Constantinos Antoniou

University of Warwick - Warwick Business School

Assistant Professor of Finance and Behavioural Science

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 7,115

SSRN RANKINGS

Top 7,115

in Total Papers Downloads

5,944

CITATIONS
Rank 22,813

SSRN RANKINGS

Top 22,813

in Total Papers Citations

12

Scholarly Papers (15)

1.

Sentiment and Momentum

Number of pages: 54 Posted: 27 Sep 2009 Last Revised: 09 Mar 2014
John A. Doukas, Constantinos Antoniou and Avanidhar Subrahmanyam
Old Dominion University - Strome College of Business, University of Warwick - Warwick Business School and University of California, Los Angeles (UCLA) - Finance Area
Downloads 2,501 (4,603)
Citation 8

Abstract:

Loading...

behavioral finance, investor sentiment, momentum, market efficiency

Corporate Governance and Firm-Specific Stock Price Crashes

Forthcoming to European Financial Management, 2016
Number of pages: 62 Posted: 28 Mar 2012 Last Revised: 02 Apr 2016
Cyprus University of Technology, University of Warwick - Warwick Business School, University of Warwick - Warwick Business School and Cyprus University of Technology
Downloads 799 (27,755)

Abstract:

Loading...

Crash Risk, Corporate Governance

Corporate Governance and Firm‐Specific Stock Price Crashes

European Financial Management, Vol. 22, Issue 5, pp. 916-956, 2016
Number of pages: 41 Posted: 22 Nov 2016
Cyprus University of Technology, University of Warwick - Warwick Business School, University of Exeter and Cyprus University of Technology
Downloads 0
  • Add to Cart

Abstract:

Loading...

crash risk, corporate governance, agency risk, information environment

3.

Investor Sentiment, Beta, and the Cost of Equity Capital

Management Science, Forthcoming
Number of pages: 49 Posted: 07 Jul 2012 Last Revised: 24 Mar 2015
Constantinos Antoniou, John A. Doukas and Avanidhar Subrahmanyam
University of Warwick - Warwick Business School, Old Dominion University - Strome College of Business and University of California, Los Angeles (UCLA) - Finance Area
Downloads 603 (41,197)
Citation 1

Abstract:

Loading...

CAPM, Sentiment, Overconfidence.

4.

Terrorist Attacks, Managerial Sentiment, and Corporate Policies

Number of pages: 54 Posted: 21 Feb 2015 Last Revised: 27 Feb 2017
Constantinos Antoniou, Alok Kumar and Anastasios Maligkris
University of Warwick - Warwick Business School, University of Miami - School of Business Administration and University of Miami - School of Business Administration
Downloads 372 (74,959)

Abstract:

Loading...

Terrorist attacks, mass shootings, managerial sentiment, corporate policies, media coverage, firm location.

5.

Terrorist Attacks, Analyst Sentiment, and Earnings Forecasts

Number of pages: 48 Posted: 13 Dec 2015 Last Revised: 26 Apr 2018
Constantinos Antoniou, Alok Kumar and Anastasios Maligkris
University of Warwick - Warwick Business School, University of Miami - School of Business Administration and University of Miami - School of Business Administration
Downloads 361 (77,611)

Abstract:

Loading...

Analyst sentiment, forecast bias, forecast accuracy, extreme events.

6.

Ambiguity Aversion, Company Size and the Pricing of Earnings Forecasts

Number of pages: 25 Posted: 02 Nov 2009 Last Revised: 09 Mar 2014
Constantinos Antoniou, Daniel Read and Emilios C. Galariotis
University of Warwick - Warwick Business School, University of Warwick - Warwick Business School and Audencia Business School
Downloads 250 (116,108)
Citation 1

Abstract:

Loading...

Ambiguity aversion, size premium, analyst earnings forecasts.

7.

ETF Ownership and Corporate Investment

Number of pages: 57 Posted: 11 Jun 2018 Last Revised: 08 Nov 2018
Constantinos Antoniou, Avanidhar Subrahmanyam and Onur Tosun
University of Warwick - Warwick Business School, University of California, Los Angeles (UCLA) - Finance Area and University of Warwick - Finance Group
Downloads 248 (117,534)

Abstract:

Loading...

