Yakov Amihud : Citation Profile


Are you Yakov Amihud?

New York University (NYU)

24

H index

32

i10 index

6635

Citations

RESEARCH PRODUCTION:

56

Articles

9

Papers

2

Books

RESEARCH ACTIVITY:

   44 years (1974 - 2018). See details.
   Cites by year: 150
   Journals where Yakov Amihud has often published
   Relations with other researchers
   Recent citing documents: 840.    Total self citations: 15 (0.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pam182
   Updated: 2022-01-15    RAS profile: 2019-05-06    
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Relations with other researchers


Works with:

Schmid, Markus (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Yakov Amihud.

Is cited by:

Asongu, Simplice (50)

Subrahmanyam, Avanidhar (35)

Renneboog, Luc (30)

KOSTAKIS, ALEXANDROS (24)

Camilleri, Silvio (24)

Stulz, René (24)

Vayanos, Dimitri (23)

Chelley-Steeley, Patricia (21)

Blau, Benjamin (21)

Tchamyou, Vanessa (18)

Acharya, Viral (18)

Cites to:

Stambaugh, Robert (17)

French, Kenneth (14)

Fama, Eugene (13)

Subrahmanyam, Avanidhar (12)

Shleifer, Andrei (11)

Brennan, Michael (11)

Acharya, Viral (10)

Pedersen, Lasse (9)

Ang, Andrew (8)

Lauterbach, Beni (7)

Watson, Mark (6)

Main data


Where Yakov Amihud has published?


Journals with more than one article published# docs
Journal of Financial Economics8
Journal of Applied Corporate Finance6
Journal of Finance6
Journal of Financial and Quantitative Analysis5
Journal of Banking & Finance4
Journal of Money, Credit and Banking4
Economics Letters3
Management Science2
Review of Financial Studies2

Recent works citing Yakov Amihud (2021 and 2020)


YearTitle of citing document
2020Adverse Selection and Liquidity: From Theory to Practice. (2020). Kyle, Albert S ; Obizhaeva, Anna A. In: Working Papers. RePEc:abo:neswpt:w0268.

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2021Economic policy uncertainty and adaptability in international capital markets. (2021). Tiburcio, Cesar Augusto ; Souza, Paulo Vitor. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:85-100.

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2021.

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2020Googlization and retail investors trading activity. (2020). D'Hondt, Catherine ; Desagre, Christophe. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020004.

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2021Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:079.

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2020ARE SMALL STOCKS ILLIQUID? AN EXAMINATION OF LIQUIDITY-IMPROVING EVENTS. (2020). Al-Haji, Ahmad. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202068.

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2020The Effect of Mergers and Acquisitions on Bank Performance in Ghana. (2020). Baffour, Hilda ; Abdulai, Mohammed ; Musah, Alhassan. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2020:p:36-45.

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2020Bidder Value Implications of Cross-Border vs Domestic Acquisitions: A Study of Dutch Firms. (2020). Wicaksana, Ramadhan H. In: International Journal of Business and Administrative Studies. RePEc:apa:ijbaas:2020:p:121-135.

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2021Maximum drawdown, recovery and momentum. (2015). Choi, Jaehyung . In: Papers. RePEc:arx:papers:1403.8125.

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2020Equilibrium Asset Pricing with Transaction Costs. (2019). Possamai, Dylan ; Muhle-Karbe, Johannes ; Herdegen, Martin. In: Papers. RePEc:arx:papers:1901.10989.

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2020Market Making under a Weakly Consistent Limit Order Book Model. (2019). Viens, Frederi ; Law, Baron . In: Papers. RePEc:arx:papers:1903.07222.

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2020Asset Pricing with Heterogeneous Beliefs and Illiquidity. (2019). Tan, Xiaowei ; Nutz, Marcel ; Muhle-Karbe, Johannes. In: Papers. RePEc:arx:papers:1905.05730.

