Constantinos Antoniou

University of Warwick - Warwick Business School

Assistant Professor of Finance and Behavioural Science

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

12

DOWNLOADS
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4,777

CITATIONS
Rank 20,182

SSRN RANKINGS

Top 20,182

in Total Papers Citations

15

Scholarly Papers (12)

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 2,054 (4,301)
Citation 10

Abstract:

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 Exeter Business School and Cyprus University of Technology
Downloads 734 (26,642)

Abstract:

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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Abstract:

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 351 (44,696)
Citation 2

Abstract:

CAPM, Sentiment, Overconfidence.

4.

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 207 (110,257)
Citation 1

Abstract:

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 170 (146,666)

Abstract:

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 18 (473,048)

Abstract:

behavioral biases, market efficiency, experimental finance

6.

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 139 (145,875)
Citation 1

Abstract:

stock market participation, ambiguity aversion, fund flows

7.

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 69 (222,862)

Abstract:

Bayesian Updating, Risk Aversion, Probability Weighting

8.

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 65 (112,646)

Abstract:

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

9.

Style Investing and Commonality in Liquidity

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 40 Posted: 30 May 2016 Last Revised: 02 Feb 2017
Constantinos Antoniou, Olga Klein and Vikas Raman
University of Warwick - Warwick Business School, University of Warwick - Warwick Business School and University of Warwick - Finance Group
Downloads 0 (410,807)

Abstract:

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

10.

Bayesian Reasoning: Evidence from the Field

Number of pages: 65 Posted: 06 Apr 2016 Last Revised: 10 Aug 2017
Constantinos Antoniou and Christos P. Mavis
University of Warwick - Warwick Business School and University of Surrey - Surrey Business School
Downloads 0 (215,441)

Abstract:

Bayes Rule, Behavioural Biases, Field Experiments

11.

Terrorist Attacks, Analyst Sentiment, and Earnings Forecasts

Number of pages: 60 Posted: 13 Dec 2015 Last Revised: 26 May 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 0 (145,097)

Abstract:

Terrorist attacks, mass shootings, analyst sentiment, earnings forecasts, forecast accuracy, local analysts.

12.

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 (561,066)
Citation 1
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Abstract:

ambiguity aversion, size premium, analyst earnings forecasts