While it might be thrown, it is not documented.

jshell> new ObjectInputStream(
   ...> new ByteArrayInputStream(
   ...> new ByteArrayOutputStream(0).toByteArray()
   ...> )
   ...> ).readUTF();
   ...>
| Exception java.io.EOFException
| at ObjectInputStream$PeekInputStream.readFully (ObjectInputStream.java:2915)
| at ObjectInputStream$BlockDataInputStream.readShort (ObjectInputStream.java:3410)
| at ObjectInputStream.readStreamHeader (ObjectInputStream.java:954)
| at ObjectInputStream.<init> (ObjectInputStream.java:392)
| at (#1:3)