Thanos Verousis : Citation Profile


Are you Thanos Verousis?

Vlerick Business School

5

H index

1

i10 index

77

Citations

RESEARCH PRODUCTION:

27

Articles

5

Papers

RESEARCH ACTIVITY:

   13 years (2010 - 2023). See details.
   Cites by year: 5
   Journals where Thanos Verousis has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 5 (6.1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve95
   Updated: 2024-01-16    RAS profile: 2023-10-30    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Xia, Shuo (2)

Caporin, Massimiliano (2)

Ferrara, Gerardo (2)

Vogel, Sebastian (2)

Menkveld, Albert (2)

Harris, Jeffrey (2)

Frijns, Bart (2)

Abudy, Menachem (2)

Talavera, Oleksandr (2)

Gerritsen, Dirk (2)

Brownlees, Christian (2)

Wolff, Christian (2)

Zhou, Chen (2)

Scaillet, Olivier (2)

Stefanova, Denitsa (2)

He, Xuezhong (Tony) (2)

Pelizzon, Loriana (2)

Putnins, Talis (2)

Regis, Luca (2)

Frömmel, Michael (2)

Jurkatis, Simon (2)

Holzmeister, Felix (2)

Dumitrescu, Ariadna (2)

Hautsch, Nikolaus (2)

FERROUHI, EL MEHDI (2)

Nielsson, Ulf (2)

Jalkh, Naji (2)

Hurlin, Christophe (2)

Foucault, Thierry (2)

Vilkov, Grigory (2)

Rakowski, David (2)

Wilhelmsson, Anders (2)

Kassner, Bernhard (2)

Ait-Sahalia, Yacine (2)

Korajczyk, Robert (2)

Sojli, Elvira (2)

van Kervel, Vincent (2)

Park, Andreas (2)

Deev, Oleg (2)

Heath, Davidson (2)

Söderlind, Paul (2)

Mihet, Roxana (2)

Palan, Stefan (2)

Lopez-Lira, Alejandro (2)

Hjalmarsson, Erik (2)

Bohorquez Correa, Santiago (2)

Theissen, Erik (2)

Walther, Thomas (2)

Chernov, Mikhail (2)

Liew, Chee (2)

Schwarz, Marco (2)

Bos, Charles (2)

Taylor, Nick (2)

Renault, Thomas (2)

Xiu, Dacheng (2)

Kearney, Fearghal (2)

Bouri, Elie (2)

Dreber, Anna (2)

Colliard, Jean-Edouard (2)

Chow, Nikolai Sheung-Chi (2)

Gorbenko, Arseny (2)

Lajaunie, Quentin (2)

Smales, Lee (2)

Roy, Saurabh (2)

Patton, Andrew (2)

LINTON, OLIVER (2)

Horenstein, Alex (2)

CAPELLE-BLANCARD, Gunther (2)

Bernales, Alejandro (2)

Wong, Wing-Keung (2)

Schuerhoff, Norman (2)

Prokopczuk, Marcel (2)

Patel, Vinay (2)

Gehrig, Thomas (2)

Schenk-Hoppé, Klaus (2)

Füllbrunn, Sascha (2)

Ødegaard, Bernt (2)

Deku, Solomon (2)

PASCUAL, ROBERTO (2)

Davies, Ryan (2)

Dimpfl, Thomas (2)

Sarno, Lucio (2)

Alexeev, Vitali (2)

Pasquariello, Paolo (2)

Rinne, Kalle (2)

Reitz, Stefan (2)

Johannesson, Magnus (2)

Moinas, Sophie (2)

Adrian, Tobias (2)

Pastor, Lubos (2)

Tonks, Ian (2)

Ranaldo, Angelo (2)

Lof, Matthijs (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)

Huber, Christoph (3)

Al-Jarhi, Mabid (2)

Narayan, Paresh (2)

Fišar, Miloš (2)

Ozkes, Ali (2)

lucey, brian (2)

Tziogkidis, Panagiotis (1)

Smyth, Russell (1)

Greiner, Ben (1)

Sing, Tien Foo (1)

Cites to:

Bernales, Alejandro (15)

Guidolin, Massimo (14)

ap Gwilym, Owain (11)

Spyrou, Spyros (10)

bloom, nicholas (9)

Bessembinder, Hendrik (9)

Baker, Scott (6)

Christie, William (5)

Easley, David (5)

Wu, Liuren (4)

Chiang, Thomas (4)

Main data


Where Thanos Verousis has published?


