Dr Antonios Siganos

  • Senior Lecturer (Accounting & Finance)

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

R549A Level 5, Gilbert Scott Building, Glasgow G12 8QQ

ORCID iDhttps://orcid.org/0000-0002-8792-9263

Biography

Antonios has been working at the University of Glasgow since September 2004. Antonios holds a bachelor’s degree in Economics from the University of Crete, a Master’s degree in Finance from the University of Exeter and a PhD in Finance from the University of Stirling (in 2005).

Antonios has published his research work in good quality journals, including:

  • Journal of International Business Studies
  • Journal of Corporate Finance
  • Journal of Banking and Finance
  • Journal of Economic Behavior and Organization
  • Journal of Business Finance & Accounting

Research interests

Antonios is a member of the Finance research cluster.

Areas of expertise:

  • Media coverage
  • Target price run-ups
  • Behavioural finance
  • Mergers and acquisitions

Publications

List by: Type | Date

Jump to: 2019 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2010 | 2008 | 2007 | 2006 | 2005 | 2004
Number of items: 23.

2019

Siganos, A. and Tabner, I. T. (2019) Capturing the role of societal affinity in cross-border mergers with the Eurovision Song Contest. Journal of International Business Studies, (doi: 10.1057/s41267-019-00271-3) (Early Online Publication)

Siganos, A. (2019) The daylight saving time anomaly in relation to firms targeted for mergers. Journal of Banking and Finance, 105, pp. 36-43. (doi: 10.1016/j.jbankfin.2019.05.014)

2017

Siganos, A. , Vagenas-Nanos, E. and Verwijmeren, P. (2017) Divergence of sentiment and stock market trading. Journal of Banking and Finance, 78, pp. 130-141. (doi: 10.1016/j.jbankfin.2017.02.005)

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, 25, pp. 37-46. (doi: 10.1016/j.jfs.2016.06.007)

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 Sun Jul 5 05:51:10 2020 BST.
Number of items: 23.

Articles

Siganos, A. and Tabner, I. T. (2019) Capturing the role of societal affinity in cross-border mergers with the Eurovision Song Contest. Journal of International Business Studies, (doi: 10.1057/s41267-019-00271-3) (Early Online Publication)

Siganos, A. (2019) The daylight saving time anomaly in relation to firms targeted for mergers. Journal of Banking and Finance, 105, pp. 36-43. (doi: 10.1016/j.jbankfin.2019.05.014)

Siganos, A. , Vagenas-Nanos, E. and Verwijmeren, P. (2017) Divergence of sentiment and stock market trading. Journal of Banking and Finance, 78, pp. 130-141. (doi: 10.1016/j.jbankfin.2017.02.005)

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, 25, pp. 37-46. (doi: 10.1016/j.jfs.2016.06.007)

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 Sun Jul 5 05:51:10 2020 BST.

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

Supervisory interests 

  • Behavioural finance
  • Mergers and acquisitions

Current PhD students

Alexander Suhobokov
"The role of risk in trading behaviour and manifestation of behavioural biases by investors"
Co-supervisor Dr Daniel Hung

Ruipei Sun
"Stock reactions to corporate governance news via textual Ana"
Co-supervisor  

Sotirios Kokkinos
"Compliance with post-employment benefit related mandatory disclosures"
Co-supervisor: Yannis Tsalavoutas

Completed PhDs

Antonios has supervised eight PhD students to completion. 

 

  • Brady John Patrick
    Collected Essays on Determinants M&A Acquirer Performance
  • Kokkinos Sotirios
    ''The economic consequences of the enhanced audit report model within debt markets'
  • Suhobokovs Aleksandrs
    The role of risk in trading behaviour and manifestation of behavioural biases by investors
  • Zhou Yue
    How Regulation and Supervision Affect Systemic Risk in Banking Sector

Teaching

Antonios currently teaches two honour courses:

  1. Psychology and financial markets
  2. Mergers & acquisitions

Additional information

Antonios is the associate editor for the Journal of Applied Accounting Research since January 2016.

He is often asked to review papers for academic journals including:

  • Journal of Banking and Finance
  • Journal of Business Finance and Accounting
  • Journal of Economic Behavior and Organization
  • Journal of International Financial Markets Institutions & Money
  • European Journal of Finance; and British Accounting Review.

Additional roles

  • Associate Head of Finance since September 2019
  • Alternate Head of Accounting and Finance subject between September 2016 and August 2018
  • PhD Convener between September 2010 and August 2012
  • PhD Deputy Convener between January 2008-August 2010 and January 2015-August 2018
  • Examiner Officer between September 2012 and September 2015.