6
H index
2
i10 index
118
Citations
Vlerick Business School | 6 H index 2 i10 index 118 Citations RESEARCH PRODUCTION: 29 Articles 8 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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2024 | Excess 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. Full description at Econpapers || Download paper |
2024 | The Transmission of Monetary Policy to the Cost of Hedging. (2024). Minger, Stephan ; Koeniger, Winfried ; Fengler, Matthias. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11556. Full description at Econpapers || Download paper |
2024 | Price 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. Full description at Econpapers || Download paper |
2024 | Intraday 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. Full description at Econpapers || Download paper |
2024 | Non-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. Full description at Econpapers || Download paper |
2024 | Shock 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. Full description at Econpapers || Download paper |
2024 | Exploring the complex interplay of green finance, business cycles, and energy development. (2024). Sultanuzzaman, Md Reza ; Yahya, Farzan ; Lee, Chien-Chiang. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022539. Full description at Econpapers || Download paper |
2024 | Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper |
2024 | Decrypting 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. Full description at Econpapers || Download paper |
2024 | Does war spread the herding effect in stock markets? Evidence from emerging and developed markets during the Russia-Ukraine war. (2024). Ferreruela, Sandra ; Casas, Luis ; Blasco, Natividad. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003957. Full description at Econpapers || Download paper |
2024 | Small 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. Full description at Econpapers || Download paper |
2024 | Consumer confidence and cryptocurrency excess returns: A three-factor model. (2024). Shams, Syed ; Peng, Sanshao ; Sarker, Tapan ; Prentice, Catherine. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324001017. Full description at Econpapers || Download paper |
2024 | Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). Vandenbroucke, Jurgen ; van Dolder, Dennie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Comparative 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. Full description at Econpapers || Download paper |
2024 | Beyond 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. Full description at Econpapers || Download paper |
2024 | Modelling financial stress during the COVID-19 pandemic: Prediction and deeper insights. (2024). Tan, Yong ; Wanke, Peter ; Grebinevych, Oksana ; David, Roubaud ; Jana, Rabin K ; Ghosh, Indranil. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:680-698. Full description at Econpapers || Download paper |
2024 | Why do people choose to continue using cryptocurrencies?. (2024). Funes, Andres Gomez ; Gomez-Olmedo, Ana M ; Al-Omoush, Khaled Saleh. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008363. Full description at Econpapers || Download paper |
2024 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
2025 | The Sources of Researcher Variation in Economics. (2025). Gallegos, Sebastian ; Huntington-Klein, Nick ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744. Full description at Econpapers || Download paper |
2025 | CEO 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. Full description at Econpapers || Download paper |
2024 | Investor Herding and Price Informativeness in Global Markets: Evidence from Earnings Announcements. (2024). Chen, Tao ; Mo, Han ; Larson, Robert K. In: Journal of Behavioral Finance. RePEc:taf:hbhfxx:v:25:y:2024:i:1:p:92-110. Full description at Econpapers || Download paper |
2025 | The Transmission of Monetary Policy to the Cost of Hedging. (2025). Minger, Stephan ; Koeniger, Winfried ; Fengler, Matthias. In: Economics Working Paper Series. RePEc:usg:econwp:2025:01. Full description at Econpapers || Download paper |
2024 | The transmission of monetary policy to the cost of hedging. (2024). Fengler, Matthias ; Minger, Stephan ; Koeniger, Winfried. In: CFS Working Paper Series. RePEc:zbw:cfswop:308803. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2025 | . Full description at Econpapers || Download paper |
2024 | 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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2024 | Nonstandard Errors In: Journal of Finance. [Full Text][Citation analysis] | article | 14 |
2024 | Nonstandard errors.(2024) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
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 | 5 |
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 | 8 |
2017 | Intraday herding on a cross-border exchange In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 13 |
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 | 7 |
2024 | Vice-chancellor narcissism and university performance In: Research Policy. [Full Text][Citation analysis] | article | 2 |
2022 | Behavioural finance and cryptocurrencies In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 4 |
2024 | High Frequency Trading and Stock Herding In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 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 | 5 |
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 | 1 |
2016 | Commonality in equity options liquidity: evidence from European Markets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 2 |
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 | 6 |
2019 | Option‐implied information and stock herding In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 6 |
2016 | Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias In: Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
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 | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team