Antonios Antoniou

Wealth Associates

Alpine House,

Honeypot Lane

London, NW9 9RX

United Kingdom

SCHOLARLY PAPERS

26

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Top 2,147

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15,031

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Top 4,492

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118

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Scholarly Papers (26)

1.

The Determinants of Capital Structure: Capital Market Oriented Versus Bank Oriented Institutions

Antoniou, A., Guney, Y., and Paudyal, K. (2008). The determinants of capital structure: capital market-oriented versus bank-oriented institutions. Journal of Financial and Quantitative Analysis, vol 43(2) pp 59-92.
Number of pages: 43 Posted: 05 Oct 2007 Last Revised: 30 Oct 2016
Antonios Antoniou, Yilmaz Guney and Krishna Paudyal
Wealth Associates, University of Hull and Independent
Downloads 2,690 (4,276)

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dynamic capital structure, leverage, panel data, GMM

2.

Measuring the Economic Gains of Mergers and Acquisitions: Is it Time for a Change?

Number of pages: 24 Posted: 22 Aug 2004 Last Revised: 14 Mar 2011
Antonios Antoniou, Philippe Arbour and Huainan Zhao
Wealth Associates, Lloyds TSB Corporate Markets and Loughborough University - School of Business and Economics
Downloads 1,894 (7,744)

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Mergers & Acquisitions, Takeovers, Wealth Effect, Value Creation, Event Study, Fundamental Analysis

The Determinants of Corporate Debt Maturity Structure

EFA 2003 Annual Conference Paper No. 802; EFMA 2003 Helsinki Meetings
Number of pages: 47 Posted: 19 Apr 2003
Antonios Antoniou, Yilmaz Guney and Krishna Paudyal
Wealth Associates, University of Hull and Independent
Downloads 1,644 (9,578)

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Dynamic Debt Maturity Structure, Panel Data, System-GMM

The Determinants of Corporate Debt Maturity Structure

European Financial Management Journal, Forthcoming
Posted: 24 Dec 2004
Antonios Antoniou, Yilmaz Guney and Krishna Paudyal
Wealth Associates, University of Hull and Independent

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Dynamic Debt Maturity Structure, Panel Data, System-GMM

4.
Downloads 1,344 ( 12,338)

How Much is Too Much: Are Merger Premiums Too High?

Cass Business School Research Paper
Number of pages: 22 Posted: 22 Feb 2006
Antonios Antoniou, Philippe Arbour and Huainan Zhao
Wealth Associates, Lloyds TSB Corporate Markets and Loughborough University - School of Business and Economics
Downloads 1,332 (13,412)

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Mergers and Acquisitions, Corporate Takeovers, Merger Premiums, Abnormal Returns, Event Study

How Much is Too Much: Are Merger Premiums Too High?

European Financial Management, Vol. 14, Issue 2, pp. 268-287, March 2008
Number of pages: 20 Posted: 12 Mar 2008
Antonios Antoniou, Philippe Arbour and Huainan Zhao
Wealth Associates, Lloyds TSB Corporate Markets and Loughborough University - School of Business and Economics
Downloads 12 (581,487)
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How Much is Too Much: Are Merger Premiums Too High?

European Financial Management Journal, Forthcoming, Cass Business School Research Paper
Posted: 02 Mar 2005
Antonios Antoniou, Philippe Arbour and Huainan Zhao
Wealth Associates, Lloyds TSB Corporate Markets and Loughborough University - School of Business and Economics

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Mergers and Acquisitions, Corporate Takeovers, Merger Premiums, Abnormal Returns, Event Study

5.

Are Contrarian Investment Strategies Profitable in the London Stock Exchange? Where Do These Profits Come from?

EFMA 2003 Helsinki Meetings
Number of pages: 57 Posted: 19 Apr 2003
Antonios Antoniou, Emilios C. Galariotis and Spyros I. Spyrou
Wealth Associates, Audencia Business School and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 1,041 (19,934)

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6.

Valuation Effects of Institutional Ownership: the Case of Corporate Takeovers

Cass Business School Research Paper, CfERF Research Paper
Number of pages: 24 Posted: 22 Feb 2006
Antonios Antoniou, George Alexandridis and Huainan Zhao
Wealth Associates, ICMA Centre, Henley Business School and Loughborough University - School of Business and Economics
Downloads 930 (23,537)

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short sale constraints, institutional ownership, mergers and acquisitions, long-term wealth effects

7.

The Effects of the Cross-Correlation of Stock Returns on Post Merger Stock Performance

EFMA 2004 Basel Meetings Paper, Cass Business School Research Paper
Number of pages: 33 Posted: 14 Jul 2006
Antonios Antoniou, Philippe Arbour and Huainan Zhao
Wealth Associates, Lloyds TSB Corporate Markets and Loughborough University - School of Business and Economics
Downloads 852 (26,743)

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Mergers and Acquisitions, Cross-Correlation of Stock Returns, Abnormal Returns, Market Efficiency, Method of Payment

8.

