5
H index
1
i10 index
72
Citations
Vlerick Business School | 5 H index 1 i10 index 72 Citations RESEARCH PRODUCTION: 27 Articles 5 Papers RESEARCH ACTIVITY:
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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 |
Quantitative Finance | 3 |
The European Journal of 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 |
2022 | High frequency correlation dynamics and day-of-the-week effect: A score-driven approach in an emerging market stock exchange. (2022). Karahan, Cenk C ; Bahcivan, Hulusi. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921003215. Full description at Econpapers || Download paper |
2022 | Evidence of oil market price clustering during the COVID-19 pandemic. (2022). Narayan, Paresh Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921003227. 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 |
2022 | Prices of derivative warrants considering their market characteristics and short-selling costs of underlying assets. (2022). Lee, Soonhee ; Bae, Kwangil. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s154461232100249x. Full description at Econpapers || Download paper |
2022 | Tick Size Pilot Program and price discovery in U.S. stock markets. (2022). Upson, James E ; Cox, Justin ; Chakrabarty, Bidisha. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000409. Full description at Econpapers || Download paper |
2022 | Herding and Chinas market-wide circuit breaker. (2022). Suardi, Sandy ; Kim, Maria H ; Wang, Xinru. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:141:y:2022:i:c:s0378426622001273. 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 |
2022 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
2022 | Trading Behaviour of Foreign Institutional Investors: Evidence from Indian Stock Markets. (2022). Tiwari, Sweta ; Mukherjee, Paramita. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:4:d:10.1007_s10690-022-09361-z. Full description at Econpapers || Download paper |
2022 | Herding in different states and terms: evidence from the cryptocurrency market. (2022). Mahmood, Syed Riaz. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:4:d:10.1057_s41260-022-00265-1. Full description at Econpapers || Download paper |
2022 | Non-tradability interval for heterogeneous rational players in the option markets. (2022). Herbon, Avi ; Shvimer, Yossi. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:1:d:10.1007_s10287-021-00413-9. Full description at Econpapers || Download paper |
2022 | Intraday patterns of price clustering in Bitcoin. (2022). Tanizaki, Hisashi ; Ma, Donglian. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00307-4. Full description at Econpapers || Download paper |
2022 | Does 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. Full description at Econpapers || Download paper |
2022 | A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. 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 | 0 |
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 | 3 |
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 another version. Agregated cites: 0 | article | |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 2 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | 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 another 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 | 4 |
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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