Thanos Verousis : Citation Profile

Vlerick Business School

7

H index

3

i10 index

134

Citations

RESEARCH PRODUCTION:

29

Articles

8

Papers

RESEARCH ACTIVITY:

   14 years (2010 - 2024). See details.
   Cites by year: 9
   Journals where Thanos Verousis has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 5 (3.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve95
   Updated: 2025-12-13    RAS profile: 2024-10-09    
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Relations with other researchers

Works with:

Smales, Lee (5)

Sarno, Lucio (5)

Chernov, Mikhail (5)

Park, Andreas (5)

FERROUHI, EL MEHDI (5)

Frömmel, Michael (5)

Gehrig, Thomas (5)

Reitz, Stefan (5)

Horenstein, Alex (5)

Pastor, Lubos (5)

Holzmeister, Felix (5)

Stefanova, Denitsa (5)

Jurkatis, Simon (5)

Johannesson, Magnus (5)

Palan, Stefan (5)

Lof, Matthijs (5)

Jalkh, Naji (5)

Hautsch, Nikolaus (5)

Walther, Thomas (5)

Harris, Jeffrey (5)

Wilhelmsson, Anders (5)

Moinas, Sophie (5)

Sojli, Elvira (5)

Xia, Shuo (5)

Xiu, Dacheng (5)

Gerritsen, Dirk (5)

Schwarz, Marco (5)

Dimpfl, Thomas (5)

Wolff, Christian (5)

Zhang, S. Sarah (5)

Liew, Chee (5)

Tonks, Ian (5)

Foucault, Thierry (5)

Talavera, Oleksandr (5)

Nielsson, Ulf (5)

Pasquariello, Paolo (5)

Caporin, Massimiliano (5)

Deev, Oleg (5)

Brownlees, Christian (5)

LINTON, OLIVER (5)

Menkveld, Albert (5)

Deku, Solomon (5)

Alexeev, Vitali (5)

Frijns, Bart (5)

Ferrara, Gerardo (5)

Taylor, Nick (5)

Rinne, Kalle (5)

Korajczyk, Robert (5)

Vilkov, Grigory (5)

Roy, Saurabh (5)

Schuerhoff, Norman (5)

Hurlin, Christophe (5)

Scaillet, Olivier (5)

Shachar, Or (5)

Ranaldo, Angelo (5)

Degryse, Hans (5)

Dreber, Anna (5)

Huang, Wenqian (5)

Davies, Ryan (5)

Dumitrescu, Ariadna (5)

Ødegaard, Bernt (5)

Renault, Thomas (5)

Füllbrunn, Sascha (5)

Bos, Charles (5)

CAPELLE-BLANCARD, Gunther (4)

Ait-Sahalia, Yacine (4)

Eugster, Nicolas (4)

Neszveda, Gabor (4)

Schenk-Hoppé, Klaus (4)

Hambuckers, Julien (4)

Güçbilmez, Ufuk (4)

Colliard, Jean-Edouard (4)

Aloosh, Arash (4)

Bohorquez Correa, Santiago (4)

Koetter, Michael (4)

Shui, Jessica (4)

Voigt, Stefan (3)

Gil-Bazo, Javier (3)

Capera Romero, Laura (3)

van Kervel, Vincent (3)

Abudy, Menachem (3)

Chow, Nikolai Sheung-Chi (3)

He, Xuezhong (Tony) (3)

Mihet, Roxana (3)

Bernales, Alejandro (2)

Rakowski, David (2)

Lajaunie, Quentin (2)

Theissen, Erik (2)

Bjønnes, Geir (2)

Patton, Andrew (2)

Roy, Saurabh (2)

Vogel, Sebastian (2)

Gorbenko, Arseny (2)

Söderlind, Paul (2)

Heath, Davidson (2)

Kassner, Bernhard (2)

Lopez-Lira, Alejandro (2)

Hjalmarsson, Erik (2)

Regis, Luca (2)

Putnins, Talis (2)

Hasse, Jean-Baptiste (2)

Wong, Wing-Keung (2)

Zhou, Chen (2)

Pelizzon, Loriana (2)

Kearney, Fearghal (2)

Patel, Vinay (2)

Prokopczuk, Marcel (2)

PASCUAL, ROBERTO (2)

Adrian, Tobias (2)

Bouri, Elie (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Thanos Verousis.