Why Diversify Internationally When Domestic Diversification Provides Similar Benefits?

Number of pages: 30 Posted: 11 Oct 2006
Antonios Antoniou, Olasupo Olusi and Krishna Paudyal
Wealth Associates, Durham University - Centre for Empirical Research in Finance and Independent
Downloads 788 (29,806)

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International Portfolio Diversification, Portfolio Selection, Industry Diversification, Home Bias, Home-Made Diversification

The Determinants of Corporate Debt Ownership Structure: Evidence from Market-Based and Bank-Based Economies

EFMA 2004 Basel Meetings Paper
Number of pages: 38 Posted: 12 May 2004
Antonios Antoniou, Yilmaz Guney and Krishna Paudyal
Wealth Associates, University of Hull and Independent
Downloads 540 (48,695)

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Dynamic debt ownership structure, panel data, GMM

The Determinants of Corporate Debt Ownership Structure: Evidence from Market-Based and Bank-Based Economies

Managerial Finance, Vol. 34, No. 12, 2008
Number of pages: 30 Posted: 06 Dec 2009
Antonios Antoniou, Yilmaz Guney and Krishna Paudyal
Wealth Associates, University of Hull and Independent
Downloads 100 (262,397)

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Dynamic debt ownership structure, Panel data, GMM

10.

Does Time Variation in Systematic Risk Affect the Profitability of Contrarian Investment Strategies?

EFMA 2002 London Meetings
Number of pages: 34 Posted: 20 Jun 2002
Antonios Antoniou, Emilios C. Galariotis and Spyros I. Spyrou
Wealth Associates, Audencia Business School and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 629 (40,404)

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Return Predictability, Contrarian Profits, Emerging Stock Markets, Kalman Filter

11.

Modeling International Price Relationships and Interdependencies between EU Stock Index and Stock Index Futures Markets: A Multivariate Analysis

EFMA 2001 Lugano Meetings
Number of pages: 27 Posted: 04 Apr 2001
Gioia Pescetto, Antonios Antoniou and Antonis Violaris
University of Portsmouth, Wealth Associates and Durham University - Department of Economics and Finance
Downloads 620 (41,204)

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spot-futures, market interdependence, lead-lags, volatility, VAR-EGARCH, EU financial markets

12.

Is International Portfolio Diversification Relevant for the Eurozone Investor?

Number of pages: 38 Posted: 11 Oct 2006
Olasupo Olusi, Antonios Antoniou and Krishna Paudyal
Durham University - Centre for Empirical Research in Finance, Wealth Associates and Independent
Downloads 442 (63,354)

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Portfolio Selection, Industry Diversification, International Portfolio Diversification, Home Bias, Home-Made Diversification

13.

Momentum Trading: Evidence from Futures Markets

Number of pages: 20 Posted: 07 Aug 2008
Antonios Antoniou and Gregory Koutmos
Wealth Associates and Fairfield University - Charles F. Dolan School of Business
Downloads 379 (76,062)

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14.
Downloads 356 ( 81,836)

Divergence of Opinion and Post-Acquisition Performance

Number of pages: 31 Posted: 12 Oct 2006
George Alexandridis, Antonios Antoniou and Dimitris Petmezas
ICMA Centre, Henley Business School, Wealth Associates and University of Surrey - Surrey Business School
Downloads 332 (88,030)

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Divergence of Opinion, Mergers and Acquisitions, Long-Run Performance, Idiosyncratic Volatility, Analyst Forecast Dispersion.

Divergence of Opinion and Post-Acquisition Performance

Journal of Business Finance & Accounting, Vol. 34, No. 3-4, pp. 439-460, April/May 2007
Number of pages: 22 Posted: 04 Jun 2007
George Alexandridis, Antonios Antoniou and Dimitris Petmezas
ICMA Centre, Henley Business School, Wealth Associates and University of Surrey - Surrey Business School
Downloads 24 (504,770)
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15.

Price Clustering and Discreteness: Is There Chaos Behind the Noise?

University of Durham Economics and Finance Working Paper
Number of pages: 20 Posted: 26 Jul 2004
Costas E. Vorlow and Antonios Antoniou
affiliation not provided to SSRN and Wealth Associates
Downloads 229 (131,161)

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Price discreteness, microstructure, wavelets, noise reduction, complexity, nonlinearity, surrogate data analysis, chaotic dynamics

16.

Belief Asymmetry and Gains from Acquisitions

Number of pages: 29 Posted: 25 Jun 2007
George Alexandridis, Antonios Antoniou and Huainan Zhao
ICMA Centre, Henley Business School, Wealth Associates and Loughborough University - School of Business and Economics
Downloads 216 (138,791)

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divergence of opinion, overreaction, acquirer gains, private targets

17.