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2021A Deep Learning Framework for Pricing Financial Instruments. (2019). Liu, Zhenming ; Cucuringu, Mihai ; Pizzoferrato, Andrea ; Zhang, Zheng ; Wu, Qiong. In: Papers. RePEc:arx:papers:1909.04497.

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2020Valuing Tradeability in Exponential L\evy Models. (2019). Mathys, Ludovic. In: Papers. RePEc:arx:papers:1912.00469.

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2020Corporate Governance, Noise Trading and Liquidity of Stocks. (2020). Su, Jianhao. In: Papers. RePEc:arx:papers:2001.06275.

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2020A growth adjusted price-earnings ratio. (2020). Middleton, Lawrence ; Dodd, James ; Baird, Graham. In: Papers. RePEc:arx:papers:2001.08240.

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2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723.

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2021Equity Factors: To Short Or Not To Short, That Is The Question. (2020). Ciliberti, Stefano ; Bouchaud, Jean-Philippe ; Benaych-Georges, Florent . In: Papers. RePEc:arx:papers:2003.10419.

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2021The illiquidity network of stocks in Chinas market crash. (2020). Zhao, Jichang ; Tan, Xiaoling. In: Papers. RePEc:arx:papers:2004.01917.

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2020Dual State-Space Model of Market Liquidity: The Chinese Experience 2009-2010. (2020). Lerner, P B. In: Papers. RePEc:arx:papers:2004.06200.

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2020Dynamic Coupling and Market Instability. (2020). Zaparanuks, Dmitrijs ; Court, Elias ; Clack, Christopher D. In: Papers. RePEc:arx:papers:2005.13621.

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2020Dynamic Network Risk. (2020). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2006.04639.

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2021Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2020On the Pricing of Currency Options under Variance Gamma Process. (2020). Chandra, Abhijeet ; Jayprakash, Gowri ; Abdulsalam, Azwar. In: Papers. RePEc:arx:papers:2009.14113.

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2020An Equilibrium Model for the Cross-Section of Liquidity Premia. (2020). Shi, Xiaofei ; Muhle-Karbe, Johannes ; Yang, Chen. In: Papers. RePEc:arx:papers:2011.13625.

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2020Context information increases revenue in ad auctions: Evidence from a policy change. (2020). Nabout, Nadia Abou ; Ada, Sila ; Feit, Elea Mcdonnell. In: Papers. RePEc:arx:papers:2012.00840.

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2020Deep Portfolio Optimization via Distributional Prediction of Residual Factors. (2020). Minami, Kentaro ; Imajo, Kentaro ; Nakagawa, Kei ; Ito, Katsuya. In: Papers. RePEc:arx:papers:2012.07245.

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2021Market Making with Stochastic Liquidity Demand: Simultaneous Order Arrival and Price Change Forecasts. (2021). Yu, Chuyi ; Jos'e E. Figueroa-L'opez, ; Capponi, Agostino. In: Papers. RePEc:arx:papers:2101.03086.

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2021Optimal investment in illiquid market with search frictions and transaction costs. (2021). Choi, Jin Hyuk ; Gang, Tae Ung. In: Papers. RePEc:arx:papers:2101.09936.

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2021Information Cascades and Social Learning. (2021). Hirshleifer, David ; Tamuz, Omer ; Bikhchandani, Sushil ; Welch, Ivo. In: Papers. RePEc:arx:papers:2105.11044.

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2021Algorithmic market making in foreign exchange cash markets: a new model for active market makers. (2021). Gu, Olivier ; Bergault, Philippe ; Barzykin, Alexander. In: Papers. RePEc:arx:papers:2106.06974.

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2021Strategic Inventories in a Supply Chain with Downstream Cournot Duopoly. (2021). Jang, Jaejin ; Hu, Xiaowei ; Bajgiran, Amirsaman ; Hamoud, Nabeel. In: Papers. RePEc:arx:papers:2109.06995.

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2021Towards a fully RL-based Market Simulator. (2021). Ganesh, Sumitra ; Vann, Jared ; Xu, Mengda ; Spooner, Thomas ; Vadori, Nelson ; Ardon, Leo. In: Papers. RePEc:arx:papers:2110.06829.