Is cited by:

Huber, Christoph (6)

Dreber, Anna (4)

Chen, Tao (4)

Holzmeister, Felix (4)

Ozkes, Ali (4)

Greiner, Ben (4)

Fišar, Miloš (3)

Koeniger, Winfried (3)

Johannesson, Magnus (3)

Fengler, Matthias (3)

Merkle, Christoph (2)

Cites to:

Bernales, Alejandro (15)

Guidolin, Massimo (14)

ap Gwilym, Owain (11)

Spyrou, Spyros (10)

bloom, nicholas (9)

Bessembinder, Hendrik (9)

Baker, Scott (6)

Easley, David (5)

Christie, William (5)

Taylor, Alan (4)

Dreber, Anna (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 (2025 and 2024)

YearTitle of citing document
2024The test of investors behavioral bias through the price discovery process in cryptoasset exchange Transactional-level evidence from Thailand. (2024). Nakavachara, Voraprapa ; Amonthumniyom, Thitiphong ; Ratanabanchuen, Roongkiat ; Parinyavuttichai, Pongsathon ; Vinaibodee, Polpatt ; Saengchote, Kanis. In: Papers. RePEc:arx:papers:2406.02878.

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2024Excess cash and equity option liquidity. (2024). Deng, Min ; Nguyen, Minh. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:2:p:401-433.

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2024The Transmission of Monetary Policy to the Cost of Hedging. (2024). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11556.

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2024Price clustering on cryptocurrency order books at a US-based exchange. (2024). Han, Seungoh. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s221463502400008x.

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2024Intraday herding and attention around the clock. (2024). Shi, Yanghua ; Scharnowski, Stefan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000091.

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2025Examining psychological barriers in exchange rates across various regimes and FX intervention. (2025). Iregui, Ana ; Holmes, Mark ; Otero, Jess. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635025000012.

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2025Spatial linkages of positive feedback trading among the stock index futures markets. (2025). Liu, Shuyi ; Tian, Shuxi ; Mu, Lijie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002407.

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2025A note on the relationship between Bitcoin price and sentiment: New evidence obtained from a cryptocurrency heist. (2025). Ashton, John ; Manahov, Viktor ; Li, Mingnan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000725.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2024Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407.

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2025The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach. (2025). He, Miao ; Zhang, Hongwei ; Jin, Xiaoman ; Gao, Wang. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008806.

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2024Exploring the complex interplay of green finance, business cycles, and energy development. (2024). Lee, Chien-Chiang ; Sultanuzzaman, Md Reza ; Yahya, Farzan. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022539.

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2024Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Decrypting Metaverse crypto Market: A nonlinear analysis of investor sentiment. (2024). Gunay, Samet ; Muhammed, Shahnawaz ; Sraieb, Mohamed M. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s105752192400646x.

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2024Does war spread the herding effect in stock markets? Evidence from emerging and developed markets during the Russia-Ukraine war. (2024). Ferreruela, Sandra ; Blasco, Natividad ; Casas, Luis. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003957.

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2024Small price bias in the cryptocurrency market. A cognitive bias revealed by emotions on social networks. (2024). Daz, Santiago Alonso ; Londoo, Adriana Garca. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s154461232401170x.

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2024Consumer confidence and cryptocurrency excess returns: A three-factor model. (2024). Sarker, Tapan ; Prentice, Catherine ; Shams, Syed ; Peng, Sanshao. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324001017.

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2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

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2024The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation. (2024). Gebka, Bartosz ; Kallinterakis, Vasileios ; Radi, Sherrihan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:966-995.

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2024Importance of geopolitical risk in volatility structure: New evidence from biofuels, crude oil, and grains commodity markets. (2024). Karkowska, Renata ; Urjasz, Szczepan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s240585132400059x.

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2024Market turbulence and investor decision-making in currency option market. (2024). Frikha, Wajdi ; Dammak, Wael ; Souissi, Mohamed Naceur. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000227.

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2025A neuro-fuzzy and deep learning framework for accurate public transport demand forecasting: Leveraging spatial and temporal factors. (2025). Amindoust, Atefeh ; Gholami, Ali ; Koosha, Hamidreza ; Radfar, Shariat. In: Journal of Transport Geography. RePEc:eee:jotrge:v:126:y:2025:i:c:s0966692325001085.

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2025Quantile time-frequency connectedness and spillovers among financial stress, cryptocurrencies and commodities. (2025). YAYA, OLAOLUWA ; Khan, Naveed ; Vo, Xuan Vinh ; Zada, Hassan. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000698.

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2024Comparative analysis of profits from Bitcoin and its derivatives using artificial intelligence for hedge. (2024). Liu, Shan ; Che, Jianhua ; Zhu, Qing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s037843712400668x.