Journals with more than one article published# docs
International Review of Financial Analysis5
Journal of Futures Markets4
The European Journal of Finance3
Quantitative Finance3

Recent works citing Thanos Verousis (2024 and 2023)


YearTitle of citing document
2023Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model. (2023). Lucey, Brian ; Ren, Boru. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000245.

Full description at Econpapers || Download paper

2023Market conditions and order-type preference. (2023). Ibrahim, Boulis Maher ; Kalaitzoglou, Iordanis Angelos. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000753.

Full description at Econpapers || Download paper

2023Binary gravity search algorithm and support vector machine for forecasting and trading stock indices. (2023). Chen, Haonan ; Wang, Jianyong ; Zong, Xiangyu ; Kang, Haijun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:507-526.

Full description at Econpapers || Download paper

2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv.

Full description at Econpapers || Download paper

2023The relative importance of ability, luck and motivation in team sports: a Bayesian model of performance in the English Rugby Premiership. (2023). Delbianco, Fernando ; Fioravanti, Federico ; Tohme, Fernando. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:32:y:2023:i:3:d:10.1007_s10260-022-00677-8.

Full description at Econpapers || Download paper

2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527.

Full description at Econpapers || Download paper

2023A review of artificial intelligence quality in forecasting asset prices. (2023). Silva, Geraldo Nunes ; Barboza, Flavio ; Fiorucci, Jose Augusto. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1708-1728.

Full description at Econpapers || Download paper

2023Belief distortion near 52W high and low: Evidence from Indian equity options market. (2023). Agarwalla, Sobhesh Kumar ; Saurav, Sumit ; Varma, Jayanth R. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1531-1558.

Full description at Econpapers || Download paper

Works by Thanos Verousis:


YearTitleTypeCited
2020A conditional fuzzy inference approach in forecasting In: European Journal of Operational Research.
[Full Text][Citation analysis]
article1
2023Financial stress and commodity price volatility In: Energy Economics.
[Full Text][Citation analysis]
article0
2010Price clustering and underpricing in the IPO aftermarket In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article6
2013Trade size clustering and the cost of trading at the London Stock Exchange In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article7
2017Intraday herding on a cross-border exchange In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article10
2021The road to economic recovery: Pandemics and innovation In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article1
2023LGBTQ and finance In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article0
2018Bid–ask spread and liquidity searching behaviour of informed investors in option markets In: Finance Research Letters.
[Full Text][Citation analysis]
article2
2013A 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]
article8
2020Do investors follow the herd in option markets? In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article4
2022Behavioural finance and cryptocurrencies In: Review of Behavioral Finance.
[Full Text][Citation analysis]
article0
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]
paper4
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2022Information and the arrival rate of option trading volume In: Post-Print.
[Citation analysis]
paper1
2022Information and the arrival rate of option trading volume.(2022) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2018A contingent claims approach to the determinants of the stock-bond return relationship In: International Journal of Banking, Accounting and Finance.
[Full Text][Citation analysis]
article0
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.
[Full Text][Citation analysis]
article9
2021On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects. In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2017Information 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]
article1
2011Return reversals and the compass rose: insights from high frequency options data In: The European Journal of Finance.
[Full Text][Citation analysis]
article0
2016The intraday determination of liquidity in the NYSE LIFFE equity option markets In: The European Journal of Finance.
[Full Text][Citation analysis]
article0
2016Commonality in equity options liquidity: evidence from European Markets In: The European Journal of Finance.
[Full Text][Citation analysis]
article1
2016Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities In: Quantitative Finance.
[Full Text][Citation analysis]
article3
2017Multichannel contagion and systemic stabilisation strategies in interconnected financial markets In: Quantitative Finance.
[Full Text][Citation analysis]
article0
2018Cross-sectional dispersion and expected returns In: Quantitative Finance.
[Full Text][Citation analysis]
article5
2019Option?implied information and stock herding In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article5
2016Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data?Snooping Bias In: Journal of Forecasting.
[Full Text][Citation analysis]
article5
2013Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level In: Journal of Futures Markets.
[Citation analysis]
article2
2016The Impact of a Premium?Based Tick Size on Equity Option Liquidity In: Journal of Futures Markets.
[Full Text][Citation analysis]
article1
2020What do we know about individual equity options? In: Journal of Futures Markets.
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team