| Non-standard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... | 47 | 2021 |
| Do investors follow the herd in option markets? A Bernales, T Verousis, N Voukelatos Journal of Banking & Finance 119, 104899, 2020 | 46 | 2020 |
| Intraday herding on a cross-border exchange P Andrikopoulos, V Kallinterakis, MPL Ferreira, T Verousis International Review of Financial Analysis 53, 25-36, 2017 | 37 | 2017 |
| One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations T Verousis, P Perotti, G Sermpinis Review of Quantitative Finance and Accounting 50, 353-392, 2018 | 24 | 2018 |
| Trade size clustering and the cost of trading at the London Stock Exchange T Verousis, O ap Gwilym International Review of Financial Analysis 27, 91-102, 2013 | 24 | 2013 |
| Cross-sectional dispersion and expected returns T Verousis, N Voukelatos Quantitative finance 18 (5), 813-826, 2018 | 23 | 2018 |
| The road to economic recovery: Pandemics and innovation L Wang, M Zhang, T Verousis International Review of Financial Analysis 75, 101729, 2021 | 20 | 2021 |
| A conditional fuzzy inference approach in forecasting A Hassanniakalager, G Sermpinis, C Stasinakis, T Verousis European Journal of Operational Research 283 (1), 196-216, 2020 | 20 | 2020 |
| Behavioural finance and cryptocurrencies A Ballis, T Verousis Review of Behavioral Finance 14 (4), 545-562, 2022 | 17 | 2022 |
| Adaptive evolutionary neural networks for forecasting and trading without a data‐snooping Bias G Sermpinis, T Verousis, K Theofilatos Journal of Forecasting 35 (1), 1-12, 2016 | 17 | 2016 |
| The implications of a price anchoring effect at the upstairs market of the London Stock Exchange T Verousis, O Ap Gwilym International Review of Financial Analysis 32, 37-46, 2014 | 15 | 2014 |
| Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities C Stasinakis, G Sermpinis, I Psaradellis, T Verousis Quantitative Finance 16 (12), 1901-1915, 2016 | 14 | 2016 |
| A substitution effect between price clustering and size clustering in credit default swaps L Meng, T Verousis, O ap Gwilym Journal of International Financial Markets, Institutions and Money 24, 139-152, 2013 | 13 | 2013 |
| Option‐implied information and stock herding N Voukelatos, T Verousis International Journal of Finance & Economics 24 (4), 1429-1442, 2019 | 12 | 2019 |
| Bid–ask spread and liquidity searching behaviour of informed investors in option markets A Bernales, C Cañón, T Verousis Finance Research Letters 25, 96-102, 2018 | 12 | 2018 |
| An improved algorithm for cleaning ultra high-frequency data T Verousis, O Ap Gwilym Journal of Derivatives & Hedge Funds 15, 323-340, 2010 | 12 | 2010 |
| Price clustering in individual equity options: moneyness, maturity, and price level O Gwilym, T Verousis Journal of Futures Markets 33 (1), 55-76, 2013 | 11 | 2013 |
| Price clustering and underpricing in the IPO aftermarket O Ap Gwilym, T Verousis International Review of Financial Analysis 19 (2), 89-97, 2010 | 11 | 2010 |
| Commonality in equity options liquidity: evidence from European Markets T Verousis, O ap Gwilym, N Voukelatos The European Journal of Finance 22 (12), 1204-1223, 2016 | 9 | 2016 |
| LGBTQ and finance S Brahma, K Gavriilidis, V Kallinterakis, T Verousis, M Zhang International Review of Financial Analysis 86, 102547, 2023 | 8 | 2023 |
