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

9

DOWNLOADS

740

SSRN CITATIONS

5

CROSSREF CITATIONS

2

Scholarly Papers (9)

1.

Cross-Sectional Dispersion and Expected Returns

Number of pages: 33 Posted: 20 Feb 2016
Thanos Verousis and Nikolaos Voukelatos
Essex Business School and University of Kent
Downloads 350 (85,804)
Citation 6

Abstract:

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

2.

Should Hedge Funds Deviate from the Benchmark?

Number of pages: 41 Posted: 30 Oct 2017 Last Revised: 10 Mar 2019
Ekaterini Panopoulou and Nikolaos Voukelatos
Essex Business School and University of Kent
Downloads 187 (163,056)

Abstract:

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Hedge funds; performance; benchmark deviations; managerial skill

3.

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, Essex Business School, University of Kent and University of Newcastle
Downloads 113 (245,777)

Abstract:

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equity options, empirical studies, literature survey

4.

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
Essex Business School, Bangor Business School and University of Kent
Downloads 45 (409,482)
Citation 2

Abstract:

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

5.

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 31 (466,997)

Abstract:

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option returns, emerging markets, financial crisis

6.

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, Essex Business School and University of Kent
Downloads 14 (562,688)
Citation 1

Abstract:

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Herding, Cross-Sectional Dispersion, Options

7.

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

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market efficiency, emerging markets, options, risk management

8.

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

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9.

Hedge Fund Return Predictability in the Presence of Model Risk

Number of pages: 46
Lancaster University - Department of Accounting and Finance, Essex Business School, University of Kent and Barclays PLC
Downloads 0

Abstract:

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Forecasting, Hedge funds, Dynamic model averaging, Model risk, Fund of funds