Publications by Dr Thanos Verousis - ePrints

Browsing publications by Dr Thanos Verousis.

Newcastle Authors	Title	Year
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 Intentions	2019
Dr Thanos Verousis	A contingent claims approach to the determinants of the stock-bond return relationship	2018
Dr Thanos Verousis	Bid-Ask Spread and Liquidity Searching Behaviour of Informed Investors in Option Markets	2018
Dr Thanos Verousis	Cross-sectional dispersion and expected returns	2018
Dr Thanos Verousis	One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations	2018
Dr Thanos Verousis	Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence from Indian Market	2017
Dr Thanos Verousis	Intraday Herding on a Cross-Border Exchange	2017
Dr Thanos Verousis	Multichannel contagion and systemic stabilisation strategies in interconnected financial markets	2017
Dr Thanos Verousis	Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data-Snooping Bias	2016
Dr Thanos Verousis	Asymmetric Post-Announcement Drift to Good and Bad News: Evidence from Voluntary Trading Disclosures in the Chinese Stock Market	2016
Dr Thanos Verousis	Commonality in equity options liquidity: Evidence from European Markets	2016
Dr Thanos Verousis	Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities	2016
Dr Thanos Verousis	The impact of a Premium Based Tick Size on equity options liquidity	2016
Dr Thanos Verousis	The intraday determination of liquidity in the NYSE LIFFE equity option markets	2016
Dr Thanos Verousis	The implications of a price anchoring effect at the upstairs market of the London Stock Exchange	2014
Dr Thanos Verousis	A substitution effect between price clustering and size clustering in credit default swaps	2013
Dr Thanos Verousis	Price Clustering in Individual Equity Options: Moneyness, Maturity and Price Level	2013
Dr Thanos Verousis	Trade size clustering and the cost of trading at the London Stock Exchange	2013
Dr Thanos Verousis	Return reversals and the compass rose: insights from high frequency options data	2011
Dr Thanos Verousis	An improved algorithm for cleaning ultrahigh frequency data	2010
Dr Thanos Verousis	Price clustering and underpricing in the IPO aftermarket	2010