Mr Antonios Siganos

Antonios Siganos
  • Senior Lecturer (Accounting and Finance)

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

R549A Level 5
Gilbert Scott Building
Glasgow G12 8QQ


Research interests

Stock market efficiency, behavioural finance, short-selling, media coverage

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).

 

 

List all by: Type | Date

Jump to: 2014 | 2013 | 2012 | 2010 | 2008 | 2007 | 2006 | 2005 | 2004
Number of items: 17.

2014

Abu Bakar, A., Siganos, A., and Vagenas-Nanos, E. (2014) Does mood explain the Monday effect? Journal of Forecasting . ISSN 0277-6693 (Accepted for Publication)

Li, H., Liu, H., and Siganos, A. (2014) 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 . ISSN 1057-5219 (In Press)

Siganos, A., and Papa, M. (2014) FT coverage and UK target price run-ups. European Journal of Finance . ISSN 1351-847X (doi:10.1080/1351847X.2014.924077) (Early Online Publication)

Siganos, A., Vagenas-Nanos, E., and Verwijmeren, P. (2014) Facebook's daily sentiment and international stock markets. Journal of Economic Behavior and Organization . ISSN 0167-2681 (doi:10.1016/j.jebo.2014.06.004) (In Press)

2013

Siganos, A. (2013) Google attention and target price run ups. International Review of Financial Analysis, 29 . pp. 219-226. ISSN 1057-5219 (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. ISSN 1351-847X (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. ISSN 1470-8272 (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. ISSN 1469-7688 (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. ISSN 0306-686X

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. ISSN 0378-4266 (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. 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 Wed Aug 20 09:25:29 2014 BST.
Number of items: 17.

Article

Abu Bakar, A., Siganos, A., and Vagenas-Nanos, E. (2014) Does mood explain the Monday effect? Journal of Forecasting . ISSN 0277-6693 (Accepted for Publication)

Li, H., Liu, H., and Siganos, A. (2014) 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 . ISSN 1057-5219 (In Press)

Siganos, A., and Papa, M. (2014) FT coverage and UK target price run-ups. European Journal of Finance . ISSN 1351-847X (doi:10.1080/1351847X.2014.924077) (Early Online Publication)

Siganos, A., Vagenas-Nanos, E., and Verwijmeren, P. (2014) Facebook's daily sentiment and international stock markets. Journal of Economic Behavior and Organization . ISSN 0167-2681 (doi:10.1016/j.jebo.2014.06.004) (In Press)

Siganos, A. (2013) Google attention and target price run ups. International Review of Financial Analysis, 29 . pp. 219-226. ISSN 1057-5219 (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. ISSN 1351-847X (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. ISSN 1470-8272 (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. ISSN 1469-7688 (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. ISSN 0306-686X

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. ISSN 0378-4266 (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. ISSN 0960-3107 (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. ISSN 1555-4961 (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. ISSN 1042-444X (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 Section

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 Wed Aug 20 09:25:29 2014 BST.

British Academy: Small Research Grant, £2,762 (2011)
Siganos, A. (PI) and Papa, M. FT coverage and UK target price run-ups

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

Current PhD students

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

Daniel Gyimah
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

 

Postgraduate teaching: Foundation of International Corporate Finance