Dr Thanos Verousis

Klubinski, WJ., Verousis, T. and Tsoligkas, F., (2022). Gender Differences in Hedge Fund Performance Persistence

Menkveld, AJ., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Razen, M., Weitzel, U., Abad, D., Abudy, MM., Adrian, T., Ait-Sahalia, Y., Akmansoy, O., Alcock, J., Alexeev, V., Aloosh, A., Amato, L., Amaya, D., Angel, J., Bach, A., Baidoo, E., Bakalli, G., Barbon, A., Bashchenko, O., Bindra, PC., Bjonnes, GH., Black, J., Black, BS., Bohorquez, S., Bondarenko, O., Bos, CS., Bosch-Rosa, C., Bouri, E., Brownlees, CT., Calamia, A., Cao, VN., Capelle-Blancard, G., Capera, L., Caporin, M., Carrion, A., Caskurlu, T., Chakrabarty, B., Chernov, M., Cheung, WM., Chincarini, LB., Chordia, T., Chow, SC., Clapham, B., Colliard, J-E., Comerton-Forde, C., Curran, E., Dao, T., Dare, W., Davies, RJ., De Blasis, R., De Nard, G., Declerck, F., Deev, O., Degryse, H., Deku, S., Desagre, C., Van Dijk, MA., Dim, C., Dimpfl, T., Dong, Y., Drummond, P., Dudda, T., Dumitrescu, A., Dyakov, T., Dyhrberg, AH., Dzieliński, M., Eksi, A., El Kalak, I., ter Ellen, S., Eugster, N., Evans, MDD., Farrell, M., Félez-Viñas, E., Ferrara, G., FERROUHI, EM., Flori, A., Fluharty-Jaidee, J., Foley, S., Fong, KYL., Foucault, T., Franus, T., Franzoni, FA., Frijns, B., Frömmel, M., Fu, S., Füllbrunn, S., Gan, B., Gehrig, T., Gerritsen, D., Gil-Bazo, J., Glosten, LR., Gomez, T., Gorbenko, A., Güçbilmez, U., Grammig, J., Gregoire, V., Hagströmer, B., Hambuckers, J., Hapnes, E., Harris, JH., Harris, L., Hartmann, S., Hasse, J-B., Hautsch, N., He, X., Heath, D., Hediger, S., Hendershott, T., Hibbert, AM., Hjalmarsson, E., Hoelscher, SA., Hoffmann, P., Holden, CW., Horenstein, AR., Huang, W., Huang, D., Hurlin, C., Ivashchenko, A., Iyer, SR., Jahanshahloo, H., Jalkh, N., Jones, CM., Jurkatis, S., Jylha, P., Kaeck, A., Kaiser, G., Karam, A., Karmaziene, E., Kassner, B., Kaustia, M., Kazak, E., Kearney, F., van Kervel, V., Khan, S., Khomyn, M., Klein, T., Klein, O., Klos, A., Koetter, M., Krahnen, JP., Kolokolov, A., Korajczyk, RA., Kozhan, R., Kwan, A., Lajaunie, Q., Lam, FYEC., Lambert, M., Langlois, H., Lausen, J., Lauter, T., Leippold, M., Levin, V., Li, Y., Li, MH., Liew, CY., Lindner, T., Linton, OB., Liu, J., Liu, A., Llorente, G., Lof, M., Lohr, A., Longstaff, FA., Lopez-Lira, A., Mankad, S., Mano, N., Marchal, A., Martineau, C., Mazzola, F., Meloso, D., Mihet, R., Mohan, V., Moinas, S., Moore, D., Mu, L., Muravyev, D., Murphy, D., Neszveda, G., Neumeier, C., Nielsson, U., Nimalendran, M., Nolte, S., Norden, LL., O'Neill, P., Obaid, K., Ødegaard, BA., Östberg, P., Painter, M., Palan, S., Palit, I., Park, A., Pascual, R., Pasquariello, P., Pastor, L., Patel, V., Patton, AJ., Pearson, ND., Pelizzon, L., Pelster, M., Pérignon, C., Pfiffer, C., Philip, R., Plíhal, T., Prakash, P., Press, O-A., Prodromou, T., Putniņš, TJ., Raizada, G., Rakowski, DA., Ranaldo, A., Regis, L., Reitz, S., Renault, T., Renjie, RW., Renò, R., Riddiough, S., Rinne, K., Rintamäki, P., Riordan, R., Rittmannsberger, T., Rodríguez-Longarela, I., Rösch, D., Rognone, L., Roseman, B., Rosu, I., Roy, S., Rudolf, N., Rush, S., Rzayev, K., Rzeźnik, A., Sanford, A., Sankaran, H., Sarkar, A., Sarno, L., Scaillet, O., Scharnowski, S., Schenk-Hoppé, KR., Schertler, A., Schneider, M., Schroeder, F., Schuerhoff, N., Schuster, P., Schwarz, MA., Seasholes, MS., Seeger, N., Shachar, O., Shkilko, A., Shui, J., Sikic, M., Simion, G., Smales, LA., Söderlind, P., Sojli, E., Sokolov, K., Spokeviciute, L., Stefanova, D., Subrahmanyam, MG., Neusüss, S., Szaszi, B., Talavera, O., Tang, Y., Taylor, N., Tham, WW., Theissen, E., Thimme, J., Tonks, I., Tran, H., Trapin, L., Trolle, AB., Valente, G., Van Ness, RA., Vasquez, A., Verousis, T., Verwijmeren, P., Vilhelmsson, A., Vilkov, G., Vladimirov, V., Vogel, S., Voigt, S., Wagner, W., Walther, T., Weiss, P., van der Wel, M., Werner, IM., Westerholm, PJ., Westheide, C., Wipplinger, E., Wolf, M., Wolff, CCP., Wolk, L., Wong, W-K., Wrampelmeyer, J., Xia, S., Xiu, D., Xu, K., Xu, C., Yadav, PK., Yagüe, J., Yan, C., Yang, A., Yoo, W., Yu, W., Yu, S., Yueshen, BZ., Yuferova, D., Zamojski, M., Zareei, A., Zeisberger, S., Zhang, SS., Zhang, X., Zhong, Z., Zhou, ZI., Zhou, C., Zhu, XS., Zoican, M., Zwinkels, RCJ., Chen, J., Duevski, T., Gao, G., Gemayel, R., Gilder, D., Kuhle, P., Pagnotta, E., Pelli, M., Sönksen, J., Zhang, L., Ilczuk, K., Bogoev, D., Qian, Y., Wika, HC., Yu, Y., Zhao, L., Mi, M., Bao, L., Vaduva, A., Prokopczuk, M., Avetikian, A. and Wu, Z-X., (2022). Non-Standard Errors

