Items where Author is "Voukelatos, Nikolaos"

Alexandridis, Antonios K and Apergis, Iraklis and Panopoulou, Ekaterini and Voukelatos, Nikolaos (2023) Equity premium prediction: The role of information from the options market. Journal of Financial Markets, 64. p. 100801. DOI https://doi.org/10.1016/j.finmar.2022.100801

Bernales, Alejandro and Verousis, Thanos and Voukelatos, Nikolaos (2020) Do investors follow the herd in option markets? Journal of Banking and Finance, 119. p. 104899. DOI https://doi.org/10.1016/j.jbankfin.2016.02.002

Bernales, Alejandro and Verousis, Thanos and Voukelatos, Nikolaos and Zhang, Mengyu (2020) What do we know about individual equity options? Journal of Futures Markets, 40 (1). pp. 67-91. DOI https://doi.org/10.1002/fut.22066

Voukelatos, Nikolaos and Verousis, Thanos (2019) Option-implied information and stock herding. International Journal of Finance and Economics, 24 (4). pp. 1429-1442. DOI https://doi.org/10.1002/ijfe.1741

Verousis, Thanos and Voukelatos, Nikolaos (2018) Cross-sectional dispersion and expected returns. Quantitative Finance, 18 (5). pp. 813-826. DOI https://doi.org/10.1080/14697688.2017.1414515

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). pp. 1204-1223. DOI https://doi.org/10.1080/1351847X.2016.1188836

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). pp. 397-417. DOI https://doi.org/10.1002/fut.21734