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 6,952

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Top 6,952

in Total Papers Downloads

6,815

SSRN CITATIONS
Rank 17,846

SSRN RANKINGS

Top 17,846

in Total Papers Citations

34

CROSSREF CITATIONS

17

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 2,641 (4,977)
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 864 (28,458)
Citation 8

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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 , 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 707 (38,067)
Citation 10

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CAPM, Sentiment, Overconfidence.

4.

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
University of Miami - Department of Finance, University of Warwick - Warwick Business School, University of Miami - Miami Herbert Business School and University of Miami Herbert Business School
Downloads 582 (49,706)
Citation 1

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Analyst sentiment, forecast accuracy, extreme events, terrorist attacks

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 532 (55,412)
Citation 5

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

6.

The Real Effects of Exchange-Traded Funds

Number of pages: 70 Posted: 24 Feb 2018 Last Revised: 26 Jan 2020
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 Hong Kong University of Science & Technology (HKUST)
Downloads 267 (123,078)
Citation 2

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ETFs, Real Efficiency, Informational Efficiency, Managerial Learning

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 257 (127,649)

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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 and University of Exeter
Downloads 216 (151,324)
Citation 7

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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 178 (180,721)
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 23 (554,633)

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behavioral biases, market efficiency, experimental finance

10.

Do Beliefs Reflect Information Reliability? Evidence From Betting Markets

Number of pages: 86 Posted: 06 Apr 2016 Last Revised: 27 Mar 2020
Constantinos Antoniou and Christos P. Mavis
University of Warwick - Warwick Business School and University of Surrey - Surrey Business School
Downloads 186 (174,653)

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Field Experiments, Bayes Rule, Decision Heuristics

11.

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 Geneva - Geneva School of Economics and Management
Downloads 127 (238,684)

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Decision from Experience, Mutual Funds, Behavioral Finance

12.

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 111 (263,406)
Citation 3

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Bayesian Updating, Risk Aversion, Probability Weighting

13.

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 65 (365,320)

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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 - Miami Herbert Business School and University of Warwick - Warwick Business School
Downloads 59 (383,552)

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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 (710,023)
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ambiguity aversion, size premium, analyst earnings forecasts