Business School

Mr Antonios Siganos

  • Senior Lecturer (Accounting and Finance)

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


Research interests

Stock Market Efficiency

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).

Antonios’ research interest is in the general area of stock market efficiency, specifically whether investors can outperform the market.  His PhD thesis was associated with the momentum effect indicating continuity in share prices; previous winner (and loser) performance companies tend to remain winners (and losers) over the following period. 

Antonios has investigated the extent to which such a pattern in share prices is exploitable after adjusting for transaction costs.  He is also interested in the area of long-term and short-term overreaction and in the field of index revision.  

Antonios was awarded a research grant in 2009 of £600 from the Adam Smith Research Foundation Seedcorn Fund.

Jump to: 2012 | 2010 | 2008 | 2007 | 2006 | 2005 | 2004
Number of items: 9.

2012

Andrikopoulos, P., Clunie, J., and Siganos, A. (2012) Short-selling constraints and 'quantitative' investment strategies. European Journal of Finance . ISSN 1351-847X (doi:10.1080/1351847X.2011.634426) (In Press)

Kostakis, A., Muhammad, K., and Siganos, A. (2012) Higher co-moments and asset pricing on London Stock Exchange. Journal of Banking and Finance . ISSN 0378-4266 (doi:10.1016/j.jbankfin.2011.10.002) (In Press)

Siganos, A. (2012) Can retail investors exploit stock market anomalies? Applied Financial Economics, 22 (7). pp. 537-547. ISSN 0960-3107 (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. ISSN 1555-4961 (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. ISSN 1042-444X (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 Thu May 24 22:57:22 2012 BST.

Current PhD students

Ms Shammyla Naeem

Thesis title: The impact of credit rating on the capital structure and debt maturity structure for firms in the UK.
Scholarship: Glasgow University Postgraduate Scholarship and Overseas Resarch Student Awards Scheme (ORSAS).
E-mail: s.naeem.1@research.gla.ac.uk
Co-supervisor: Professor Jo Danbolt

Thesis title: Mergers and Acquisitions
Scholarship: University of Glasgow Postgraduate Scholarship, Overseas Research Student Awards Scheme (ORSAS)
E-mail: a.tunyi.1@research.gla.ac.uk
Co-supervisor: Professor Jo Danbolt

Undergraduate Teaching: Financial Statement Analysis; International Financial Management

Postgraduate Teaching: International Financial Analysis; International Capital Markets; International Financial Management