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 Sat Sep 26 20:23:22 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 Sat Sep 26 20:23:22 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. 

 

  • Kokkinos, Sotirios
    “Essays on debt market consequences of audit reporting and audit services”
  • Suhobokovs, Aleksandrs
    The role of risk in trading behaviour and manifestation of behavioural biases by investors
  • Sun, Ruipei
    Stock Reactions to Corporate Governance News via Textual Ana
  • Zhou, Yue
    Thesis in Banking and Corporate Finance

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.