Antonios Siganos
antonios siganos

Dr Antonios Siganos

Professor

 0131 455 4650

  A.Siganos@napier.ac.uk

  

Biography

Antonios has been working at Edinburgh Napier University since July 2021. Previously, he worked at the University of Glasgow as a Lecturer and Senior Lecturer in Finance for approximately 17 years.

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.

He has published his research work in high-quality journals, including the Journal of International Business Studies, Journal of Corporate Finance, Journal of Banking and Finance, Journal of Economic Behavior and Organization, and Journal of Business Finance & Accounting.

Antonios is frequently invited to review papers for academic journals such as the Journal of International Business Studies, British Journal of Management, Journal of Banking and Finance, Journal of Business Finance and Accounting, and Journal of Economic Behavior and Organization.

Antonios is eager to collaborate with practitioners, for example, to undertake collaborative research work or to offer consultancy and/or training in the fields of his expertise. Please do not hesitate to contact him.

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30 results

Divergence of sentiment and stock market trading

Journal Article
Siganos, A., Vagenas-Nanos, E., & Verwijmeren, P. (2017)
Divergence of sentiment and stock market trading. Journal of Banking and Finance, 78, 130-141. https://doi.org/10.1016/j.jbankfin.2017.02.005
This paper introduces the concept of divergence of sentiment to the behavioral finance literature. We measure the distance between people with positive and negative sentiment ...

Bank regulation, financial crisis, and the announcement effects of seasoned equity offerings of US commercial banks

Journal Article
Li, H., Liu, H., Siganos, A., & Zhou, M. (2016)
Bank regulation, financial crisis, and the announcement effects of seasoned equity offerings of US commercial banks. Journal of Financial Stability, 25, 37-46. https://doi.org/10.1016/j.jfs.2016.06.007
This paper studies the differences in the announcement effects of seasoned equity offerings (SEOs) of commercial banks and non-banks, and explores the influence of bank regula...

Abnormal Returns from Takeover Prediction Modelling: Challenges and Suggested Investment Strategies

Journal Article
Danbolt, J., Siganos, A., & Tunyi, A. (2016)
Abnormal Returns from Takeover Prediction Modelling: Challenges and Suggested Investment Strategies. Journal of Business Finance and Accounting, 43(1-2), 66-97. https://doi.org/10.1111/jbfa.12179
While takeover targets earn significant abnormal returns, studies tend to find no abnormal returns from investing in predicted takeover targets. In this study, we show that th...

Investor sentiment and bidder announcement abnormal returns

Journal Article
Danbolt, J., Siganos, A., & Vagenas-Nanos, E. (2015)
Investor sentiment and bidder announcement abnormal returns. Journal of Corporate Finance, 33, 164-179. https://doi.org/10.1016/j.jcorpfin.2015.06.003
We introduce the significance of a direct sentiment proxy as an explanatory variable of bidder announcement returns. We argue that sentiment subconsciously influences investor...

Does Mood Explain the Monday Effect?: Mood and the Monday Effect

Journal Article
Abu Bakar, A., Siganos, A., & Vagenas-Nanos, E. (2014)
Does Mood Explain the Monday Effect?: Mood and the Monday Effect. Journal of Forecasting, 33(6), 409-418. https://doi.org/10.1002/for.2305
A number of studies have explored the sources of the Monday effect, according to which returns are on average negative on Mondays. We contribute to the literature by exploring...

A comparison of the stock market reactions of convertible bond offerings between financial and non-financial institutions: Do they differ?

Journal Article
Li, H., Liu, H., & Siganos, A. (2016)
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, 356-366. https://doi.org/10.1016/j.irfa.2014.06.004
We focus on the stock price reaction to convertible bond offering made by financial institutions and find that the cumulative abnormal return over the three day interval aroun...

Facebook's daily sentiment and international stock markets

Journal Article
Siganos, A., Vagenas-Nanos, E., & Verwijmeren, P. (2014)
Facebook's daily sentiment and international stock markets. Journal of Economic Behavior and Organization, 107, part B, 730-743. https://doi.org/10.1016/j.jebo.2014.06.004
We examine the relation between daily sentiment and trading behavior within 20 international markets by exploiting Facebook's Gross National Happiness Index. We find that sent...

FT coverage and UK target price run-ups

Journal Article
Siganos, A., & Papa, M. (2015)
FT coverage and UK target price run-ups. European Journal of Finance, 21(12), 1070-1089. https://doi.org/10.1080/1351847x.2014.924077
We focus on the market expectation hypothesis to explain the increase in share prices and trading volume of target firms before their merger announcements that have convention...

Compositional changes in the FTSE100 index from the standpoint of an arbitrageur

Journal Article
Opong, K., & Siganos, A. (2013)
Compositional changes in the FTSE100 index from the standpoint of an arbitrageur. Journal of Asset Management, 14(2), 120-132. https://doi.org/10.1057/jam.2013.8
We explore the profitability of a strategy that is based on the quarterly addition/deletion revisions of the FTSE100 index and of a strategy that is based on the irregular add...

Google attention and target price run ups

Journal Article
Siganos, A. (2013)
Google attention and target price run ups. International Review of Financial Analysis, 29, 219-226. https://doi.org/10.1016/j.irfa.2012.11.002
We explore the increase in the share prices of target firms before their merger announcements. We use a novelty Google search volume to proxy the market expectation hypothesis...

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