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Number of items: 13.

Article

Verousis, Thanos and Voukelatos, Nikolaos (2018) Cross-Sectional Dispersion and Expected Returns. Quantitative Finance, 18 (5). ISSN 1469-7688. (doi:https://doi.org/10.1080/14697688.2017.1414515) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided)
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Verousis, Thanos and ap Gwilym, Owain and Voukelatos, Nikolaos (2016) Commonality in equity options liquidity: Evidence from NYSE LIFFE. European Journal of Finance, 22 (12). ISSN 1351-847X. E-ISSN 1466-4364. (doi:https://doi.org/10.1080/1351847X.2016.1188836) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided)
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Bernales, Alejandro and Verousis, Thanos and Voukelatos, Nikolaos (2016) Do Investors Follow the Herd in Option Markets? Journal of Banking and Finance, . ISSN 0378-4266. (doi:https://doi.org/10.1016/j.jbankfin.2016.02.002) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided)
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Verousis, Thanos and ap Gwilym, Owain and Voukelatos, Nikolaos (2015) The Impact of a Premium Based Tick Size on Equity Option Liquidity. Journal of Futures Markets, 36 (4). pp. 397-417. ISSN 0270-7314. E-ISSN 1096-9934. (doi:https://doi.org/10.1002/fut.21734) (Full text available)
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Conference or workshop item

Verousis, Thanos and Voukelatos, Nikolaos (2016) Cross-Sectional Dispersion and Expected Returns. In: 2016 Financial Management Association Annual Meeting, 19-22 October 2016, Las Vegas. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Verousis, Thanos and Voukelatos, Nikolaos (2015) Cross-sectional dispersion and expected returns. In: 5th International Conference of the Financial Engineering and Banking Society - Banking, Financial markets, risk and financial vulnerability. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Verousis, Thanos and Voukelatos, Nikolaos (2015) Cross-sectional dispersion and expected returns. In: 11th BMRC-DEMS Conference on Macro and Financial Economics/Econometrics. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Bernales, Alejandro and Verousis, Thanos and Voukelatos, Nikolaos (2015) Do investors follow the herd in option markets? In: Do investors follow the herd in option markets? 32nd International Conference of the French Finance Association. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Bernales, Alejandro and Verousis, Thanos and Voukelatos, Nikolaos (2015) Do investors follow the herd in option markets? In: Do investors follow the herd in option markets? The Future of Financial Institutions and Markets: Navigating the Challenges Ahead. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Bernales, Alejandro and Verousis, Thanos and Voukelatos, Nikolaos (2014) Do Investors Follow the Herd? Evidence from the Options Market. In: 4th International Conference of the Financial Engineering and Banking Society, June 2014, Surrey. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Verousis, Thanos and ap Gwilym, Owain and Voukelatos, Nikolaos (2014) The Impact of a Premium Based Tick Size Change on Equity Option Liquidity. In: 2014 FMA European Conference, 11-13 June, 2014, Maastricht. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Verousis, Thanos and ap Gwilym, Owain and Voukelatos, Nikolaos (2014) The Impact of a Premium Based Tick Size on Equity Option Liquidity. In: 31st Spring International Conference of the French Finance Association, May 2014, Aix-en-Provence. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

Verousis, Thanos and ap Gwilym, Owain and Voukelatos, Nikolaos (2014) Equity option liquidity after the introduction of the Premium Based Tick Size on NYSE LIFFE Amsterdam. In: 7th Financial Risks International Forum – Big Data in Finance and Insurance, March 2014, Paris. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

This list was generated on Wed Apr 10 20:27:33 2019 BST.
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