Constantinos Antoniou

University of Warwick - Warwick Business School

Assistant Professor of Finance and Behavioural Science

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 7,062

SSRN RANKINGS

Top 7,062

in Total Papers Downloads

9,010

SSRN CITATIONS
Rank 13,690

SSRN RANKINGS

Top 13,690

in Total Papers Citations

68

CROSSREF CITATIONS

17

Scholarly Papers (19)

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 2,895 (6,261)
Citation 5

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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, 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 951 (34,071)
Citation 16

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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
Downloads 3 (900,972)

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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 , 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 939 (35,184)
Citation 26

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CAPM, Sentiment, Overconfidence.

4.

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) - Finance Area, Faculty of Business and Economics, University of California, Los Angeles (UCLA) - Finance Area and The Hong Kong Polytechnic University
Downloads 846 (40,692)
Citation 3

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ETFs, Real Efficiency, Informational Efficiency, Managerial Learning

5.

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
Marquette University, University of Warwick - Warwick Business School, University of Miami - Miami Herbert Business School and University of Miami Herbert Business School
Downloads 783 (45,141)
Citation 4

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Analyst sentiment, forecast accuracy, extreme events, terrorist attacks

6.

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 767 (46,392)
Citation 7

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

7.

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 Audencia Business School
Downloads 264 (162,575)

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Ambiguity aversion, size premium, analyst earnings forecasts.

8.

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 Financeaffiliation not provided to SSRN and University of Exeter
Downloads 239 (179,183)
Citation 9

Abstract:

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stock market participation, ambiguity aversion, fund flows

9.

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 Ecole Polytechnique Fédérale de Lausanne
Downloads 225 (189,647)
Citation 1

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

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 188 (223,599)
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 26 (676,161)

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behavioral biases, market efficiency, experimental finance

11.

It Depends Who you Ask: Context Effects in the Perception of Stock Returns

Number of pages: 39 Posted: 04 Feb 2021 Last Revised: 15 Mar 2021
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 205 (207,079)

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investor behavior, context effect, household finance

12.

Behaviour and Biases of Retail Investors: Task or Trait?

Number of pages: 22 Posted: 22 Mar 2021 Last Revised: 29 Apr 2021
Constantinos Antoniou, Chris Firth, David Leake and Neil Stewart
University of Warwick - Warwick Business School, University of Warwick - Warwick Business School, Lloyds Banking Group and University of Warwick - Warwick Business School
Downloads 167 (248,621)

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investor behaviour, personality traits, Big Five, investment biases, financial literacy

13.

Seeing is Believing: Travel, Familiarity and International Equity Investments

Number of pages: 57 Posted: 13 Nov 2018 Last Revised: 26 Jul 2022
Constantinos Antoniou, Carina Cuculiza, Alok Kumar and Lizhengbo Yang
University of Warwick - Warwick Business School, Marquette University, University of Miami - Miami Herbert Business School and University of Warwick - Warwick Business School
Downloads 137 (290,304)
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 117 (326,088)
Citation 3

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Bayesian Updating, Risk Aversion, Probability Weighting

15.

Limited Attention: A Quasi-Natural Experiment from Betting Markets

Number of pages: 71 Posted: 06 Aug 2020 Last Revised: 03 Apr 2021
Constantinos Antoniou and Christos P. Mavis
University of Warwick - Warwick Business School and University of Surrey - Surrey Business School
Downloads 84 (404,131)

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Limited Attention, complicated information, field experiments

16.

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 84 (404,131)
Citation 1

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Style Investing, Commonality in Liquidity, Noise Trading

17.

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

Number of pages: 41 Posted: 06 Apr 2022
Constantinos Antoniou, Carina Cuculiza, Alok Kumar and Lizhengbo Yang
University of Warwick - Warwick Business School, Marquette University, University of Miami - Miami Herbert Business School and University of Warwick - Warwick Business School
Downloads 79 (418,745)

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Cultural norms, spousal risk preferences, corporate risk-taking, litigation risk, individualism.

18.

Personality Traits, IQ, Financial Literacy and Portfolio Outcomes

Number of pages: 14 Posted: 01 Aug 2022
Christopher Firth, Neil Stewart, Constantinos Antoniou and David Leake
University of Warwick, Warwick Business School, University of Warwick, University of Warwick - Warwick Business School and Lloyds Banking Group
Downloads 11 (781,142)

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individual decision-making, personality traits, Big Five, investment biases, Financial literacy, IQ

19.

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 (908,984)
Citation 1

Abstract:

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ambiguity aversion, size premium, analyst earnings forecasts