Nikolaos Voukelatos

University of Kent

Lecturer in Finance

Canterbury, Kent CT2 7PE

United Kingdom

http://https://www.kent.ac.uk/kbs/profiles/staff/voukelatos_nikolaos.html

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 46,469

SSRN RANKINGS

Top 46,469

in Total Papers Downloads

1,502

SSRN CITATIONS

6

CROSSREF CITATIONS

2

Scholarly Papers (11)

1.

Cross-Sectional Dispersion and Expected Returns

Number of pages: 33 Posted: 20 Feb 2016
Thanos Verousis and Nikolaos Voukelatos
University of Essex and University of Kent
Downloads 560 (72,743)
Citation 7

Abstract:

Loading...

Cross-sectional dispersion, cross-section of stock returns, pricing factor

2.

What Do We Know About Individual Equity Options?

Number of pages: 54 Posted: 27 Feb 2019 Last Revised: 11 Aug 2019
Alejandro Bernales, Thanos Verousis, Nikolaos Voukelatos and Mengyu Zhang
Universidad de Chile, University of Essex, University of Kent and University of Kent, Kent Business School
Downloads 362 (121,684)
Citation 1

Abstract:

Loading...

equity options, empirical studies, literature survey

3.

Should Hedge Funds Deviate from the Benchmark?

Number of pages: 81 Posted: 30 Oct 2017 Last Revised: 30 Sep 2021
Ekaterini Panopoulou and Nikolaos Voukelatos
Essex Business School and University of Kent
Downloads 227 (196,174)

Abstract:

Loading...

Hedge funds; performance; benchmark deviations; managerial skill

4.

Equity premium prediction: The role of information from the options market

Number of pages: 36 Posted: 11 May 2022
University of Macedonia, affiliation not provided to SSRN, Essex Business School and University of Kent
Downloads 80 (433,535)

Abstract:

Loading...

Equity premium, Forecasting, Options, Quantile regression

5.

Do Investors Follow the Herd in Option Markets?

Number of pages: 44 Posted: 27 Feb 2019
Alejandro Bernales, Thanos Verousis and Nikolaos Voukelatos
Universidad de Chile, University of Essex and University of Kent
Downloads 72 (459,804)
Citation 2

Abstract:

Loading...

Herding, Cross-Sectional Dispersion, Options

6.

The Impact of a Premium Based Tick Size on Equity Option Liquidity

Number of pages: 38 Posted: 22 Sep 2014
Thanos Verousis, Owain Ap Gwilym and Nikolaos Voukelatos
University of Essex, Bangor Business School and University of Kent
Downloads 68 (473,892)
Citation 2

Abstract:

Loading...

Liquidity, Tick Size, PBTS, Equity options, Amsterdam LIFFE

7.

Hedge Fund Return Predictability in the Presence of Model Risk

Number of pages: 44 Posted: 28 Oct 2019 Last Revised: 09 Jul 2021
Lancaster University - Department of Accounting and Finance, Essex Business School, University of Kent and Barclays PLC
Downloads 52 (538,604)

Abstract:

Loading...

Forecasting, Hedge Funds, Dynamic Model Averaging, Model Risk, Fund of Funds

8.

Equity Premium Prediction: The Role of Informationfrom the Options Market

Number of pages: 37 Posted: 21 Jun 2022
University of Macedonia, University of Kent, Essex Business School and University of Kent
Downloads 41 (592,776)

Abstract:

Loading...

Equity premium, Forecasting, Options, Quantile regression

9.

Option Returns in Emerging European Markets and the Impact of the 2008 Crisis

Number of pages: 40 Posted: 06 Dec 2013
Nikolaos Voukelatos
University of Kent
Downloads 40 (598,302)

Abstract:

Loading...

option returns, emerging markets, financial crisis

10.

Hedging Efficiency in the Greek Options Market Before and after the Financial Crisis of 2008

Journal of Multinational Financial Management, Vol. 23, 2013
Posted: 06 Dec 2013
Mark B. Shackleton and Nikolaos Voukelatos
Lancaster University - Department of Accounting and Finance and University of Kent

Abstract:

Loading...

market efficiency, emerging markets, options, risk management

11.

The Asymmetric Impact of Firm-Specific and of Index Returns on the Volatility Processes of Individual Stocks

Applied Financial Economics, Vol. 20:21, 2010
Posted: 06 Dec 2013
Nikolaos Voukelatos
University of Kent

Abstract:

Loading...