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

UK Short Selling Activity and Firm Performance

Journal Article
Andrikopoulos, P., Clunie, J., & Siganos, A. (2012)
UK Short Selling Activity and Firm Performance. Journal of Business Finance and Accounting, 39(9-10), 1403-1417. https://doi.org/10.1111/jbfa.12003
We use short selling data from Data Explorers from 2004 to 2012 to investigate the extent to which UK short sellers are informed investors, in accordance with Diamond and Verr...

Firm characteristics that drive the momentum pattern in the UK stock market

Journal Article
Siganos, A. (2013)
Firm characteristics that drive the momentum pattern in the UK stock market. Quantitative Finance, 13(3), 439-449. https://doi.org/10.1080/14697688.2012.694466
Previous studies have estimated the company characteristics of previous winners and losers to explore the momentum effect. Using UK data, this study focuses on the characteris...

Short-selling constraints and ‘quantitative’ investment strategies

Journal Article
Andrikopoulos, P., Clunie, J., & Siganos, A. (2013)
Short-selling constraints and ‘quantitative’ investment strategies. European Journal of Finance, 19(1), 19-35. https://doi.org/10.1080/1351847x.2011.634426
This study uses stock lending data from Data Explorers to assess the impact of short-selling constraints on the profitability of eight investment strategies. Returns from unco...

Can retail investors exploit stock market anomalies?

Journal Article
Siganos, A. (2012)
Can retail investors exploit stock market anomalies?. Applied Financial Economics, 22(7), 537-547. https://doi.org/10.1080/09603107.2011.619493
This article investigates the extent to which small investors can exploit a range of stock market anomalies. The study uses a small number of companies to define both long and...

Higher co-moments and asset pricing on London Stock Exchange

Journal Article
Kostakis, A., Muhammad, K., & Siganos, A. (2012)
Higher co-moments and asset pricing on London Stock Exchange. Journal of Banking and Finance, 36(3), 913-922. https://doi.org/10.1016/j.jbankfin.2011.10.002
This study examines the asset pricing implications of preferences over the higher moments of returns’ distributions. We show that in a market populated by risk-averse, prudent...

Can small investors exploit the momentum effect?

Journal Article
Siganos, A. (2010)
Can small investors exploit the momentum effect?. Financial Markets and Portfolio Management, 24(2), 171-192. https://doi.org/10.1007/s11408-009-0120-3
This study uses UK data and investigates whether small investors can exploit the continuation effect in share prices. Individual traders are not in a financial position to buy...

Momentum profits in alternative stock market structures

Journal Article
Chelley-Steeley, A., & Siganos, A. (2008)
Momentum profits in alternative stock market structures. Journal of Multinational Financial Management, 18(2), 131-144. https://doi.org/10.1016/j.mulfin.2007.05.002
The aim of this study is to examine the relationship between momentum profitability and the stock market trading mechanism and is motivated by recent changes to the trading sy...

Momentum returns and size of winner and loser portfolios

Journal Article
Siganos, A. (2007)
Momentum returns and size of winner and loser portfolios. Applied Financial Economics, 17(9), 701-708. https://doi.org/10.1080/09603100600722193
Previous studies in the field of the momentum effect have defined winner and loser portfolios only by using deciles, quintiles or triciles. This article overcomes this limitat...

Momentum profits following bull and bear markets

Journal Article
Siganos, A., & Chelley-Steeley, P. (2006)
Momentum profits following bull and bear markets. Journal of Asset Management, 6(5), 381-388. https://doi.org/10.1057/palgrave.jam.2240188
This paper examines the profitability that the widely published momentum strategy achieves following bull and bear markets. Investors can gain stronger momentum profits by ado...

Momentum profits and macroeconomic factors

Journal Article
Chelley-steeley, P., & Siganos, A. (2004)
Momentum profits and macroeconomic factors. Applied Economics Letters, 11(7), 433-436. https://doi.org/10.1080/1350485042000191719
This article tests whether macroeconomic variables and market sentiment influence the size of momentum profits. It finds that although returns to the winner and loser portfoli...

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