5
H index
1
i10 index
77
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pve95 |
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: |
Journals with more than one article published | # docs |
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International Review of Financial Analysis | 5 |
Journal of Futures Markets | 4 |
The European Journal of Finance | 3 |
Quantitative Finance | 3 |
Year | Title of citing document |
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2023 | Herding 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 |
2023 | Market 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 |
2023 | Binary 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 |
2023 | Reproducibility 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 |
2023 | The 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 |
2023 | Reproducibility 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 |
2023 | A 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 |
2023 | Belief 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 |
Year | Title | Type | Cited |
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2020 | A conditional fuzzy inference approach in forecasting In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 1 |
2023 | Financial stress and commodity price volatility In: Energy Economics. [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 | 6 |
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 | 7 |
2017 | Intraday herding on a cross-border exchange In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 10 |
2021 | The road to economic recovery: Pandemics and innovation In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
2023 | LGBTQ and finance In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2018 | Bid–ask spread and liquidity searching behaviour of informed investors in option markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
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 | 8 |
2020 | Do investors follow the herd in option markets? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
2022 | Behavioural finance and cryptocurrencies In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 0 |
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 nother version. Agregated cites: 0 | article | |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 4 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2022 | Information and the arrival rate of option trading volume In: Post-Print. [Citation analysis] | paper | 1 |
2022 | Information 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 | |
2018 | A contingent claims approach to the determinants of the stock-bond return relationship In: International Journal of Banking, Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
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 | 9 |
2021 | On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects. In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2017 | Information 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] | article | 1 |
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 | 3 |
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 | 5 |
2019 | Option?implied information and stock herding In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 5 |
2016 | Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data?Snooping Bias In: Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
2013 | Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level In: Journal of Futures Markets. [Citation analysis] | article | 2 |
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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