Details about Thanos Verousis
Thanos Verousis edits the NEP report on Market Microstructure.
Access statistics for papers by Thanos Verousis.
Last updated 2016-09-04. Update your information in the RePEc Author Service.
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- 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
- 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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