Antoine Giannetti

Florida Atlantic University

777 Glades Road

Boca Raton, FL 33431

United States

SCHOLARLY PAPERS

6

DOWNLOADS

622

CITATIONS

3

Scholarly Papers (6)

1.

Negative Earnings, Positive Earnings and Stock Return Predictability: An Empirical Examination of Market Timing

Journal of Empirical Finance, Vol. 16, pp. 70-86, 2009
Number of pages: 17 Posted: 20 Jun 2008 Last Revised: 09 Sep 2009
Scott W. Barnhart and Antoine Giannetti
Florida Atlantic University and Florida Atlantic University
Downloads 372 (78,145)

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Investments; Earnings; Predictability of stock returns; Market timing

2.

A Dynamic Analysis of Stock Price Ratios

Number of pages: 37 Posted: 22 Mar 2008
Antoine Giannetti and Ariel M. Viale
Florida Atlantic University and Florida Atlantic University
Downloads 135 (210,258)
Citation 2

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Price Ratio, Pairs Trading, Relative Value

3.

A Robust Bayesian Analysis of the Stock Market's Response to Macroeconomic News

Number of pages: 46 Posted: 05 Oct 2013
Ariel M. Viale and Antoine Giannetti
Florida Atlantic University and Florida Atlantic University
Downloads 86 (288,453)

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Learning under ambiguity, Macroeconomic news, Non-parametric methods, MMS survey data

Price Movements, Information, and Liquidity in the Night Trading Market

The Financial Review, Vol. 41, No. 1, pp. 119-137, February 2006
Number of pages: 19 Posted: 20 Nov 2006
Antoine Giannetti, Stephen J. Larson, Chun I. Lee and Jeff Madura
Florida Atlantic University, Eastern Illinois University - School of Business, Loyola Marymount University - Department of Finance and Computer Information Systems and Minnesota State University, Mankato
Downloads 28 (484,182)
Citation 1
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Price Movements, Information and Liquidity in the Night Trading Market

Financial Review, Vol. 41, No. 1, February 2006
Posted: 12 Dec 2005
Antoine Giannetti, Stephen J. Larson, Chun I. Lee and Jeff Madura
Florida Atlantic University, Eastern Illinois University - School of Business, Loyola Marymount University - Department of Finance and Computer Information Systems and Florida Atlantic University - College of Business

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Market efficiency, liquidity, night trading, night session, overreaction, extreme price movements, winners, losers

5.

Does Temporal Aggregation Explain the Persistence of the S&P/Case‐Shiller Indices? Evidence from a Longitudinal Specification

Real Estate Economics, Vol. 46, Issue 3, pp. 559-581, 2018
Number of pages: 23 Posted: 20 Aug 2018
Antoine Giannetti
Florida Atlantic University
Downloads 1 (643,651)
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6.

Ambiguity and the Cross-Section of Stock Returns

Posted: 15 Mar 2012
Antoine Giannetti and Ariel M. Viale
Florida Atlantic University and Florida Atlantic University

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Ambiguity, Cross section of stock returns, Maximum entropy