Journals
“VC narcissism and university performance” Research Policy (forthcoming) (w/ P. Peroti, R. Watermeyer and S. Khoo)
“Corporate Governance, Shari’ah Governance and Financial Flexibility: Evidence from the MENA region”. International Journal of Finance and Economics (forthcoming) (w/ A. Aljughaiman and A. Salyma)
“Financial stress and commodity price volatility" (forthcoming) Energy Economics (w/ L. Chen and Z. Zhou)
“Non-standard errors”. The Journal of Finance (forthcoming) (w/ A. Menkveld et al.)
“LGBTQ and Finance”. International Review of Financial Analysis (2023) Vol 86, 102547 (w/ S. Brahma, C. Gavriilidis, V. Kallinterakis and M. Zhang)
“Information and the arrival rate of option trading volume” Journal of Futures Markets (2022) Vol 42(4), 605-644 (with I. Kalaitzoglou and M. Zhang)
“Behavioural Finance and Cryptocurrencies” Review of Behavioural FiInance Vol. 14(4), 545-562 (with A. Ballis)
“The road to economic recovery: pandemics and innovation” International Review of Financial Analysis (2021) Vol 75, 101729-101729 (with L. Wang and M. Zhang)
"Do investors follow the herd? Evidence from the options market" Journal of Banking and Finance (2020) Vol 119, no. 104899 (with A. Bernales and N. Voukelatos)
Nominated for the Best Paper Award at the FMA conference (Orlando, 2015)
“A Conditional Fuzzy Inference Approach in Forecasting” European Journal of Operational Research (2020) Vol. 283, 196-216 (with G. Sermpinis, A. Hassanniakalager and C. Stasinakis)
"What do we know about individual equity options" Journal of Futures Markets (2020) Vol. 40, 67-91 (with A. Bernales, N. Voukelatos and M. Zhang)
"Option-implied information and stock herding" International Journal of Finance and Economics (2019) Vol. 24, 1429-1442 (with N. Voukelatos)
"Bid-Ask Spread and Liquidity Searching Behaviour of Informed Investors in Option Markets" Finance Research Letters (2018) Vol. 25, 96-102 (with A. Bernales and C. Cañón)
"Cross-Sectional Dispersion and Expected Returns" Quantitative Finance (2018) Vol. 18(5), 813–826 (with N. Voukelatos)
"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 (2018) Vol. 50(2), 353-392 (with P. Perotti and G. Sermpinis)
"Multichannel contagion and systemic stabilisation strategies in interconnected financial markets" Quantitative Finance (2017) Vol. 17(12), 1885-1904 (with A. Sergueiva, R. Chinthalapati and X. Chen)
"Intraday Herding on a Cross-Border Exchange" International Review of Financial Analysis (2017) Vol. 53(1), 25-36 (with P. Andrikopoulos, B. Kallinterakis and M. Ferreira)
"A contingent claims approach to the determinants of the stock-bond return relationship". International Journal of Banking, Accounting and Finance (2018) Vol. 9(1), 1-18 (with X. Chen)
“Information Content of Implicit Spot Prices Embedded in Single Stock Future Price” Journal of Emerging Markets Finance (2017) Vol. 16(2), 169-187 (with R. Pathak and Yogesh Chauhan)
"Krill herd support vector regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities" Quantitative Finance (2016) Vol. 16(12), 1901-1915 (with C. Stasinakis, G Sermpinis and I. Psaradellis)
"Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data Snooping Bias" Journal of Forecasting (2016) Vol. 35(1), 1-12 (with G. Sermpinis and K. Theofilatos)
"Asymmetric post announcement drift to good and bad news" International Journal of Economics of Business (2016) Vol 23(2), 183-198 (with X. Chen, E. Solomon)
"Commonality in Equity Options Liquidity: Evidence from European Markets" European Journal of Finance (2016) Vol. 22(12), 1204-1223 (with O. ap Gwilym and N. Voukelatos)
“The impact of a Premium Based Tick Size on equity options liquidity” Journal of Futures Markets (2016) Vol. 36(4), 397-417 (with O. ap Gwilym and N. Voukelatos)
"The intraday determination of liquidity in the NYSE LIFFE equity option markets". European Journal of Finance (2016) Vol. 22(12), 1164-1188 (with O. ap Gwilym and X. Chen)
"The implications of a price anchoring effect at the upstairs market of the London Stock Exchange". International Review of Financial Analysis (2014) Vol. 32(1), 37-46 (with O. ap Gwilym)
"A substitution effect between price clustering and size clustering in credit default swaps". Journal of International Financial Markets, Institutions & Money (2013) Vol. 24(13), 139-152 (with L. Meng and O. ap Gwilym)
"Trade Size Clustering and the Cost of Trading at the London Stock Exchange". International Review of Financial Analysis (2013) Vol. 27(13), 91-102 (with O. ap Gwilym)
“Price Clustering in Individual Equity Options: Moneyness, Maturity and Price Level”. Journal of Futures Markets (2013) Vol. 33(1), 55-76 (with O. ap Gwilym)
“Return reversals and the compass rose: insights from high frequency options data”. European Journal of Finance. (2011) Vol. 17(9-10), 883-896 (with O. ap Gwilym)
“Price clustering and underpricing in the IPO aftermarket”. International Review of Financial Analysis. (2010) Vol. 19(2), 89-97 (with O. ap Gwilym)
“An improved algorithm for cleaning ultrahigh frequency data”. Journal of Derivatives and Hedge Funds. (2010) Vol. 15(4), 323-340 (with O. ap Gwilym)
Chapters in books and edited volumes
"Hedge Fund Performance Persistence: Do the country of domicile and the investment strategy matter?" in Risk Management and Modelling (forthcoming) Springer (with W. Klubinski) (ed. R. Benkraiem, I. Kalaitzoglou and C. Zopounidis)
“Financial Risk Aversion and Mental Health Disorders: engaging those with ADHD” Public Engagement Report (2015), University of Bath, UK
"Bid-ask Spreads, Commissions, and Other Costs" in Market Microstructure in Emerging and Developed Markets (September, 2013) Wiley (ed. K. Baker and H. Kiymaz)
"Return reversals and the compass rose: insights from high frequency options data" in Contemporary Issues in Financial Institutions and Markets (August, 2013) Routledge (with O. ap Gwilym) (ed. J. Wilson, B. Casu, D. McMillan)
"The FTSE Group"; "Diversifying investments"; "The Interbank Market"; "Currency Zones"; "Currency Speculators" in Encyclopaedia of Business in Today's World, (2009) Thousand Oaks: SAGE Publications (ed. C. Wankel).