Thanos Verousis : Citation Profile


Are you Thanos Verousis?

Vlerick Business School

5

H index

1

i10 index

72

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: 15.    Total self citations: 5 (6.49 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve95
   Updated: 2023-11-04    RAS profile: 2023-10-30    
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Relations with other researchers


Works with:

Bernales, Alejandro (3)

Harris, Jeffrey (2)

Bohorquez Correa, Santiago (2)

Moinas, Sophie (2)

Theissen, Erik (2)

Ødegaard, Bernt (2)

Horenstein, Alex (2)

Patton, Andrew (2)

Smales, Lee (2)

Wong, Wing-Keung (2)

Heath, Davidson (2)

Prokopczuk, Marcel (2)

Gorbenko, Arseny (2)

Lopez-Lira, Alejandro (2)

Gerritsen, Dirk (2)

Abudy, Menachem (2)

Bouri, Elie (2)

Menkveld, Albert (2)

Scaillet, Olivier (2)

Schuerhoff, Norman (2)

Ait-Sahalia, Yacine (2)

Hjalmarsson, Erik (2)

Adrian, Tobias (2)

Regis, Luca (2)

Patel, Vinay (2)

Dreber, Anna (2)

Walther, Thomas (2)

CAPELLE-BLANCARD, Gunther (2)

Jalkh, Naji (2)

Alexeev, Vitali (2)

Deku, Solomon (2)

Talavera, Oleksandr (2)

Pasquariello, Paolo (2)

Vogel, Sebastian (2)

Johannesson, Magnus (2)

Gehrig, Thomas (2)

Schenk-Hoppé, Klaus (2)

Sermpinis, Georgios (2)

Wilhelmsson, Anders (2)

Kearney, Fearghal (2)

Chow, Nikolai Sheung-Chi (2)

Schwarz, Marco (2)

Roy, Saurabh (2)

Frömmel, Michael (2)

Stefanova, Denitsa (2)

Korajczyk, Robert (2)

Davies, Ryan (2)

van Kervel, Vincent (2)

Ferrara, Gerardo (2)

Pastor, Lubos (2)

Wolff, Christian (2)

Reitz, Stefan (2)

Deev, Oleg (2)

Sarno, Lucio (2)

Dimpfl, Thomas (2)

Holzmeister, Felix (2)

Lajaunie, Quentin (2)

Ranaldo, Angelo (2)

Lof, Matthijs (2)

Liew, Chee (2)

Sojli, Elvira (2)

Colliard, Jean-Edouard (2)

Nielsson, Ulf (2)

Putnins, Talis (2)

Vilkov, Grigory (2)

Hautsch, Nikolaus (2)

He, Xuezhong (Tony) (2)

FERROUHI, EL MEHDI (2)

Foucault, Thierry (2)

Bos, Charles (2)

Renault, Thomas (2)

Xiu, Dacheng (2)

Brownlees, Christian (2)

PASCUAL, ROBERTO (2)

Hurlin, Christophe (2)

Caporin, Massimiliano (2)

Xia, Shuo (2)

Rakowski, David (2)

Jurkatis, Simon (2)

Zhou, Chen (2)

LINTON, OLIVER (2)

Palan, Stefan (2)

Frijns, Bart (2)

Dumitrescu, Ariadna (2)

Kassner, Bernhard (2)

Tonks, Ian (2)

Mihet, Roxana (2)

Chernov, Mikhail (2)

Park, Andreas (2)

Taylor, Nick (2)

Pelizzon, Loriana (2)

Rinne, Kalle (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)

lucey, brian (2)

Narayan, Paresh (2)

Al-Jarhi, Mabid (2)

Calès, Ludovic (1)

Anderson, Gary (1)

wu, fei (1)

Eriksen, Jonas (1)

Tonzer, Lena (1)

Cong, Lin (1)

Zhang, Zhaoyong (1)

Cites to:

Bernales, Alejandro (15)

ap Gwilym, Owain (11)

Spyrou, Spyros (10)

Guidolin, Massimo (10)

Bessembinder, Hendrik (9)

bloom, nicholas (8)

Easley, David (5)

Christie, William (5)

Baker, Scott (5)

Wu, Liuren (4)

Jorda, Oscar (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
Quantitative Finance3
The European Journal of Finance3

Recent works citing Thanos Verousis (2023 and 2022)


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.

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2022High 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.

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2022Evidence 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.

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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.

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2022Prices 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.

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2022Tick 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.

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2022Herding 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.

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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.

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2022Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2022Trading 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.

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2022Herding 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.

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2022Non-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.

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2022Intraday 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.

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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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2022A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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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
2023Financial stress and commodity price volatility In: Energy Economics.
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article0
2010Price clustering and underpricing in the IPO aftermarket In: International Review of Financial Analysis.
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article6
2013Trade size clustering and the cost of trading at the London Stock Exchange In: International Review of Financial Analysis.
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article7
2017Intraday herding on a cross-border exchange In: International Review of Financial Analysis.
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article10
2021The road to economic recovery: Pandemics and innovation In: International Review of Financial Analysis.
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article1
2023LGBTQ and finance In: International Review of Financial Analysis.
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article0
2018Bid–ask spread and liquidity searching behaviour of informed investors in option markets In: Finance Research Letters.
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article2
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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article3
2022Behavioural finance and cryptocurrencies In: Review of Behavioral Finance.
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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.
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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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This paper has another version. Agregated cites: 0
article
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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paper2
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2022Information and the arrival rate of option trading volume In: Post-Print.
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paper1
2022Information and the arrival rate of option trading volume.(2022) In: Journal of Futures Markets.
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article
2018A contingent claims approach to the determinants of the stock-bond return relationship In: International Journal of Banking, Accounting and Finance.
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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.
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article9
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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article5
2016Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data?Snooping Bias In: Journal of Forecasting.
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article4
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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