Antonios Siganos

University of Glasgow

Adam Smith Business School

Glasgow, Scotland G12 8LE

United Kingdom

  • University of Glasgow

SCHOLARLY PAPERS

8

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724

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8

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12

Scholarly Papers (8)

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1.

Divergence of Sentiment and Stock Market Trading

Journal of Banking and Finance, Forthcoming
Number of pages: 43 Posted: 05 Jul 2014 Last Revised: 11 Feb 2017
Antonios Siganos, Evangelos Vagenas-Nanos and Patrick Verwijmeren
University of Glasgow, University of Glasgow and Erasmus University Rotterdam (EUR)
Downloads 233 (183,663)
Citation 5

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Sentiment, Disagreement Models, Divergence of Opinion, Small Investors, Market Integration, Facebook’s Gross National Happiness Index

2.

Why Do Financially Unconstrained Firms Borrow to Repurchase Shares?

Number of pages: 53 Posted: 24 Aug 2016 Last Revised: 06 Dec 2019
Daniel Gyimah, Antonios Siganos and Chris Veld
University of Aberdeen, University of Glasgow and Monash University
Downloads 219 (194,891)

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Levered share repurchases, financially unconstrained firms, debt market timing, equity undervaluation, investment expenditures

3.

Higher Co-Moments and Asset Pricing on London Stock Exchange

Journal of Banking and Finance, Forthcoming
Number of pages: 34 Posted: 21 Sep 2011 Last Revised: 18 Oct 2011
Alexandros Kostakis, Kasif Muhammad and Antonios Siganos
University of Liverpool Management School, University of Glasgow and University of Glasgow
Downloads 192 (219,747)
Citation 1

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Asset Pricing, Coskewness, Cokurtosis, London Stock Exchange

4.

A Comparison of the Stock Market Reactions of Convertible Bond Offerings between Financial and Non-Financials Institutions: Do They Differ?

International Review of Financial Analysis, Forthcoming
Number of pages: 37 Posted: 22 Feb 2014 Last Revised: 30 Jul 2014
Hui Li, Hong Liu and Antonios Siganos
University of Glasgow, Loughborough University - School of Business and Economics and University of Glasgow
Downloads 76 (428,452)
Citation 2

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Convertible bond offering, abnormal return, commercial banks, regulation

5.

Abnormal Returns from Takeover Prediction Modelling: Challenges and Suggested Investment Strategies

Downloads 2 (878,965)
Citation 2

Abnormal Returns from Takeover Prediction Modelling: Challenges and Suggested Investment Strategies

Journal of Business Finance & Accounting, Vol. 43, Issue 1-2, pp. 66-97, 2016
Number of pages: 32 Posted: 21 Mar 2016
Jo Danbolt, Antonios Siganos and Abongeh A. Tunyi
University of Edinburgh Business School, University of Glasgow and The University of Sheffield
Downloads 2 (916,852)
Citation 2

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takeover prediction, abnormal returns, portfolio strategies, investment timing, firm size, rumours

Abnormal Returns from Takeover Prediction Modelling: Challenges and Suggested Investment Strategies

Journal of Business Finance & Accounting, Forthcoming
Posted: 02 Feb 2016
Jo Danbolt, Antonios Siganos and Abongeh A. Tunyi
University of Edinburgh Business School, University of Glasgow and The University of Sheffield

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Takeover prediction, abnormal returns, portfolio strategies, investment timing, firm size, rumours

6.

UK Short Selling Activity and Firm Performance

Journal of Business Finance & Accounting, Vol. 39, Issue 9‐10, pp. 1403-1417, 2012
Number of pages: 15 Posted: 12 Jan 2013
Panagiotis Andrikopoulos, James Clunie and Antonios Siganos
Centre for Financial and Corporate Integrity (CFCI), Coventry University, Jupiter Asset Management Ltd. and University of Glasgow
Downloads 2 (878,965)

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short sellers, informed trading, financial crisis, bankrupt firms

7.

Short-Selling Constraints and ‘Quantitative’ Investment Strategies

The European Journal of Finance, Vol.19, Issue: 1-2, pp.19-35
Posted: 05 Nov 2014
Panagiotis Andrikopoulos, James Clunie and Antonios Siganos
Centre for Financial and Corporate Integrity (CFCI), Coventry University, Jupiter Asset Management Ltd. and University of Glasgow

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stock market anomalies; stock-lending fee; short-selling constraints; Data Explorers

8.

Can Small Investors Exploit the Momentum Effect?

Financial Markets and Portfolio Management, Vol. 24, No. 2, pp 171-192, 2010
Posted: 18 Jun 2010
Antonios Siganos
University of Glasgow

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Stock Market Efficiency, Momentum Effect, Transaction Cost