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2021A transformer-based model for default prediction in mid-cap corporate markets. (2021). Bravo, Cristi'An ; Mues, Christophe ; Korangi, Kamesh. In: Papers. RePEc:arx:papers:2111.09902.

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2021Optimal order execution under price impact: A hybrid model. (2021). Wang, Tai-Ho ; Tebaldi, Claudio ; di Giacinto, Marina . In: Papers. RePEc:arx:papers:2112.02228.

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2020Foreign Banks Acquisition Strategy and the Business Approach of Domestic Bank: A Case of Standard Chartered Bank. (2020). Yoon, Sungman ; Jun, Byung Wook. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:861-874.

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2021Liquidity Synchronization and Asset Valuation in Selected Emerging Asian Economies. (2021). Bhutta, Nousheen Tariq ; Zaidi, Syeda Hina. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:488-500.

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2021Illiquidity Premium in the Indian Stock Market: An Empirical Study. (2021). Verma, Divya ; Kundlia, Shweta. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:501-511.

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2020Unemployment Insurance as a Subsidy to Risky Firms. (2020). Skrastins, Janis ; Schoenherr, David ; Fazio, Dimas Mateus ; Nazar, Bernardus Ferdinandus . In: Working Papers Series. RePEc:bcb:wpaper:523.

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2021Indicador Combinado de Liquidez para la Deuda Pública Local Colombiana. (2021). Martinez-Cruz, Diego Alejandro. In: Borradores de Economia. RePEc:bdr:borrec:1167.

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2020Cybersecurity Risk. (2020). Louca, Christodoulos ; Florakis, Chris ; Weber, Michael ; Michaely, Roni. In: Working Papers. RePEc:bfi:wpaper:2020-178.

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2020Treasury Inconvenience Yields during the COVID-19 Crisis. (2020). He, Zhiguo ; Nagel, Stefan ; Song, Zhaogang. In: Working Papers. RePEc:bfi:wpaper:2020-79.

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2020Inventory Shock and Price-Setting. (2020). Vu, Nam ; Talavera, Oleksandr. In: Discussion Papers. RePEc:bir:birmec:20-14.

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2021Investing like conglomerates: is diversification a blessing or curse for Chinas local governments?. (2021). Liu, Jing ; Fan, Jianchao ; Zhou, Yinggang. In: BIS Working Papers. RePEc:bis:biswps:920.

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2021Measuring Market Liquidity and Liquidity Mismatches across Sectors. (2021). Ponomarenko, Alexey ; Burova, Anna ; Makhankova, Natalia ; Akhmetov, Arthur. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps82.

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2020When are dividend increases bad for corporate bonds?. (2020). Do, Viet ; Truong, Cameron ; Wei, Xiaoting. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1295-1326.

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2020Market response to dividend change announcements: unregulated versus regulated US firms. (2020). Sarkar, Sudipto ; Khokhar, Abdulrahman. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1759-1799.

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2020Margin trading and price efficiency: information content or price‐adjustment speed?. (2020). Lv, Dayong ; Wu, Wenfeng. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2889-2918.

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2020Institutional ownership, cross‐shareholdings and corporate cash reserves in Japan. (2020). Rahman, Nahid ; Nguyen, Pascal. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:1175-1207.

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2021How do US investors perceive the risk of local political corruption? Evidence from acquisition announcement. (2021). Lu, Louise ; Jiang, Xuejun. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:885-912.

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2021Does compliance with Green Bond Principles bring any benefit to make G20’s ‘Green economy plan’ a reality?. (2021). Colombage, Sisira ; Madurika, Kariyawasam Galoluwage. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4257-4285.

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2021Gender, ethnicity and stock liquidity: evidence from South Africa. (2021). Muniandy, Balachandran ; Nguyen, Ha Thanh . In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2337-2377.

