Dr Antonios Siganos

  • Senior Lecturer (Accounting and Finance)

telephone: 01413304809
email: Antonios.Siganos@glasgow.ac.uk

Biography

Antonios has been a lecturer in Finance at the University of Glasgow since September 2004.  Antonios holds a bachelors degree in Economics from the University of Crete, a Masters degree in Finance from the University of Exeter and a PhD in Finance from the University of Stirling (in 2005).

Research interests

Areas of expertise:

  • Media coverage
  • Short selling
  • Target price run-ups
  • Behavioural finance
  • Political contributions

Grants

Press coverage and target price run-ups: Evidence from the London Stock Exchange. British Academy/Small Research Grant. Award £2,762 (2011) (joint with M. Papa)

Can retail investors exploit stock market anomalies? Adam Smith Research Foundation Seedcorn Fund. Award £600 (2009)

Supervision

Current PhD students

Hui Li 
Co-supervisor: Professor Chris Veld
Topic: Wealth announcement effects of banks


Co-supervisor: Professor Chris Veld
Topic: Security issuance decisions

Azizah Abu Bakar 
Co-supervisor: Dr Evangelos Vagenas-Nanos
Topic: Behavioural finance

Gillian McIver 
Co-supervisor: Dr Mark Aleksanyan
Topic: Drug approval of US pharmaceuticals

 

Teaching

I have a wide range of teaching experience from undergraduate to postgraduate students within small tutorial groups to large lectures (over 600 students). The courses I have developed and lectured on are International Corporate Finance, International Financial Management and Financial Statement Analysis.

Publications

List by: Type | Date

Jump to: 2016 | 2015 | 2014 | 2013 | 2012 | 2010 | 2008 | 2007 | 2006 | 2005 | 2004
Number of items: 20.

2016

Li, H., Liu, H., Siganos, A., and Zhou, M. (2016) Bank regulation, financial crisis, and the announcement effects of seasoned equity offerings of US commercial banks. Journal of Financial Stability, (doi:10.1016/j.jfs.2016.06.007) (Early Online Publication)

Danbolt, J., Siganos, A., and Tunyi, A. (2016) Abnormal returns from takeover prediction modelling: challenges and suggested investment strategies. Journal of Business Finance and Accounting, 43(1-2), pp. 66-97. (doi:10.1111/jbfa.12179)

2015

Siganos, A., and Papa, M. (2015) FT coverage and UK target price run-ups. European Journal of Finance, 21(12), pp. 1070-1089. (doi:10.1080/1351847X.2014.924077)

Danbolt, J., Siganos, A., and Vagenas-Nanos, E. (2015) Investor sentiment and bidder announcement abnormal returns. Journal of Corporate Finance, 33, pp. 164-179. (doi:10.1016/j.jcorpfin.2015.06.003)

Li, H., Liu, H., and Siganos, A. (2015) A comparison of the stock market reactions of convertible bond offerings between financial and non-financial institutions: do they differ? International Review of Financial Analysis, 45, pp. 356-366. (doi:10.1016/j.irfa.2014.06.004)

2014

Siganos, A., Vagenas-Nanos, E., and Verwijmeren, P. (2014) Facebook's daily sentiment and international stock markets. Journal of Economic Behavior and Organization, 107(B), pp. 730-743. (doi:10.1016/j.jebo.2014.06.004)

Abu Bakar, A., Siganos, A., and Vagenas-Nanos, E. (2014) Does mood explain the Monday effect? Journal of Forecasting, 33(6), pp. 409-418. (doi:10.1002/for.2305)

2013

Siganos, A. (2013) Google attention and target price run ups. International Review of Financial Analysis, 29, pp. 219-226. (doi:10.1016/j.irfa.2012.11.002)

Andrikopoulos, P., Clunie, J., and Siganos, A. (2013) Short-selling constraints and 'quantitative' investment strategies. European Journal of Finance, 19(1), pp. 19-35. (doi:10.1080/1351847X.2011.634426)

Opong, K., and Siganos, A. (2013) Compositional changes in the FTSE100 index from the standpoint of an arbitrageur. Journal of Asset Management, 14(2), pp. 120-132. (doi:10.1057/jam.2013.8)

Siganos, A. (2013) Firm characteristics that drive the momentum pattern in the UK stock market. Quantitative Finance, 13(3), pp. 439-449. (doi:10.1080/14697688.2012.694466)

2012

Andrikopoulos, P., Clunie, J., and Siganos, A. (2012) UK short selling activity and firm performance. Journal of Business Finance and Accounting, 39(9-10), pp. 1403-1417.

Kostakis, A., Muhammad, K., and Siganos, A. (2012) Higher co-moments and asset pricing on London Stock Exchange. Journal of Banking and Finance, 36(3), pp. 913-922. (doi:10.1016/j.jbankfin.2011.10.002)

Siganos, A. (2012) Can retail investors exploit stock market anomalies? Applied Financial Economics, 22(7), pp. 537-547. (doi:10.1080/09603107.2011.619493)

2010

Siganos, A. (2010) Can small investors exploit the momentum effect? Financial Markets and Portfolio Management, 24(2), pp. 171-192. (doi:10.1007/s11408-009-0120-3)

2008

Chelley-Steeley, P., and Siganos, A. (2008) Momentum profits in alternative stock market structures. Journal of Multinational Financial Management, 18(2), pp. 131-144. (doi:10.1016/j.mulfin.2007.05.002)

2007

Siganos, A. (2007) Momentum returns and size of winner and loser portfolios. Applied Financial Economics, 17(9), pp. 701-708. (doi:10.1080/09603100600722193)

2006

Siganos, A. (2006) Momentum profits following bull and bear markets. Journal of Asset Management, 6(5), pp. 381-388.

