2022

Aleksanyan, M. , Danbolt, J., Siganos, A. and Wu, B. (H.T.) (2022) I only fear when I hear: how media affects insider trading in takeover targets. Journal of Empirical Finance, 67, pp. 318-342. (doi: 10.1016/j.jempfin.2022.04.004)

2021

Siganos, A. (2021) A novel measure of sleep based on Google: the case for financial markets. European Journal of Finance, 27(12), pp. 1151-1163. (doi: 10.1080/1351847X.2020.1857289)

Siganos, A. (2021) Guest editor networking in special issues. International Review of Financial Analysis, 76, 101770. (doi: 10.1016/j.irfa.2021.101770)

2020

Siganos, A. and Tabner, I. T. (2020) Capturing the role of societal affinity in cross-border mergers with the Eurovision Song Contest. Journal of International Business Studies, 51, pp. 263-273. (doi: 10.1057/s41267-019-00271-3)

2019

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)

Articles

Aleksanyan, M. , Danbolt, J., Siganos, A. and Wu, B. (H.T.) (2022) I only fear when I hear: how media affects insider trading in takeover targets. Journal of Empirical Finance, 67, pp. 318-342. (doi: 10.1016/j.jempfin.2022.04.004)

Siganos, A. (2021) A novel measure of sleep based on Google: the case for financial markets. European Journal of Finance, 27(12), pp. 1151-1163. (doi: 10.1080/1351847X.2020.1857289)

Siganos, A. (2021) Guest editor networking in special issues. International Review of Financial Analysis, 76, 101770. (doi: 10.1016/j.irfa.2021.101770)

Siganos, A. and Tabner, I. T. (2020) Capturing the role of societal affinity in cross-border mergers with the Eurovision Song Contest. Journal of International Business Studies, 51, pp. 263-273. (doi: 10.1057/s41267-019-00271-3)

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