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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6,064

CITATIONS
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Top 28,731

in Total Papers Citations

20

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 2,585 (4,628)
Citation 3

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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 824 (27,975)

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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 650 (39,125)
Citation 3

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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 447 (63,220)
Citation 4

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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 417 (68,739)
Citation 1

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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 256 (118,469)

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Ambiguity aversion, size premium, analyst earnings forecasts.

7.

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 205 (147,361)
Citation 1

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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 174 (171,282)

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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 22 (523,826)

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behavioral biases, market efficiency, experimental finance

9.

Do Beliefs Reflect Information Reliability? Evidence From Odds of Tennis Matches

Number of pages: 65 Posted: 06 Apr 2016 Last Revised: 25 Jun 2019
Constantinos Antoniou and Christos P. Mavis
University of Warwick - Warwick Business School and University of Surrey - Surrey Business School
Downloads 174 (171,220)

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Bayes Rule, Decision Heuristics, Information Reliability, Underreaction

10.

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 109 (249,875)

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Decision from Experience, Mutual Funds, Behavioral Finance

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 108 (249,875)
Citation 1

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Bayesian Updating, Risk Aversion, Probability Weighting

12.

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 52 (379,356)

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Style Investing, Commonality in Liquidity, Noise Trading

13.

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 41 (418,011)

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Familiarity, Foreign Equity Investments, Home Bias

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 (666,167)
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ambiguity aversion, size premium, analyst earnings forecasts