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 8,052

SSRN RANKINGS

Top 8,052

in Total Papers Downloads

10,558

SSRN CITATIONS
Rank 7,960

SSRN RANKINGS

Top 7,960

in Total Papers Citations

206

CROSSREF CITATIONS

10

Scholarly Papers (15)

1.

Sentiment and Momentum

WBS Finance Group Research Paper No. 130
Number of pages: 54 Posted: 27 Sep 2009 Last Revised: 23 Dec 2019
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 3,061 (7,779)
Citation 5

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behavioral finance, investor sentiment, momentum, market efficiency

2.

Investor Sentiment, Beta, and the Cost of Equity Capital

Management Science, Forthcoming , WBS Finance Group Research Paper No. 185
Number of pages: 49 Posted: 07 Jul 2012 Last Revised: 26 Dec 2019
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 1,181 (33,989)
Citation 80

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CAPM, Sentiment, Overconfidence.

3.

Exchange-Traded Funds and Real Investment

Review of Financial Studies, forthcoming
Number of pages: 91 Posted: 24 Feb 2018 Last Revised: 16 May 2022
University of Warwick - Warwick Business School, Singapore Management University - Lee Kong Chian School of Business, University of Hong Kong (HKU), HKU Business School, University of California, Los Angeles (UCLA) - Finance Area and The Hong Kong Polytechnic University
Downloads 1,171 (34,390)
Citation 24

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ETFs, Real Efficiency, Informational Efficiency, Managerial Learning

4.

Corporate Governance and Firm-Specific Stock Price Crashes

Forthcoming to European Financial Management, 2016, WBS Finance Group Research Paper No. 178
Number of pages: 62 Posted: 28 Mar 2012 Last Revised: 26 Dec 2019
Cyprus University of Technology, University of Warwick - Warwick Business School, University of Warwick - Warwick Business School and Cyprus University of Technology
Downloads 1,121 (36,556)
Citation 49

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Crash Risk, Corporate Governance

5.

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 - Miami Herbert Business School and University of Miami Herbert Business School
Downloads 950 (46,517)
Citation 9

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

6.

Terrorist Attacks, Analyst Sentiment, and Earnings Forecasts

Number of pages: 51 Posted: 13 Dec 2015 Last Revised: 13 Jan 2020
Carina Cuculiza, Constantinos Antoniou, Alok Kumar and Anastasios Maligkris
Oklahoma State University - Stillwater - Spears School of Business, University of Warwick - Warwick Business School, University of Miami - Miami Herbert Business School and University of Miami Herbert Business School
Downloads 918 (48,535)
Citation 4

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Analyst sentiment, forecast accuracy, extreme events, terrorist attacks

7.

Subjective Extremeness: Contrast Effects in the Perception of Stock Returns

Number of pages: 67 Posted: 04 Feb 2021 Last Revised: 26 Jun 2023
Constantinos Antoniou, Junyang Guo and Neil Stewart
University of Warwick - Warwick Business School, University of Warwick - Warwick Business School and University of Warwick - Warwick Business School
Downloads 387 (143,581)

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contrast effects, return salience, stock trading

8.

Do Stock-Level Experienced Returns Affect Security Selection?

Number of pages: 65 Posted: 10 Feb 2018 Last Revised: 14 Jul 2022
Constantinos Antoniou and Shema F. Mitali
University of Warwick - Warwick Business School and SKEMA Business School
Downloads 290 (195,837)
Citation 1

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Reinforcement Learning, Decision from Experience, Mutual Funds, Behavioral Finance

9.

Ambiguity Aversion, Company Size and the Pricing of Earnings Forecasts

WBS Finance Group Research Paper No. 131
Number of pages: 25 Posted: 02 Nov 2009 Last Revised: 23 Dec 2019
Constantinos Antoniou, Daniel Read and Emilios C. Galariotis
University of Warwick - Warwick Business School, University of Warwick - Warwick Business School and School of Production Engineering and Management
Downloads 290 (195,837)

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Ambiguity aversion, size premium, analyst earnings forecasts.

10.

Ambiguity Aversion and Stock Market Participation: An Empirical Analysis

WBS Finance Group Research Paper No. 197
Number of pages: 46 Posted: 04 Feb 2013 Last Revised: 26 Dec 2019
Constantinos Antoniou, Richard D. F. Harris and Ruogu Zhang
University of Warwick - Warwick Business School, University of Bristol, School of Accounting and FinanceUniversity of Bristol, School of Accounting and Finance and University of Exeter
Downloads 269 (211,372)
Citation 17

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stock market participation, ambiguity aversion, fund flows

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 208 (270,099)
Citation 1

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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 45 (764,337)

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behavioral biases, market efficiency, experimental finance

12.

It Takes Two to Tango: Spousal Risk Preferences and CEO Risk-Taking Behavior

University of Miami Business School Research Paper No. 4037025
Number of pages: 49 Posted: 06 Apr 2022 Last Revised: 26 Apr 2024
Constantinos Antoniou, Carina Cuculiza, Alok Kumar and Lizhengbo Yang
University of Warwick - Warwick Business School, Oklahoma State University - Stillwater - Spears School of Business, University of Miami - Miami Herbert Business School and Capital University of Economics and Business
Downloads 227 (249,715)

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Cultural norms, corporate risk-taking, spousal risk preferences, collectivism, household finance.

13.

Seeing is Believing: Tourism and Foreign Equity Investments

Number of pages: 59 Posted: 13 Nov 2018 Last Revised: 06 Feb 2024
Constantinos Antoniou, Carina Cuculiza, Alok Kumar and Lizhengbo Yang
University of Warwick - Warwick Business School, Oklahoma State University - Stillwater - Spears School of Business, University of Miami - Miami Herbert Business School and Capital University of Economics and Business
Downloads 183 (304,039)
Citation 2

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International tourism, foreign equity investments, home bias, familiarity.

14.

Subjective Bayesian Beliefs

WBS Finance Group Research Paper No. 199
Number of pages: 44 Posted: 10 Apr 2013 Last Revised: 26 Dec 2019
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 140 (380,984)
Citation 4

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Bayesian Updating, Risk Aversion, Probability Weighting

15.

Style Investing and Commonality in Liquidity

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53 Posted: 30 May 2016 Last Revised: 05 Jun 2019
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 117 (437,044)
Citation 1

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Style Investing, Commonality in Liquidity, Noise Trading