Mr Antonios Siganos

Antonios Siganos, 2013
  • Senior Lecturer (Accounting and Finance)

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

R549A Level 5
Business School
Main Building
Glasgow G12 8QQ


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.

List all by: Type | Date

Jump to: 2014 | 2013 | 2012 | 2010 | 2008 | 2007 | 2006 | 2005 | 2004
Number of items: 14.

2014

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

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 Thu Apr 24 09:46:42 2014 BST.
Number of items: 14.

Article

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

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 Thu Apr 24 09:46:42 2014 BST.

Current PhD students

Currently not accepting PhD students.

Abongeh Akumbom Tunyi

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

Hui Li

Co-supervisor: Professor Chris Veld

Azizah Abu Bakar

PhD topic: Behavioural finance.

Co-supervisor - Dr Evangelos Vagenas-Nanos

 

Undergraduate Teaching: Financial Statement Analysis; International Financial Management

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