2005

Siganos, A., and Chelley-Steeley, P. (2005) The increasing momentum of momentum trading. In: Eckett, S. (ed.) UK Stock Market Almanac 2006: Facts, Figures, Analysis and Fascinating Trivia That Every Investor Should Know About the UK Stock Market. Harriman House, pp. 70-71. ISBN 9781897597668

2004

Chelley-Steeley, P., and Siganos, A. (2004) Momentum profits and macroeconomic factors. Applied Economics Letters, 11, pp. 433-436. (doi:10.1080/1350485042000191719)

This list was generated on Tue Sep 27 18:45:09 2016 BST.
Number of items: 20.

Articles

Li, H., Liu, H., Siganos, A., and Zhou, M. (2016) Bank regulation, financial crisis, and the announcement effects of seasoned equity offerings of US commercial banks. Journal of Financial Stability, (doi:10.1016/j.jfs.2016.06.007) (Early Online Publication)

Danbolt, J., Siganos, A., and Tunyi, A. (2016) Abnormal returns from takeover prediction modelling: challenges and suggested investment strategies. Journal of Business Finance and Accounting, 43(1-2), pp. 66-97. (doi:10.1111/jbfa.12179)

Siganos, A., and Papa, M. (2015) FT coverage and UK target price run-ups. European Journal of Finance, 21(12), pp. 1070-1089. (doi:10.1080/1351847X.2014.924077)

Danbolt, J., Siganos, A., and Vagenas-Nanos, E. (2015) Investor sentiment and bidder announcement abnormal returns. Journal of Corporate Finance, 33, pp. 164-179. (doi:10.1016/j.jcorpfin.2015.06.003)

Li, H., Liu, H., and Siganos, A. (2015) A comparison of the stock market reactions of convertible bond offerings between financial and non-financial institutions: do they differ? International Review of Financial Analysis, 45, pp. 356-366. (doi:10.1016/j.irfa.2014.06.004)

Siganos, A., Vagenas-Nanos, E., and Verwijmeren, P. (2014) Facebook's daily sentiment and international stock markets. Journal of Economic Behavior and Organization, 107(B), pp. 730-743. (doi:10.1016/j.jebo.2014.06.004)

Abu Bakar, A., Siganos, A., and Vagenas-Nanos, E. (2014) Does mood explain the Monday effect? Journal of Forecasting, 33(6), pp. 409-418. (doi:10.1002/for.2305)

Siganos, A. (2013) Google attention and target price run ups. International Review of Financial Analysis, 29, pp. 219-226. (doi:10.1016/j.irfa.2012.11.002)

Andrikopoulos, P., Clunie, J., and Siganos, A. (2013) Short-selling constraints and 'quantitative' investment strategies. European Journal of Finance, 19(1), pp. 19-35. (doi:10.1080/1351847X.2011.634426)

Opong, K., and Siganos, A. (2013) Compositional changes in the FTSE100 index from the standpoint of an arbitrageur. Journal of Asset Management, 14(2), pp. 120-132. (doi:10.1057/jam.2013.8)

Siganos, A. (2013) Firm characteristics that drive the momentum pattern in the UK stock market. Quantitative Finance, 13(3), pp. 439-449. (doi:10.1080/14697688.2012.694466)

Andrikopoulos, P., Clunie, J., and Siganos, A. (2012) UK short selling activity and firm performance. Journal of Business Finance and Accounting, 39(9-10), pp. 1403-1417.

Kostakis, A., Muhammad, K., and Siganos, A. (2012) Higher co-moments and asset pricing on London Stock Exchange. Journal of Banking and Finance, 36(3), pp. 913-922. (doi:10.1016/j.jbankfin.2011.10.002)

Siganos, A. (2012) Can retail investors exploit stock market anomalies? Applied Financial Economics, 22(7), pp. 537-547. (doi:10.1080/09603107.2011.619493)

Siganos, A. (2010) Can small investors exploit the momentum effect? Financial Markets and Portfolio Management, 24(2), pp. 171-192. (doi:10.1007/s11408-009-0120-3)

Chelley-Steeley, P., and Siganos, A. (2008) Momentum profits in alternative stock market structures. Journal of Multinational Financial Management, 18(2), pp. 131-144. (doi:10.1016/j.mulfin.2007.05.002)

Siganos, A. (2007) Momentum returns and size of winner and loser portfolios. Applied Financial Economics, 17(9), pp. 701-708. (doi:10.1080/09603100600722193)

Siganos, A. (2006) Momentum profits following bull and bear markets. Journal of Asset Management, 6(5), pp. 381-388.

Chelley-Steeley, P., and Siganos, A. (2004) Momentum profits and macroeconomic factors. Applied Economics Letters, 11, pp. 433-436. (doi:10.1080/1350485042000191719)

Book Sections

Siganos, A., and Chelley-Steeley, P. (2005) The increasing momentum of momentum trading. In: Eckett, S. (ed.) UK Stock Market Almanac 2006: Facts, Figures, Analysis and Fascinating Trivia That Every Investor Should Know About the UK Stock Market. Harriman House, pp. 70-71. ISBN 9781897597668

This list was generated on Tue Sep 27 18:45:09 2016 BST.