The Introduction of the Euro and the Currency Risk Premium

Number of pages: 41 Posted: 12 Oct 2006
Olasupo Olusi, Antonios Antoniou and Krishna Paudyal
Durham University - Centre for Empirical Research in Finance, Wealth Associates and Independent
Downloads 192 (154,998)

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Equity Risk Premium, Asset Pricing, the Arbitrage Pricing Theory, Currency Risk

18.

Valuation Effects of Short Sale Constraints: The Case of Corporate Takeovers

European Financial Management, Vol. 12, No. 5, pp. 747-762, November 2006
Number of pages: 16 Posted: 23 Oct 2006
George Alexandridis, Antonios Antoniou and Huainan Zhao
ICMA Centre, Henley Business School, Wealth Associates and Loughborough University - School of Business and Economics
Downloads 30 (459,008)
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Bidder Gains and Losses of Firms Involved in Many Acquisitions

Journal of Business Finance & Accounting, Vol. 34, Issue 7-8, pp. 1221-1244, September/October 2007
Number of pages: 24 Posted: 15 Oct 2007
Antonios Antoniou, Dimitris Petmezas and Huainan Zhao
Wealth Associates, University of Surrey - Surrey Business School and Loughborough University - School of Business and Economics
Downloads 27 (487,022)
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Bidder Gains and Losses of Firms Involved in Many Acquisitions

Journal of Business Finance and Accounting, Forthcoming, Cass Business School Research Paper
Posted: 24 Nov 2006
Antonios Antoniou, Huainan Zhao and Dimitris Petmezas
Wealth Associates, Loughborough University - School of Business and Economics and University of Surrey - Surrey Business School

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mergers & acquisitions, frequent bidders, method of payment, public/private/subsidiary targets, short/long-term wealth effects

20.

The Determinants of Debt Maturity Structure: Evidence from France, Germany and the UK

European Financial Management, Vol. 12, No. 2, pp. 161-194, March 2006
Number of pages: 34 Posted: 08 May 2006
Antonios Antoniou, Yilmaz Guney and Krishna Paudyal
Wealth Associates, University of Hull and Independent
Downloads 27 (473,727)
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Contrarian Profits and the Overreaction Hypothesis: The Case of the Athens Stock Exchange

European Financial Management, Vol. 11, No. 1, pp. 71-98, January 2005
Number of pages: 25 Posted: 12 Jan 2005
Antonios Antoniou, Emilios C. Galariotis and Spyros I. Spyrou
Wealth Associates, Audencia Business School and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 26 (492,810)
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Contrarian Profits and the Overreaction Hypothesis: The Case of the Athens Stock Exchange

EFMA 2001 Lugano Meetings
Posted: 13 May 2001
Antonios Antoniou, Emilios C. Galariotis and Spyros I. Spyrou
Wealth Associates, Audencia Business School and Athens University of Economics and Business - Department of Accounting and Finance

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Overreaction, delayed reaction, contrarian profits, emerging stock markets

22.

Short-Term Contrarian Strategies in the London Stock Exchange: Are They Profitable? Which Factors Affect Them?

Journal of Business Finance & Accounting, Vol. 33, No. 5-6, pp. 839-867, June/July 2006
Number of pages: 29 Posted: 13 Aug 2006
Antonios Antoniou, Emilios C. Galariotis and Spyros I. Spyrou
Wealth Associates, Audencia Business School and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 18 (523,875)
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23.

Modelling International Price Relationships and Interdependencies between the Stock Index and Stock Index Futures Markets of Three EU Countries: A Multivariate Analysis

Journal of Business Finance & Accounting, Vol. 30, pp. 645-667, June 2003
Number of pages: 24 Posted: 26 Sep 2003
Antonios Antoniou, Gioia Pescetto and Antonis Violaris
Wealth Associates, University of Portsmouth and Durham University - Department of Economics and Finance
Downloads 16 (535,278)
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24.

Equity Home-Bias: A Suboptimal Choice for UK Investors?

European Financial Management, Vol. 16, Issue 3, pp. 449-479, June 2010
Number of pages: 31 Posted: 04 Jun 2010
Olasupo Olusi, Krishna Paudyal and Antonios Antoniou
Durham University - Centre for Empirical Research in Finance, Independent and Wealth Associates
Downloads 1 (638,846)
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25.

Valuation Effects of Short Sale Constraints: The Case of Corporate Takeovers

European Financial Management Journal, Forthcoming, Cass Business School Research Paper
Posted: 13 Oct 2004
Antonios Antoniou, George Alexandridis and Huainan Zhao
Wealth Associates, ICMA Centre, Henley Business School and Loughborough University - School of Business and Economics

Abstract:

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short sale constraints, institutional ownership, mergers and acquisitions, long-term wealth effects

26.

Recurrence Quantification Analysis of Wavelet Pre-Filtered Index Returns

University of Durham Economics and Finance Working Paper
Posted: 28 Jul 2003
Antonios Antoniou and Costas E. Vorlow
Wealth Associates and affiliation not provided to SSRN

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Recurrence plots, Recurrence Quantification Analysis, Wavelets, Financial time-series analysis, Chaos