Thanos Verousis : Citation Profile


Are you Thanos Verousis?

University of Essex

5

H index

0

i10 index

58

Citations

RESEARCH PRODUCTION:

22

Articles

4

Papers

RESEARCH ACTIVITY:

   11 years (2010 - 2021). See details.
   Cites by year: 5
   Journals where Thanos Verousis has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 5 (7.94 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pve95
   Updated: 2022-05-14    RAS profile: 2022-03-09    
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Relations with other researchers


Works with:

Sermpinis, Georgios (4)

ap Gwilym, Owain (3)

Stefanova, Denitsa (2)

Nielsson, Ulf (2)

Pasquariello, Paolo (2)

Ranaldo, Angelo (2)

Holzmeister, Felix (2)

Moinas, Sophie (2)

Menkveld, Albert (2)

Foucault, Thierry (2)

Davies, Ryan (2)

Lof, Matthijs (2)

Dumitrescu, Ariadna (2)

Pelizzon, Loriana (2)

Wilhelmsson, Anders (2)

Sarno, Lucio (2)

Jalkh, Naji (2)

Smales, Lee (2)

Ferrara, Gerardo (2)

Putnins, Talis (2)

CAPELLE-BLANCARD, Gunther (2)

Abudy, Menachem (2)

Palan, Stefan (2)

Schwarz, Marco (2)

Kassner, Bernhard (2)

Caporin, Massimiliano (2)

Adrian, Tobias (2)

Ait-Sahalia, Yacine (2)

Dreber, Anna (2)

Jurkatis, Simon (2)

Liew, Chee (2)

Deev, Oleg (2)

Wong, Wing-Keung (2)

Patel, Vinay (2)

Bouri, Elie (2)

Reitz, Stefan (2)

PASCUAL, ROBERTO (2)

Patton, Andrew (2)

Vilkov, Grigory (2)

Gehrig, Thomas (2)

Xia, Shuo (2)

Rakowski, David (2)

Rinne, Kalle (2)

Pastor, Lubos (2)

Bos, Charles (2)

Gorbenko, Arseny (2)

Bohorquez Correa, Santiago (2)

Horenstein, Alex (2)

Harris, Jeffrey (2)

FERROUHI, EL MEHDI (2)

Johannesson, Magnus (2)

Park, Andreas (2)

Schenk-Hoppé, Klaus (2)

Xiu, Dacheng (2)

Talavera, Oleksandr (2)

Lopez-Lira, Alejandro (2)

Walther, Thomas (2)

Alexeev, Vitali (2)

Wolff, Christian (2)

Zhou, Chen (2)

Lajaunie, Quentin (2)

Hurlin, Christophe (2)

Gerritsen, Dirk (2)

van Kervel, Vincent (2)

Dimpfl, Thomas (2)

Theissen, Erik (2)

Colliard, Jean-Edouard (2)

Regis, Luca (2)

Scaillet, Olivier (2)

Hautsch, Nikolaus (2)

Frijns, Bart (2)

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)

Sermpinis, Georgios (1)

ap Gwilym, Owain (1)

wu, fei (1)

Zoričić, Davor (1)

Eriksen, Jonas (1)

Demirer, Riza (1)

Tang, Ke (1)

Anderson, Gary (1)

Cites to:

Bernales, Alejandro (13)

ap Gwilym, Owain (11)

Guidolin, Massimo (10)

Bessembinder, Hendrik (9)

Spyrou, Spyros (8)

bloom, nicholas (7)

Easley, David (5)

Ho, Teck (4)

Blau, Benjamin (4)

wermers, russell (4)

Johannesson, Magnus (4)

Main data


Where Thanos Verousis has published?


Journals with more than one article published# docs
International Review of Financial Analysis4
Quantitative Finance3
Journal of Futures Markets3
The European Journal of Finance3

Recent works citing Thanos Verousis (2021 and 2020)


YearTitle of citing document
2021Modeling Price Clustering in High-Frequency Prices. (2021). Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:2102.12112.

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2021The cross-sectional distribution of portfolio returns and applications. (2021). Cales, Ludovic ; Emiris, Ioannis Z ; Chalkis, Apostolos. In: Papers. RePEc:arx:papers:2105.06573.

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2021Crypto Wash Trading. (2021). Yang, Yang ; Tang, KE ; Li, XI ; Cong, Lin William. In: Papers. RePEc:arx:papers:2108.10984.

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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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2021Static and regime-dependent herding behavior: An emerging market case study. (2021). Sifat, Imtiaz ; Ah, Abdollah. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635021000101.

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2021Sovereign credit ratings during the COVID-19 pandemic. (2021). Hoang, Tri ; Kraemer, Moritz ; Klusak, Patrycja ; Vu, Huong ; Tran, Yen. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002088.

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2021Herding and market volatility. (2021). Liu, Xiaoquan ; Fei, Tianlun. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s105752192100209x.

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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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2021The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets. (2021). Matkovskyy, Roman ; Jalan, Akanksha ; Yarovaya, Larisa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000408.

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2021Regulatory mood-congruence and herding: Evidence from cannabis stocks. (2021). Gebka, Bartosz ; Kallinterakis, Vasileios ; Andrikopoulos, Panagiotis. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:842-864.

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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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2021Trading Macro-Cycles of Foreign Exchange Markets Using Hybrid Models. (2021). Tsui, Albert K ; Bin, Joseph Zhi ; Zhang, Zhaoyong. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:17:p:9820-:d:627245.

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2021Computational Modeling of Non-Gaussian Option Price Using Non-extensive Tsallis’ Entropy Framework. (2021). Senapati, Dilip ; Singh, Amit Kumar ; Nayak, Gangadhar. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:4:d:10.1007_s10614-020-10015-3.

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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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2021Do Investors Overreact for Property and Financial Service Sectors?. (2021). Sing, Tien Foo ; Dong, Zhi. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:20:y:2021:i:1:p:79-123.

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2022Does board structure affect stock price overshooting informativeness measured by stochastic oscillator indicators?. (2022). Huang, Paoyu ; Liao, Yulu ; Cheng, Yirung ; Ni, Yensen. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2290-2302.

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2020Tick size and market quality: Simulations based on agent‐based artificial stock markets. (2020). Ye, Qing ; Zhang, Jie ; Yang, Xinhui. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:27:y:2020:i:3:p:125-141.

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2020Evaluation of current research on stock return predictability. (2020). Guzmics, Sandor ; Zwatz, Christian ; Mangat, Manveer Kaur ; Reschenhofer, Erhard. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:2:p:334-351.

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2020The wavelet scaling approach to forecasting: Verification on a large set of Noisy data. (2020). Bruzda, Joanna. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:3:p:353-367.

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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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article6
2017Intraday herding on a cross-border exchange In: International Review of Financial Analysis.
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article7
2021The road to economic recovery: Pandemics and innovation In: International Review of Financial Analysis.
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article1
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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article8
2020Do investors follow the herd in option markets? In: Journal of Banking & Finance.
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article2
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
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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paper0
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
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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article8
2021On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects. In: MPRA Paper.
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paper0
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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article1
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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article3
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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article5
2019Option?implied information and stock herding In: International Journal of Finance & Economics.
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article4
2016Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data?Snooping Bias In: Journal of Forecasting.
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article3
2013Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level In: Journal of Futures Markets.
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article2
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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