Thanos Verousis : Citation Profile


Are you Thanos Verousis?

University of Essex

5

H index

0

i10 index

37

Citations

RESEARCH PRODUCTION:

20

Articles

1

Papers

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 3
   Journals where Thanos Verousis has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 4 (9.76 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pve95
   Updated: 2020-10-24    RAS profile: 2020-05-15    
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Relations with other researchers


Works with:

Sermpinis, Georgios (4)

ap Gwilym, Owain (3)

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

Is cited by:

Chen, Tao (3)

Narayan, Paresh (2)

Al-Jarhi, Mabid (2)

Smyth, Russell (1)

Eriksen, Jonas (1)

Tziogkidis, Panagiotis (1)

ap Gwilym, Owain (1)

Anderson, Gary (1)

Zekaite, Zivile (1)

lucey, brian (1)

Williams, Gwion (1)

Cites to:

ap Gwilym, Owain (11)

Bernales, Alejandro (11)

Guidolin, Massimo (7)

Bessembinder, Hendrik (7)

Easley, David (4)

Christie, William (4)

Spyrou, Spyros (4)

Blau, Benjamin (3)

Stoll, Hans (3)

Rossi, Barbara (3)

Narayan, Paresh (3)

Main data


Where Thanos Verousis has published?


Journals with more than one article published# docs
The European Journal of Finance3
Journal of Futures Markets3
Quantitative Finance3
International Review of Financial Analysis3

Recent works citing Thanos Verousis (2020 and 2019)


YearTitle of citing document
2019Herding 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.

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2020Does 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.

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2019Cross-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.

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2019Herding 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.

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2020Commonality 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.

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2020Signal-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.

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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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2020Limit 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.

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2019A 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.

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2019On the cross-sectional distribution of portfolio returns. (2019). Calès, Ludovic ; Emiris, Ioannis Z ; Chalkis, Apostolos ; Cales, Ludovic . In: Working Papers. RePEc:jrs:wpaper:201911.

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2019High-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.

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2019Lower 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.

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2020Lucky 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.

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2020Has 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.

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2019Forecasting 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.

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2020Earnings 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.

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2020Price 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.

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Works by Thanos Verousis:


YearTitleTypeCited
2020A conditional fuzzy inference approach in forecasting In: European Journal of Operational Research.
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article0
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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article5
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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article7
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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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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article5
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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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article0
2016Commonality in equity options liquidity: evidence from European Markets In: The European Journal of Finance.
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article1
2016Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities In: Quantitative Finance.
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article2
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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article2
2019Option‐implied information and stock herding In: International Journal of Finance & Economics.
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article1
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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2016The Impact of a Premium‐Based Tick Size on Equity Option Liquidity In: Journal of Futures Markets.
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article1
2020What do we know about individual equity options? In: Journal of Futures Markets.
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article1

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