Khoo, S-Y., Perotti, P., Verousis, T. and Watermeyer, R., (2022). Vice-Chancellor Narcissism and University Performance

Khoo, S-Y., Verousis, T., Vu, H. and Klusak, P., (2022). Restraining Overconfident CEOs through Credit Ratings

Lipeng, W., Mengyu, Z. and Verousis, T., (2021). The road to economic recovery: pandemics and innovation. International Review of Financial Analysis. 75, 101729-101729

Bernales, A., Verousis, T. and Voukelatos, N., (2020). Do investors follow the herd in option markets?. Journal of Banking and Finance. 119, 104899-104899

Bernales, A., Verousis, T., Voukelatos, N. and Zhang, M., (2020). What do we know about individual equity options?. Journal of Futures Markets. 40 (1), 67-91

Hassanniakalager, A., Sermpinis, G., Stasinakis, C. and Verousis, T., (2020). A Conditional Fuzzy Inference Approach in Forecasting. European Journal of Operational Research. 283 (1), 196-216

Voukelatos, N. and Verousis, T., (2019). Option-implied information and stock herding. International Journal of Finance and Economics. 24 (4), 1429-1442

Chen, L. and Verousis, T., (2018). A contingent claims approach to the determinants of the stock-bond return relationship. International Journal of Banking, Accounting and Finance. 9 (1), 1-1

Verousis, T. and Voukelatos, N., (2018). Cross-sectional dispersion and expected returns. Quantitative Finance. 18 (5), 813-826

Bernales, A., Cañón, C. and Verousis, T., (2018). Bid–ask spread and liquidity searching behaviour of informed investors in option markets. Finance Research Letters. 25, 96-102

Verousis, T., Perotti, P. and Sermpinis, G., (2018). One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations. Review of Quantitative Finance and Accounting. 50 (2), 353-392

Verousis, T. and Chen, L., (2018). A contingent claims approach to the determinants of the stock-bond return relationship. International Journal of Banking, Accounting and Finance. 9 (1), 1-1

Sergueiva, A., Chinthalapati, VLR., Verousis, T. and Chen, L., (2017). Multichannel contagion and systemic stabilisation strategies in interconnected financial markets. Quantitative Finance. 17 (12), 1885-1904

Andrikopoulos, P., Kallinterakis, V., Leite Ferreira, MP. and Verousis, T., (2017). Intraday herding on a cross-border exchange. International Review of Financial Analysis. 53, 25-36

Pathak, R., Verousis, T. and Chauhan, Y., (2017). Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence from Indian Market. Journal of Emerging Market Finance. 16 (2), 169-187

Stasinakis, C., Sermpinis, G., Psaradellis, I. and Verousis, T., (2016). Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities. Quantitative Finance. 16 (12), 1901-1915

Verousis, T., ap Gwilym, O. and Voukelatos, N., (2016). The Impact of a Premium-Based Tick Size on Equity Option Liquidity. Journal of Futures Markets. 36 (4), 397-417

Verousis, T., ap Gwilym, O. and Voukelatos, N., (2016). Commonality in equity options liquidity: evidence from European Markets. The European Journal of Finance. 22 (12), 1204-1223

Sermpinis, G., Verousis, T. and Theofilatos, K., (2016). Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data-Snooping Bias. Journal of Forecasting. 35 (1), 1-12

Chen, X., Solomon, E. and Verousis, T., (2016). 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. 23 (2), 183-198

Verousis, T., ap Gwilym, O. and Chen, X., (2016). The intraday determination of liquidity in the NYSE LIFFE equity option markets. The European Journal of Finance. 22 (12), 1164-1188

Verousis, T. and ap Gwilym, O., (2014). The implications of a price anchoring effect at the upstairs market of the London Stock Exchange. International Review of Financial Analysis. 32, 37-46

Verousis, T. and ap Gwilym, O., (2013). Trade size clustering and the cost of trading at the London Stock Exchange. International Review of Financial Analysis. 27, 91-102

Meng, L., Verousis, T. and ap Gwilym, O., (2013). A substitution effect between price clustering and size clustering in credit default swaps. Journal of International Financial Markets, Institutions and Money. 24 (1), 139-152

ap Gwilym, O. and Verousis, T., (2013). Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level. Journal of Futures Markets. 33 (1), 55-76

Verousis, T. and ap Gwilym, O., (2011). Return reversals and the compass rose: insights from high frequency options data. The European Journal of Finance. 17 (9-10), 883-896

Verousis, T. and ap Gwilym, O., (2010). An improved algorithm for cleaning Ultra High-Frequency data. Journal of Derivatives and Hedge Funds. 15 (4), 323-340

ap Gwilym, O. and Verousis, T., (2010). Price clustering and underpricing in the IPO aftermarket. International Review of Financial Analysis. 19 (2), 89-97