). Yamamoto, Ryuichi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302732. Full description at Econpapers || Download paper |
| 2019 | A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression. (2019). Anderson, Gary ; Audzeyeva, Alena. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-74. Full description at Econpapers || Download paper |
| 2019 | On the cross-sectional distribution of portfolio returns. (2019). Calès, Ludovic ; Emiris, Ioannis Z ; Chalkis, Apostolos ; Cales, Ludovic . In: Working Papers. RePEc:jrs:wpaper:201911. Full description at Econpapers || Download paper |
| 2019 | High-frequency trading: a literature review. (2019). Maria, Gianluca Piero. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:2:d:10.1007_s11408-019-00331-6. Full description at Econpapers || Download paper |
| 2019 | Lower tick sizes and futures pricing efficiency: evidence from the emerging Malaysian market. (2019). Theobald, Michael ; Mandal, Anandadeep ; Taunson, Jude W ; Poshakwale, Sunil S. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:4:d:10.1007_s11156-018-0777-7. Full description at Econpapers || Download paper |
| 2020 | Lucky lots and unlucky investors. (2020). Chen, Tao ; Lo, Chia Chun ; Ko, Stanley Iat-Meng ; Karathanasopoulos, Andreas. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:2:d:10.1007_s11156-019-00805-8. Full description at Econpapers || Download paper |
| 2020 | Has stock exchange demutualization improved market quality? International evidence. (2020). Otchere, Isaac ; Abukari, Kobana. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:3:d:10.1007_s11156-019-00863-y. Full description at Econpapers || Download paper |
| 2019 | Forecasting government bond spreads with heuristic models: evidence from the Eurozone periphery. (2019). Zekaite, Zivile ; Stasinakis, Charalampos ; Fernandes, Filipa . In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2808-0. Full description at Econpapers || Download paper |
| 2020 | Earnings announcement timing, uncertainty, and volatility risk premiums. (2020). Neururer, Thaddeus ; Adams, Tom. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1603-1630. Full description at Econpapers || Download paper |
| 2020 | Price clustering in Bitcoin market—An extension. (2020). Xu, Chong ; Li, Shenghong. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305907. Full description at Econpapers || Download paper |
Works by Thanos Verousis:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | A conditional fuzzy inference approach in forecasting In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 0 |
| 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 | 5 |
| 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 | 7 |
| 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 | 5 |
| In: . [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 | 1 |
| 2016 | Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
| 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 | 2 |
| 2019 | Option‐implied information and stock herding In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
| 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 | 1 |
| 2016 | The Impact of a Premium‐Based Tick Size on Equity Option Liquidity In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
| 2020 | What do we know about individual equity options? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
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