Details about Thanos Verousis
Thanos Verousis edits the NEP report on Market Microstructure.
Access statistics for papers by Thanos Verousis.
Last updated 2017-05-16. Update your information in the RePEc Author Service.
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- 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
See also Journal Article in International Journal of the Economics of Business (2016)
- Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias
Journal of Forecasting, 2016, 35, (1), 1-12 View citations (1)
- 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
See also Working Paper (2015)
- The Impact of a Premium‐Based Tick Size on Equity Option Liquidity
Journal of Futures Markets, 2016, 36, (4), 397-417
- 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 View citations (2)
- Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level
Journal of Futures Markets, 2013, 33, (1), 55-76 View citations (1)
- Trade size clustering and the cost of trading at the London Stock Exchange
International Review of Financial Analysis, 2013, 27, (C), 91-102 View citations (3)
- Return reversals and the compass rose: insights from high frequency options data
The European Journal of Finance, 2011, 17, (9-10), 883-896
- Price clustering and underpricing in the IPO aftermarket
International Review of Financial Analysis, 2010, 19, (2), 89-97 View citations (5)
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