Thanos Verousis
Names
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Thanos |
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Verousis |
Identifer
Contact
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thanos.verousis at domain vlerick.com
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Affiliations
Research profile
author of:
- A conditional fuzzy inference approach in forecasting (RePEc:eee:ejores:v:283:y:2020:i:1:p:196-216)
by Hassanniakalager, Arman & Sermpinis, Georgios & Stasinakis, Charalampos & Verousis, Thanos - Financial stress and commodity price volatility (RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003729)
by Chen, Louisa & Verousis, Thanos & Wang, Kai & Zhou, Zhiping - Price clustering and underpricing in the IPO aftermarket (RePEc:eee:finana:v:19:y:2010:i:2:p:89-97)
by ap Gwilym, Owain & Verousis, Thanos - Trade size clustering and the cost of trading at the London Stock Exchange (RePEc:eee:finana:v:27:y:2013:i:c:p:91-102)
by Verousis, Thanos & ap Gwilym, Owain - Intraday herding on a cross-border exchange (RePEc:eee:finana:v:53:y:2017:i:c:p:25-36)
by Andrikopoulos, Panagiotis & Kallinterakis, Vasileios & Leite Ferreira, Mario Pedro & Verousis, Thanos - The road to economic recovery: Pandemics and innovation (RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000727)
by Wang, Lipeng & Zhang, Mengyu & Verousis, Thanos - LGBTQ and finance (RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000637)
by Brahma, Sanjukta & Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Verousis, Thanos & Zhang, Mengyu - Bid–ask spread and liquidity searching behaviour of informed investors in option markets (RePEc:eee:finlet:v:25:y:2018:i:c:p:96-102)
by Bernales, Alejandro & Cañón, Carlos & Verousis, Thanos - A substitution effect between price clustering and size clustering in credit default swaps (RePEc:eee:intfin:v:24:y:2013:i:c:p:139-152)
by Meng, Lei & Verousis, Thanos & ap Gwilym, Owain - Do investors follow the herd in option markets? (RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426616000406)
by Bernales, Alejandro & Verousis, Thanos & Voukelatos, Nikolaos - Behavioural finance and cryptocurrencies (RePEc:eme:rbfpps:rbf-11-2021-0256)
by Antonis Ballis & Thanos Verousis - Asymmetric post-announcement drift to good and bad news: evidence from voluntary trading disclosures in the Chinese stock market (RePEc:gpe:wpaper:13795)
by Chen, XiaoHua & Solomon, Edna M. & Verousis, Thanos - Non-Standard Errors (RePEc:grz:wpsses:2021-08)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-DÃaz & Menachem Abudy & To - Information and the arrival rate of option trading volume (RePEc:hal:journl:hal-03648997)
by Mengyu Zhang & Thanos Verousis & Iordanis Kalaitzoglou - A contingent claims approach to the determinants of the stock-bond return relationship (RePEc:ids:injbaf:v:9:y:2018:i:1:p:1-18)
by Louisa Chen & Thanos Verousis - Non-Standard Errors (RePEc:inn:wpaper:2021-31)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi - One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations (RePEc:kap:rqfnac:v:50:y:2018:i:2:d:10.1007_s11156-017-0632-2)
by Thanos Verousis & Pietro Perotti & Georgios Sermpinis - On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects (RePEc:pra:mprapa:109766)
by Klubinski, William & Verousis, Thanos - Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence from Indian Market (RePEc:sae:emffin:v:16:y:2017:i:2:p:169-187)
by Rajesh Pathak & Thanos Verousis & Yogesh Chauhan - Return reversals and the compass rose: insights from high frequency options data (RePEc:taf:eurjfi:v:17:y:2011:i:9-10:p:883-896)
by Thanos Verousis & Owain ap Gwilym - The intraday determination of liquidity in the NYSE LIFFE equity option markets (RePEc:taf:eurjfi:v:22:y:2016:i:12:p:1164-1188)
by Thanos Verousis & Owain ap Gwilym & XiaoHua Chen - Commonality in equity options liquidity: evidence from European Markets (RePEc:taf:eurjfi:v:22:y:2016:i:12:p:1204-1223)
by Thanos Verousis & Owain ap Gwilym & Nikolaos Voukelatos - Asymmetric Post-Announcement Drift to Good and Bad News: Evidence from Voluntary Trading Disclosures in the Chinese Stock Market (RePEc:taf:ijecbs:v:23:y:2016:i:2:p:183-198)
by XiaoHua Chen & Edna Solomon & Thanos Verousis - Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities (RePEc:taf:quantf:v:16:y:2016:i:12:p:1901-1915)
by Charalampos Stasinakis & Georgios Sermpinis & Ioannis Psaradellis & Thanos Verousis - Multichannel contagion and systemic stabilisation strategies in interconnected financial markets (RePEc:taf:quantf:v:17:y:2017:i:12:p:1885-1904)
by Antoaneta Sergueiva & V. L. Raju Chinthalapati & Thanos Verousis & Louisa Chen - Cross-sectional dispersion and expected returns (RePEc:taf:quantf:v:18:y:2018:i:5:p:813-826)
by Thanos Verousis & Nikolaos Voukelatos - Option‐implied information and stock herding (RePEc:wly:ijfiec:v:24:y:2019:i:4:p:1429-1442)
by Nikolaos Voukelatos & Thanos Verousis - Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias (RePEc:wly:jforec:v:35:y:2016:i:1:p:1-12)
by Georgios Sermpinis & Thanos Verousis & Konstantinos Theofilatos - Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level (RePEc:wly:jfutmk:v:33:y:2013:i:1:p:55-76)
by Owain ap Gwilym & Thanos Verousis - The Impact of a Premium‐Based Tick Size on Equity Option Liquidity (RePEc:wly:jfutmk:v:36:y:2016:i:4:p:397-417)
by Thanos Verousis & Owain ap Gwilym & Nikolaos Voukelatos - What do we know about individual equity options? (RePEc:wly:jfutmk:v:40:y:2020:i:1:p:67-91)
by Alejandro Bernales & Thanos Verousis & Nikolaos Voukelatos & Mengyu Zhang - Information and the arrival rate of option trading volume (RePEc:wly:jfutmk:v:42:y:2022:i:4:p:605-644)
by Mengyu Zhang & Thanos Verousis & Iordanis Kalaitzoglou