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Details about Thanos Verousis

E-mail:
Workplace:Business School, Newcastle University, (more information at EDIRC)

Thanos Verousis edits the NEP report on Market Microstructure.

Access statistics for papers by Thanos Verousis.

Last updated 2017-09-24. Update your information in the RePEc Author Service.

Short-id: pve95


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Working Papers

2015

  1. Asymmetric post-announcement drift to good and bad news: evidence from voluntary trading disclosures in the Chinese stock market
    Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre Downloads
    See also Journal Article in International Journal of the Economics of Business (2016)

Journal Articles

2017

  1. Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence from Indian Market
    Journal of Emerging Market Finance, 2017, 16, (2), 169-187 Downloads

2016

  1. Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias
    Journal of Forecasting, 2016, 35, (1), 1-12 Downloads View citations (1)
  2. 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, 2016, 23, (2), 183-198 Downloads
    See also Working Paper (2015)
  3. The Impact of a Premium‐Based Tick Size on Equity Option Liquidity
    Journal of Futures Markets, 2016, 36, (4), 397-417 Downloads

2013

  1. A substitution effect between price clustering and size clustering in credit default swaps
    Journal of International Financial Markets, Institutions and Money, 2013, 24, (C), 139-152 Downloads View citations (2)
  2. Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level
    Journal of Futures Markets, 2013, 33, (1), 55-76 View citations (1)
  3. Trade size clustering and the cost of trading at the London Stock Exchange
    International Review of Financial Analysis, 2013, 27, (C), 91-102 Downloads View citations (3)

2011

  1. Return reversals and the compass rose: insights from high frequency options data
    The European Journal of Finance, 2011, 17, (9-10), 883-896 Downloads

2010

  1. Price clustering and underpricing in the IPO aftermarket
    International Review of Financial Analysis, 2010, 19, (2), 89-97 Downloads View citations (5)
 
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