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2024Beyond declarations: Metrics, rankings and responsible assessment. (2024). Gska, Pawe ; Dudau, Adina ; Tsoukas, Serafeim ; Morgan-Thomas, Anna. In: Research Policy. RePEc:eee:respol:v:53:y:2024:i:10:s0048733324001422.

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2024Modelling financial stress during the COVID-19 pandemic: Prediction and deeper insights. (2024). Tan, Yong ; David, Roubaud ; Jana, Rabin K ; Wanke, Peter ; Grebinevych, Oksana ; Ghosh, Indranil. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:680-698.

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2024Why do people choose to continue using cryptocurrencies?. (2024). Al-Omoush, Khaled Saleh ; Funes, Andres Gomez ; Gomez-Olmedo, Ana M. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008363.

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2024Financial Market Stress and Commodity Returns: A Dynamic Approach. (2024). Adhikari, Ramesh ; Putnam, Kyle J. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:1:p:4-61:d:1325163.

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2024Reproducibility in Management Science. (2024). Ozkes, Ali ; Merkle, Christoph ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Fiar, Milo ; Katok, Elena. In: Post-Print. RePEc:hal:journl:hal-04370984.

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2024Experimenting with Financial Professionals. (2024). Marini, Matteo M. ; Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2025The Sources of Researcher Variation in Economics. (2025). Huntington-Klein, Nick ; Gallegos, Sebastian ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744.

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2025CEO Narcissism and Credit Ratings. (2025). Perotti, Pietro ; Fairchild, Richard ; Hou, Zehan. In: Journal of Business Ethics. RePEc:kap:jbuset:v:197:y:2025:i:1:d:10.1007_s10551-024-05691-2.

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2024Predicting expected idiosyncratic volatility: Empirical evidence from ARFIMA, HAR, and EGARCH models. (2024). Newton, David P ; Huang, Winifred ; Xiao, Chuxuan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:3:d:10.1007_s11156-024-01279-z.

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2024The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis. (2024). Yarovaya, Larisa ; Shahzad, Syed Jawad Hussain ; Anas, Muhammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00595-y.

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2024Deterministic modelling of implied volatility in cryptocurrency options with underlying multiple resolution momentum indicator and non-linear machine learning regression algorithm. (2024). Djeng, S K ; Law, M ; Leung, F. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00631-5.

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2024Investor Herding and Price Informativeness in Global Markets: Evidence from Earnings Announcements. (2024). Chen, Tao ; Larson, Robert K ; Mo, Han. In: Journal of Behavioral Finance. RePEc:taf:hbhfxx:v:25:y:2024:i:1:p:92-110.

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2025The Transmission of Monetary Policy to the Cost of Hedging. (2025). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan. In: Economics Working Paper Series. RePEc:usg:econwp:2025:01.

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2025Informed Option Trading of Target Firms Rivals Prior to M&A Announcements. (2025). Du, Mingzhi ; Hilliard, Jimmy E. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1683-1692.

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2024The transmission of monetary policy to the cost of hedging. (2024). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan. In: CFS Working Paper Series. RePEc:zbw:cfswop:308803.

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2024Heterogeneity in Effect Size Estimates: Empirical Evidence and Practical Implications. (2024). Johannesson, Magnus ; Holzmeister, Felix ; Dreber, Anna ; Böhm, Robert ; Bohm, Robert ; Kirchler, Michael ; Huber, Jurgen. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:102.

