Constantinos Antoniou

University of Warwick - Warwick Business School

Assistant Professor of Finance and Behavioural Science

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

14

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5,586

CITATIONS
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Top 22,790

in Total Papers Citations

12

Scholarly Papers (14)

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 2,461 (4,503)
Citation 8

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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 783 (27,420)

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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
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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 563 (43,493)
Citation 1

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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 338 (81,019)

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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 332 (82,685)

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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 246 (113,952)
Citation 1

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Ambiguity aversion, size premium, analyst earnings forecasts.

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 171 (160,316)

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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 19 (504,588)

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behavioral biases, market efficiency, experimental finance

8.

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 184 (150,087)
Citation 1

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stock market participation, ambiguity aversion, fund flows

9.

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 144 (186,524)

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

10.

ETF Ownership and Corporate Investment

Number of pages: 52 Posted: 11 Jun 2018 Last Revised: 28 Jul 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 128 (212,776)

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ETF Ownership, Corporate Investment

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 104 (237,299)

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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 72 (298,478)

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Decision from Experience, Mutual Funds, Behavioral Finance

13.

Style Investing and Commonality in Liquidity

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 48 Posted: 30 May 2016 Last Revised: 17 Aug 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 41 (391,378)

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Style Investing, Commonality in Liquidity, Systematic Liquidity, Correlated Trading, Transaction Costs

14.

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 (607,895)
Citation 1
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ambiguity aversion, size premium, analyst earnings forecasts