Antonios Siganos

University of Glasgow

Adam Smith Business School

Glasgow, Scotland G12 8LE

United Kingdom

SCHOLARLY PAPERS

8

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572

SSRN CITATIONS
Rank 38,820

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Top 38,820

in Total Papers Citations

3

CROSSREF CITATIONS

11

Scholarly Papers (8)

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
University of Glasgow, University of Glasgow and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 193 (158,222)
Citation 1

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

2.

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 164 (182,657)
Citation 1

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Asset Pricing, Coskewness, Cokurtosis, London Stock Exchange

3.

Why Do Financially Unconstrained Firms Borrow to Repurchase Shares?

Number of pages: 35 Posted: 24 Aug 2016 Last Revised: 03 Mar 2017
Daniel Gyimah, Antonios Siganos and Chris Veld
Coventry University , University of Glasgow and Monash University
Downloads 148 (199,153)

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

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, University of Aberdeen and University of Glasgow
Downloads 66 (342,335)
Citation 2

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Convertible bond offering, abnormal return, commercial banks, regulation

5.

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 1 (656,658)
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short sellers, informed trading, financial crisis, bankrupt firms

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
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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

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