FLORIDA ATLANTIC UNIVERSITY®
Antoine Giannetti

Antoine Giannetti

Associate Professor
Finance Department
Office: Barry Kaye Hall 142 (Boca Raton)

Biography

Google Sites

Education

  • PhD (1998) Finance, Cornell University
  • Other (1993) University of Paris I Pantheon-Sorbonne
  • MBA (1988) Ecole Superieure des Sciences Economiques et Commerciales (ESSEC)

Intellectual Contributions

  • Giannetti, Antoine. A Simple Test of Misspecification for Linear Asset Pricing Models (forthcoming), Financial Markets and Portfolio Management
  • Giannetti, Antoine. (2021). Local Economic Conditions and Repeat-Sale Indices Performance: Evidence from a Moderation Effect Specification, Journal of Real Estate Research, 43(3), 271-289
  • Giannetti, Antoine. (2021). Home Sales Pair Counts: The Organic Metric for Trading Volume in Housing Markets, Real Estate Economics, 49(2), 610-634
  • Viale, Ariel; Giannetti, Antoine; Garcia-Feijoo, Luis. (2020). The stock market’s reaction to macroeconomic news under ambiguity, Financial Markets and Portfolio Management, 34, 65-97
  • Giannetti, Antoine. (2018). Does Temporal Aggregation Explain the Persistence of the S&P/Case-Shiller Indices? Evidence from a Longitudinal Specification, Real Estate Economics, 46, 559-581
  • Giannetti, Antoine. (2017). The Dynamics of Leveraged ETFs Returns: A Panel Data Study, Quantitative Finance, 17(5), 745-761
  • Viale, Ariel; Garcia-Feijoo, Luis; Giannetti, Antoine. (2014). Safety First, Learning Under Ambiguity and the Cross-Section of Stock Returns, The Review of Asset Pricing Studies, 4(1), 118-159
  • Giannetti, Antoine; Viale, Ariel. (2011). A Dynamic Analysis of Stock Price Ratios, Applied Financial Economics, 21(6), pp. 353-368
  • Barnhart, Scott; Giannetti, Antoine. (2009). Negative earnings, positive earnings and stock return predictability: An empirical examination of market timing strategies, Journal of Empirical Finance, 16, pp. 70-86
  • Giannetti, Antoine. (2007). The Short Term Predictive Ability of Earnings-Price Ratios: The Recent Evidence (1994-2003), Quarterly Review of Economics and Finance, 47, pp. 26-49
  • Benet, Bruce; Giannetti, Antoine; Pissaris, Seema. (2006). Gains from Structured Products Markets: The Case of Reverse Exchange Securities (RES), Journal of Banking and Finance, 30, pp. 111-132
  • Giannetti, Antoine. (2006). Optimal Use of Futures Contracts for the Competitve Firm, Applied Financial Economics, 16, pp. 425-427
  • Giannetti, Antoine; Larson, Steve; Lee, Chun; Madura, Jeff. (2006). Price Movements Information and Liquidity in the Night Trading Market, The Financial Review, 41, pp. 119-137
  • Giannetti, Antoine. (2005). On Investing in the Long Run when Stock Returns Are Mean- Reverting, Applied Financial Economics, 15, pp. 1037-1040
  • Giannetti, Antoine; Wu, Lixin; Zhong, Rui. (2004). Inventory Hedging and Option Market Making, International Journal of Theoretical and Applied Finance, 7, pp. 853-878
  • Giannetti, Antoine. (2004). Model Risk and Option Hedging, Quarterly Review of Economics and Finance, 44, pp. 659-677
  • Giannetti, Antoine. (2003). Teaching Coupon Bonds Valuation: Old and New Methodologies, Advances in Financial Education, pp. 81-85
  • Giannetti, Antoine. (2000). Mutual Funds Flows and Stock Returns: An Empirical Investigation, The Journal of Entrepreneurship and Management, 5, pp. 204-217
  • MoreLess
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