Antonios Siganos

University of Glasgow

Adam Smith Business School

Glasgow, Scotland G12 8LE

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS

893

SSRN CITATIONS
Rank 36,853

SSRN RANKINGS

Top 36,853

in Total Papers Citations

19

CROSSREF CITATIONS

8

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)
Downloads 275 (207,107)
Citation 14

Abstract:

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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 260 (219,056)

Abstract:

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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: 26 Jul 2023
Alexandros Kostakis, Kasif Muhammad and Antonios Siganos
University of Liverpool - Management School (ULMS), University of Glasgow and University of Glasgow
Downloads 212 (266,653)
Citation 5

Abstract:

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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 94 (510,367)
Citation 2

Abstract:

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Convertible bond offering, abnormal return, commercial banks, regulation

5.

Information Leakage Prior to Market Switches and the Importance of Nominated Advisers

Number of pages: 62 Posted: 31 May 2023
Antonios Siganos, Angelos Synapis and Ioannis Tsalavoutas
University of Glasgow, Centre for Financial and Corporate Integrity, Coventry University and University of Glasgow - Accounting and Finance Group
Downloads 52 (702,700)

Abstract:

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Information leakage; Market switches; Alternative Investment Market (AIM); Main Market (MM); Nominated Advisers (Nomads)

6.

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

Abstract:

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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, Long-short Consulting Limited and University of Glasgow

Abstract:

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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

Other Papers (1)

Total Downloads: 6
1.

Media Deterrence and Illegal Trading Prior to Merger Announcements: The Real Effect of News Dissemination

Number of pages: 38 Posted: 28 Sep 2017
Mark Aleksanyan, Jo Danbolt, Antonios Siganos and Betty H.T. Wu
University of Glasgow, University of Edinburgh Business School, University of Glasgow and University of Glasgow Adam Smith Business School
Downloads 6

Abstract:

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News dissemination; Deterrence; Media coverage; Target stock returns; Inside information