Items where Author is "Verousis, Thanos"

Fu, Servanna Mianjun and Kellard, Neil and Verousis, Thanos and Kalaitzoglou, Iordanis (2024) High Frequency Trading and Stock Herding. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Chen, Louisa and Verousis, Thanos and Wang, Kai and Zhou, Zhiping (2023) Financial stress and commodity price volatility. Energy Economics, 125. p. 106874. DOI https://doi.org/10.1016/j.eneco.2023.106874 (In Press)

Brahma, Sanjukta and Gavriilidis, Konstantinos and Kallinterakis, Vasileios and Verousis, Thanos and Zhang, Mengyu (2023) LGBTQ and Finance. International Review of Financial Analysis, 86. p. 102547. DOI https://doi.org/10.1016/j.irfa.2023.102547

Ballis, Antonis and Verousis, Thanos (2022) Behavioural finance and cryptocurrencies. Review of Behavioral Finance, 14 (4). pp. 545-562. DOI https://doi.org/10.1108/rbf-11-2021-0256

Zhang, Mengyu and Verousis, Thanos and Kalaitzoglou, Iordanis (2022) Information and the arrival rate of option trading volume. Journal of Futures Markets, 42 (4). pp. 605-644. DOI https://doi.org/10.1002/fut.22299

Lipeng, Wang and Mengyu, Zhang and Verousis, Thanos (2021) The road to economic recovery: pandemics and innovation. International Review of Financial Analysis, 75. p. 101729. DOI https://doi.org/10.1016/j.irfa.2021.101729

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

Hassanniakalager, Arman and Sermpinis, Georgios and Stasinakis, Charalampos and Verousis, Thanos (2020) A Conditional Fuzzy Inference Approach in Forecasting. European Journal of Operational Research, 283 (1). pp. 196-216. DOI https://doi.org/10.1016/j.ejor.2019.11.006

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

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. pp. 96-102. DOI https://doi.org/10.1016/j.frl.2017.10.025

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 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). pp. 353-392. DOI https://doi.org/10.1007/s11156-017-0632-2

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). p. 1. DOI https://doi.org/10.1504/IJBAAF.2018.089425

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). pp. 1885-1904. DOI https://doi.org/10.1080/14697688.2017.1357973

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. pp. 25-36. DOI https://doi.org/10.1016/j.irfa.2017.08.010

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). pp. 169-187. DOI https://doi.org/10.1177/0972652717712373

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). pp. 1901-1915. DOI https://doi.org/10.1080/14697688.2016.1211800

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 Chen, XiaoHua (2016) The intraday determination of liquidity in the NYSE LIFFE equity option markets. The European Journal of Finance, 22 (12). pp. 1164-1188. DOI https://doi.org/10.1080/1351847x.2015.1019642

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). pp. 183-198. DOI https://doi.org/10.1080/13571516.2015.1048974

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

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). pp. 1-12. DOI https://doi.org/10.1002/for.2338

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

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. pp. 37-46. DOI https://doi.org/10.1016/j.irfa.2013.12.001

Verousis, Thanos (2013) Bid-ask Spreads, Commissions, and Other Costs. In: Market Microstructure in Emerging and Developed Markets. Wiley. Official URL: https://doi.org/10.1002/9781118681145.ch18

Verousis, Thanos and ap Gwilym, Owain (2013) Return reversals and the compass rose: insights from high frequency options data. In: Contemporary Issues in Financial Institutions and Markets (vol 1). Routledge. Official URL: https://www.routledge.com/product/isbn/97804156451...

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. pp. 91-102. DOI https://doi.org/10.1016/j.irfa.2012.08.007

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 (1). pp. 139-152. DOI https://doi.org/10.1016/j.intfin.2012.11.011

ap Gwilym, Owain and Verousis, Thanos (2013) Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level. Journal of Futures Markets, 33 (1). pp. 55-76. DOI https://doi.org/10.1002/fut.21547

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). pp. 883-896. DOI https://doi.org/10.1080/1351847x.2010.538524

ap Gwilym, Owain and Verousis, Thanos (2010) Price clustering and underpricing in the IPO aftermarket. International Review of Financial Analysis, 19 (2). pp. 89-97. DOI https://doi.org/10.1016/j.irfa.2010.01.007

Verousis, Thanos and ap Gwilym, Owain (2010) An improved algorithm for cleaning Ultra High-Frequency data. Journal of Derivatives and Hedge Funds, 15 (4). pp. 323-340. DOI https://doi.org/10.1057/jdhf.2009.16