Research Repository

Items where Author is "Verousis, Thanos"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Number of items: 25.

Article

Voukelatos, Nikolaos and Verousis, Thanos (2019) 'Option-implied information and stock herding.' International Journal of Finance and Economics. ISSN 1076-9307

Bernales, Alejandro and Cañón, Carlos and Verousis, Thanos (2018) 'Bid–ask spread and liquidity searching behaviour of informed investors in option markets.' Finance Research Letters, 25. 96 - 102. ISSN 1544-6123

Verousis, Thanos and Voukelatos, Nikolaos (2018) 'Cross-sectional dispersion and expected returns.' Quantitative Finance, 18 (5). 813 - 826. ISSN 1469-7688

Verousis, Thanos and Perotti, Pietro and Sermpinis, Georgios (2018) 'One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations.' Review of Quantitative Finance and Accounting, 50 (2). 353 - 392. ISSN 0924-865X

Chen, Louisa and Verousis, Thanos (2018) 'A contingent claims approach to the determinants of the stock-bond return relationship.' International Journal of Banking, Accounting and Finance, 9 (1). 1 - 1. ISSN 1755-3830

Sergueiva, Antoaneta and Chinthalapati, VL Raju and Verousis, Thanos and Chen, Louisa (2017) 'Multichannel contagion and systemic stabilisation strategies in interconnected financial markets.' Quantitative Finance, 17 (12). 1885 - 1904. ISSN 1469-7688

Andrikopoulos, Panagiotis and Kallinterakis, Vasileios and Leite Ferreira, Mario Pedro and Verousis, Thanos (2017) 'Intraday herding on a cross-border exchange.' International Review of Financial Analysis, 53. 25 - 36. ISSN 1057-5219

Pathak, Rajesh and Verousis, Thanos and Chauhan, Yogesh (2017) 'Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence from Indian Market.' Journal of Emerging Market Finance, 16 (2). 169 - 187. ISSN 0972-6527

Stasinakis, Charalampos and Sermpinis, Georgios and Psaradellis, Ioannis and Verousis, Thanos (2016) 'Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities.' Quantitative Finance, 16 (12). 1901 - 1915. ISSN 1469-7688

Verousis, Thanos and ap Gwilym, Owain and Voukelatos, Nikolaos (2016) 'Commonality in equity options liquidity: evidence from European Markets.' The European Journal of Finance, 22 (12). 1204 - 1223. ISSN 1351-847X

Verousis, Thanos and ap Gwilym, Owain and Chen, XiaoHua (2016) 'The intraday determination of liquidity in the NYSE LIFFE equity option markets.' The European Journal of Finance, 22 (12). 1164 - 1188. ISSN 1351-847X

Chen, XiaoHua and Solomon, Edna and Verousis, Thanos (2016) 'Asymmetric Post-Announcement Drift to Good and Bad News: Evidence from Voluntary Trading Disclosures in the Chinese Stock Market.' International Journal of the Economics of Business, 23 (2). 183 - 198. ISSN 1357-1516

Verousis, Thanos and ap Gwilym, Owain and Voukelatos, Nikolaos (2016) 'The Impact of a Premium-Based Tick Size on Equity Option Liquidity.' Journal of Futures Markets, 36 (4). 397 - 417. ISSN 0270-7314

Bernales, Alejandro and Verousis, Thanos and Voukelatos, Nikolaos (2016) 'Do investors follow the herd in option markets?' Journal of Banking and Finance. ISSN 0378-4266

Sermpinis, Georgios and Verousis, Thanos and Theofilatos, Konstantinos (2016) 'Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data-Snooping Bias.' Journal of Forecasting, 35 (1). 1 - 12. ISSN 0277-6693

Verousis, Thanos and ap Gwilym, Owain (2014) 'The implications of a price anchoring effect at the upstairs market of the London Stock Exchange.' International Review of Financial Analysis, 32. 37 - 46. ISSN 1057-5219

Verousis, Thanos and ap Gwilym, Owain (2013) 'Trade size clustering and the cost of trading at the London Stock Exchange.' International Review of Financial Analysis, 27. 91 - 102. ISSN 1057-5219

Meng, Lei and Verousis, Thanos and ap Gwilym, Owain (2013) 'A substitution effect between price clustering and size clustering in credit default swaps.' Journal of International Financial Markets, Institutions and Money, 24. 139 - 152. ISSN 1042-4431

ap Gwilym, Owain and Verousis, Thanos (2013) 'Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level.' Journal of Futures Markets, 33 (1). 55 - 76. ISSN 0270-7314

Verousis, Thanos and ap Gwilym, Owain (2011) 'Return reversals and the compass rose: insights from high frequency options data.' The European Journal of Finance, 17 (9-10). 883 - 896. ISSN 1351-847X

ap Gwilym, Owain and Verousis, Thanos (2010) 'Price clustering and underpricing in the IPO aftermarket.' International Review of Financial Analysis, 19 (2). 89 - 97. ISSN 1057-5219

Verousis, Thanos and ap Gwilym, Owain (2010) 'An improved algorithm for cleaning Ultra High-Frequency data.' Journal of Derivatives and Hedge Funds, 15 (4). 323 - 340. ISSN 1357-0927

Book Section

Verousis, Thanos (2013) 'Bid-ask Spreads, Commissions, and Other Costs.' In: Baker, H Kent and Kiymaz, Halil, (eds.) Market Microstructure in Emerging and Developed Markets. Wiley. ISBN 9781118278444

Verousis, Thanos and ap Gwilym, Owain (2013) 'Return reversals and the compass rose: insights from high frequency options data.' In: Wilson, John OS and Casu, Barbara and McMillan, David, (eds.) Contemporary Issues in Financial Institutions and Markets (vol 1). Routledge. ISBN 9780415645133

Monograph

Verousis, Thanos (2015) Financial Risk Aversion and Mental Health Disorders: engaging those with ADHD. Project Report. University of Bath. (Unpublished)

This list was generated on Thu Nov 14 17:09:45 2019 GMT.