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2025The Sources of Researcher Variation in Economics. (2025). Williams, Kevin ; Ward, Zachary ; Tagat, Anirudh ; Szczygielski, Krzysztof ; Spantig, Lisa ; Salamanca, Nicolas ; Samahita, Margaret ; Roy, Jayjit ; Reuter, Anna ; Reimão, Maira ; Rayamajhee, Veeshan ; Pugatch, Todd ; Putman, Daniel ; Pörtner, Claus ; Porcher, Simon ; McCarthy, Ian ; Marcus, Jan ; Long, Dede ; LaFave, Daniel ; Klotzbücher, Valentin ; Kim, Sie Won ; Huntington-Klein, Nick ; Holzmeister, Felix ; Henningsen, Arne ; Henderson, Daniel ; Gay, Victor ; Gallegos, Sebastian ; Gamino, Aaron ; Fumarco, Luca ; Fitzpatrick, Anne ; Feld, Jan ; de Gendre, Alexandra ; Crawfurd, Lee ; Buisson, Florent ; Brehm, Margaret ; Bhai, Moiz ; Bech-Wysocka, Katarzyna ; Berniell, Inés ; Avdeev, Stanislav ; Angenendt, David ; Antón, José Ignacio ; Akbulut-Yuksel, Mevlude ; Deer, Lachlan ; Najam, Rafiuddin ; Wang, Yue ; Prtner, Claus C ; Ropovik, Ivan ; Baker, Bradley J ; Fradkin, Andrey ; Andresen, Martin Eckhoff ; Pitknen, Visa ; Smith, Brock ; Cullinan, John ; Ozer, Gorkem Turgut ; Hill, Andrew J ; Waters, Tom ; Adamkovic, Matus ; Gazeaud, Jules ; Mogge, Lukas ; Bandara, Imesh Nuwan ; Kronenberg, Christoph ; Naumann, Elias ; Sorensen, Lucy C ; Petroulakis, Filippos ; Herns, Ystein ; Weber, Ellerie ; Acharya, Yubraj ; Gayaker, Savas ; Merkus, Erik ; Bansal, Avijit ; Fiala, Nathan ; Klotzbcher, Valentin ; Miller, Klaus M ; Brun, Martn ; Paudel, Jayash ; Herman, Clment ; Weinberg, Stephen E ; Collins, Matthew ; Ahmad, Imtiaz ; Meinzen-Dick, Laura ; Bartram, David ; Feyman, Yevgeniy ; Huysmans, Martijn ; Burli, Pralhad ; Peukert, Christian ; Henry, Junita ; Weissmller, Kristina S ; Clement, Jeffrey ; Adema, Joop ; Gauriot, Romain ; Samudra, Aparna ; Karney, Daniel H ; Camp, Andrew M ; Prakash, Manab ; Westheide, Christian ; Reimao, Maira Emy ; Chen, Weiwei ; Mari, Gabriele ; Sanogo, Vassiki ; Bennett, Christopher Troy ; Farquharson, Christine ; Kameshwara, Kalyan Kumar ; Berha, Andu ; Tastan, Huseyin ; Cerutti, Nicola ; Heller, Blake H ; Arenas, Andreu ; Galrraga, Julio ; Sariyev, Orkhan ; Falken, Grace ; Kaire, Jos ; Agasa, Lameck Ondieki ; Trombetta, Martin ; Harris, Mark N ; Ricks, Michael David ; Antn, Jos-Ignacio ; Schaak, Henning ; Bhattacharya, Shreya ; Fages, Diego Marino ; Jakobsson, Niklas ; Venkatesan, Madhavi ; Goldhaber, Dan ; Rios-Avila, Fernando ; Aslim, Erkmen Giray ; Ligey, Maxime ; Segel, Joel E ; Duquette, Nicolas J ; Jain, Anil K ; Vernet, Antoine ; Girardi, Daniele ; Zahid, Muhammad Umer ; Rodriguez, Abel ; Lee, Ryan ; Wagner, Gary A ; Sievertsen, Hans Henrik ; Bjoerkheim, Markus ; Dorsey-Palmateer, Reid ; Nmadu, Job Nda ; Imtiaz, Saad M ; Volkov, Eden ; Woahid, S M ; Gilpin, Gregory ; Zanoli, Raffaele ; Roeckert, Julian ; Bacher-Hicks, Andrew ; French, Evaewero ; Lang, David ; Smet, Mike ; Bloem, Jeffrey R. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:209.

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2024A note on the use of syndicated loan data. (2024). Tonzer, Lena ; Muller, Isabella ; Noth, Felix. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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Works by Thanos Verousis:

YearTitleTypeCited
2024Nonstandard Errors In: Journal of Finance.
[Full Text][Citation analysis]		article14
2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2020A conditional fuzzy inference approach in forecasting In: European Journal of Operational Research.
[Full Text][Citation analysis]		article2
2023Financial stress and commodity price volatility In: Energy Economics.
[Full Text][Citation analysis]		article8
2010Price clustering and underpricing in the IPO aftermarket In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article7
2013Trade size clustering and the cost of trading at the London Stock Exchange In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article8
2017Intraday herding on a cross-border exchange In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article14
2021The road to economic recovery: Pandemics and innovation In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
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]		article8
2024Vice-chancellor narcissism and university performance In: Research Policy.
[Full Text][Citation analysis]		article2
2022Behavioural finance and cryptocurrencies In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article6
2024High Frequency Trading and Stock Herding In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper0
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]		paper5
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]		article10
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]		article1
2016Commonality in equity options liquidity: evidence from European Markets In: The European Journal of Finance.
[Full Text][Citation analysis]		article2
2016Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities In: Quantitative Finance.
[Full Text][Citation analysis]		article6
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]		article6
2019Option‐implied information and stock herding In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article7
2016Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias In: Journal of Forecasting.
[Full Text][Citation analysis]		article6
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]		article5

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