ETF Ownership, Corporate Investment

Information Characteristics and Errors in Expectations: Experimental Evidence

Number of pages: 38 Posted: 23 Aug 2014 Last Revised: 15 Oct 2014
Constantinos Antoniou, Glenn W. Harrison, Morten I. Lau and Daniel Read
University of Warwick - Warwick Business School, Georgia State University - J. Mack Robinson College of Business, Durham Business School and University of Warwick - Warwick Business School
Downloads 174 (163,853)

Abstract:

Loading...

behavioral biases, experimental finance, market efficiency.

Information Characteristics and Errors in Expectations: Experimental Evidence

IZA Discussion Paper No. 9387
Number of pages: 27 Posted: 12 Oct 2015
Constantinos Antoniou, Glenn W. Harrison, Morten I. Lau and Daniel Read
University of Warwick - Warwick Business School, Georgia State University - J. Mack Robinson College of Business, Durham Business School and University of Warwick - Warwick Business School
Downloads 21 (508,122)

Abstract:

Loading...

behavioral biases, market efficiency, experimental finance

9.

Ambiguity Aversion and Stock Market Participation: An Empirical Analysis

Number of pages: 46 Posted: 04 Feb 2013 Last Revised: 16 Oct 2014
Constantinos Antoniou, Richard D. F. Harris and Ruogu Zhang
University of Warwick - Warwick Business School, University of Exeter - Business School and University of Exeter
Downloads 191 (150,607)
Citation 1

Abstract:

Loading...

stock market participation, ambiguity aversion, fund flows

10.

Do Expectations Reflect Information Reliability? Evidence From Odds on Tennis Matches

Number of pages: 64 Posted: 06 Apr 2016 Last Revised: 17 Apr 2018
Constantinos Antoniou and Christos P. Mavis
University of Warwick - Warwick Business School and University of Surrey - Surrey Business School
Downloads 154 (181,839)

Abstract:

Loading...

Bayes Rule, Decision Heuristics, Information Reliability, Under-reaction

11.

Subjective Bayesian Beliefs

Number of pages: 44 Posted: 10 Apr 2013 Last Revised: 09 Mar 2014
Constantinos Antoniou, Glenn W. Harrison, Morten I. Lau and Daniel Read
University of Warwick - Warwick Business School, Georgia State University - J. Mack Robinson College of Business, Durham Business School and University of Warwick - Warwick Business School
Downloads 106 (242,606)

Abstract:

Loading...

Bayesian Updating, Risk Aversion, Probability Weighting

12.

Déjà Vu: Do Experienced Returns Affect Mutual Fund Managers' Investment Decisions?

Number of pages: 44 Posted: 10 Feb 2018 Last Revised: 02 Aug 2018
Constantinos Antoniou and Shema F. Mitali
University of Warwick - Warwick Business School and University of Warwick, Warwick Business School
Downloads 95 (262,986)

Abstract:

Loading...

Decision from Experience, Mutual Funds, Behavioral Finance

13.

Style Investing and Commonality in Liquidity

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53 Posted: 30 May 2016 Last Revised: 01 Dec 2018
Constantinos Antoniou, Olga Klein and Vikas Raman
University of Warwick - Warwick Business School, University of Warwick - Warwick Business School and Lancaster University - Department of Accounting and Finance
Downloads 46 (383,152)

Abstract:

Loading...

Style Investing, Commonality in Liquidity, Noise Trading

14.

Seeing is Believing: Travel, Familiarity and International Equity Investments

Number of pages: 50 Posted: 13 Nov 2018 Last Revised: 21 Dec 2018
Constantinos Antoniou, Alok Kumar and Lizhengbo Yang
University of Warwick - Warwick Business School, University of Miami - School of Business Administration and University of Warwick - Warwick Business School
Downloads 23 (486,144)

Abstract:

Loading...

Familiarity, Foreign Equity Investments, Home Bias

15.

Ambiguity Aversion, Company Size and the Pricing of Earnings Forecasts

European Financial Management, Vol. 20, Issue 3, pp. 633-651, 2014
Number of pages: 19 Posted: 18 Jun 2014
Constantinos Antoniou, Emilios C. Galariotis and Daniel Read
University of Warwick - Warwick Business School, Audencia Business School and University of Warwick - Warwick Business School
Downloads 0 (631,705)
Citation 1
  • Add to Cart

Abstract:

Loading...

ambiguity aversion, size premium, analyst earnings forecasts