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Publications by Thanos Verousis

Intraday Herding on a Cross-Border Exchange

International Review of Financial Analysis

English

Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level

Journal of Futures Markets

English

Adaptive Evolutionary Neural Networks for Forecasting and Trading Without a Data-Snooping Bias

Journal of Forecasting

Management Science

Computer Science Applications

Operations Research

English

Commonality in Equity Options Liquidity: Evidence From European Markets

European Journal of Finance

English

Option‐implied Information and Stock Herding

International Journal of Finance and Economics

English

Bid-Ask Spread and Liquidity Searching Behaviour of Informed Investors in Option Markets

SSRN Electronic Journal

English

Do Investors Follow the Herd in Option Markets?

SSRN Electronic Journal

English

Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence From Indian Market

Journal of Emerging Market Finance

English