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Momentum returns and size of winner and loser portfolios

Siganos, Antonios - In: Applied financial economics 17 (2007) 9, pp. 701-708

Persistent link: https://www.econbiz.de/10007740911

UK Short Selling Activity and Firm Performance

Andrikopoulos, Panagiotis; Clunie, James; Siganos, Antonios - In: Journal of business finance & accounting : JBFA 39 (2012) 9, pp. 1403-1417

Persistent link: https://www.econbiz.de/10010064200

Short-selling constraints and quantitative investment strategies

Andrikopoulos, Panagiotis; Clunie, James; Siganos, Antonios - In: The European journal of finance 19 (2013) 1, pp. 19-35

Persistent link: https://www.econbiz.de/10010066615

Compositional changes in the FTSE100 index from the standpoint of an arbitrageur

Opong, Kwaku; Siganos, Antonios - In: The journal of asset management 14 (2013) 2, pp. 120-132

Persistent link: https://www.econbiz.de/10010159698

Google attention and target price run ups

Siganos, Antonios - In: International review of financial analysis 29 (2013), pp. 219-226

Persistent link: https://www.econbiz.de/10010168924

Can retail investors exploit stock market anomalies?

Siganos, Antonios - In: Applied financial economics 22 (2012) 7, pp. 537-548

Persistent link: https://www.econbiz.de/10009818921

Higher co-moments and asset pricing on London Stock Exchange

Kostakis, Alexandros; Muhammad, Kashif; Siganos, Antonios - In: Journal of banking & finance 36 (2012) 3, pp. 913-923

Persistent link: https://www.econbiz.de/10009825457

I only fear when I hear : how media affects insider trading in takeover targets

Aleksanyan, Mark; Danbolt, Jo; Siganos, Antonios; Wu, Betty - In: Journal of empirical finance 67 (2022), pp. 318-342

Persistent link: https://www.econbiz.de/10013464401

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

Siganos, Antonios; Synapis, Angelos; Tsalavoutas, Ioannis - 2023

This study tests the information leakage hypothesis prior to the public announcement of firms switching between the Alternative Investment Market (AIM) and the Main Market (MM) in the UK. We find significant abnormal stock returns 60 trading days prior to the announcement of these switches. The...

Persistent link: https://www.econbiz.de/10014350342

Can Small Investors Exploit the Momentum Effect?

Siganos, Antonios - 2010

This study uses UK data and investigates whether small investors can exploit the continuation effect in share prices. Individual traders are not in a financial position to buy and sell short hundreds of firms, as suggested by existing academic research, and thus this study uses extreme...

Persistent link: https://www.econbiz.de/10013142055