Toggle Main Menu Toggle Search

Open Access padlockePrints

Browsing publications by Dr Thanos Verousis.

Newcastle AuthorsTitleYearFull text
Dr Thanos Verousis
Do Investors Follow the Herd in Option Markets?2020
Professor Darren Duxbury
Dr Thanos Verousis
Cash vs Non-Cash Payment Methods: Attitudes and Intentions2019
Dr Thanos Verousis
A contingent claims approach to the determinants of the stock-bond return relationship2018
Dr Thanos Verousis
Bid-Ask Spread and Liquidity Searching Behaviour of Informed Investors in Option Markets2018
Dr Thanos Verousis
Cross-sectional dispersion and expected returns2018
Dr Thanos Verousis
One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations2018
Dr Thanos Verousis
Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence from Indian Market2017
Dr Thanos Verousis
Intraday Herding on a Cross-Border Exchange2017
Dr Thanos Verousis
Multichannel contagion and systemic stabilisation strategies in interconnected financial markets2017
Dr Thanos Verousis
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data-Snooping Bias2016
Dr Thanos Verousis
Asymmetric Post-Announcement Drift to Good and Bad News: Evidence from Voluntary Trading Disclosures in the Chinese Stock Market2016
Dr Thanos Verousis
Commonality in equity options liquidity: Evidence from European Markets2016
Dr Thanos Verousis
Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities2016
Dr Thanos Verousis
The impact of a Premium Based Tick Size on equity options liquidity2016
Dr Thanos Verousis
The intraday determination of liquidity in the NYSE LIFFE equity option markets2016
Dr Thanos Verousis
The implications of a price anchoring effect at the upstairs market of the London Stock Exchange2014
Dr Thanos Verousis
A substitution effect between price clustering and size clustering in credit default swaps2013
Dr Thanos Verousis
Price Clustering in Individual Equity Options: Moneyness, Maturity and Price Level2013
Dr Thanos Verousis
Trade size clustering and the cost of trading at the London Stock Exchange2013
Dr Thanos Verousis
Return reversals and the compass rose: insights from high frequency options data2011
Dr Thanos Verousis
An improved algorithm for cleaning ultrahigh frequency data2010
Dr Thanos Verousis
Price clustering and underpricing in the IPO aftermarket2010