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2020Are loyalty shares an effective antidote against short‐termism? Empirical evidence from Italy. (2020). Fasan, Marco ; Zaro, Elise Soerger ; Mio, Chiara. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:4:p:1785-1796.

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2021Exploring the determinants of green bond issuance: Going beyond the long?lasting debate on performance consequences. (2021). Caragnano, Alessandra ; Mariani, Massimo ; Russo, Angeloantonio. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:1:p:38-59.

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2021The effect of ownership on sustainable development and environmental policy in urban waste management: An explicatory empirical analysis of Italian municipal corporations. (2021). Dicorato, Spiridione Lucio ; Esposito, Paolo ; Doronzo, Emanuele. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:2:p:1067-1079.

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2020Director attention and firm value. (2020). Verwijmeren, Patrick ; Renjie, Rex Wang . In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:2:p:361-387.

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2020How do independent directors view corporate social responsibility (CSR)? Evidence from a quasi‐natural experiment. (2020). Jiraporn, Pornsit ; Chintrakarn, Pandej ; Proctor, Richard ; Tong, Shenghui. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:4:p:697-716.

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2020Monitoring and CEO Contractual Incentive Pay. (2020). Yu, Fan. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:3:p:701-736.

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2020Determinants of initial goodwill overstatement in affiliated and non‐affiliated mergers. (2020). Kim, Moonchul ; Cheon, Youngsoon S ; Ahn, Sunghee. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:5-6:p:587-614.

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2020STOCK MARKET CONSEQUENCES OF POLITICAL VIBRANCY. (2020). Park, Jung Chul ; Pantzalis, Christos. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:3:p:491-542.

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2020CORPORATE BONDS AND PRODUCT MARKET COMPETITION. (2020). Platt, Katarzyna. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:3:p:615-647.

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2020Resolving Information Asymmetry Through Contractual Risk Sharing: The Case of Private Firm Acquisitions. (2020). Jansen, Mark. In: Journal of Accounting Research. RePEc:bla:joares:v:58:y:2020:i:5:p:1203-1248.

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2020Robust XVA. (2020). Sturm, Stephan ; Capponi, Agostino ; Bichuch, Maxim. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:738-781.

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2021A tail of three occasionally-binding constraints: a modelling approach to GDP-at-Risk. (2021). Karmakar, Sudipto ; Bluwstein, Kristina ; Aikman, David. In: Bank of England working papers. RePEc:boe:boeewp:0931.

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2020A DEEP MARKET IN ISRAELI CORPORATE BONDS: MACRO AND MICROECONOMIC ANALYSIS IN LIGHT OF THE ACCOUNTING STANDARDS. (2020). Hadad, Elroi ; Gershgoren, Gitit Gur ; Kedar-Levy, Haim. In: Israel Economic Review. RePEc:boi:isrerv:v:18:y:2020:i:1:p:139-176.

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2020Time-varying return predictability and adaptive markets hypothesis: Evidence on MIST countries from a novel wild bootstrap likelihood ratio approach. (2020). Ozkan, Oktay. In: Bogazici Journal, Review of Social, Economic and Administrative Studies. RePEc:boz:journl:v:34:y:2020:i:2:p:101-113.

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2021How do volatility regimes affect the pricing of quality and liquidity in the stock market?. (2021). Hübner, Georges ; Tarik, Bazgour ; Danielle, Sougne ; Georges, Hubner ; Cedric, Heuchenne. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:17:n:3.

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2020The determinants of sovereign risk premiums in the UK and the European government bond market: The impact of Brexit. (2020). Kadiric, Samir. In: EIIW Discussion paper. RePEc:bwu:eiiwdp:disbei271.

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2020Systematic Liquidity Risk Premia. (2020). Hong, Sanghyun ; Boyle, Glenn. In: Working Papers in Economics. RePEc:cbt:econwp:20/15.

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2021A Factor Model for Cryptocurrency Returns. (2021). Babiak, Mykola ; Bianchi, Daniele. In: CERGE-EI Working Papers. RePEc:cer:papers:wp710.

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2020Cybersecurity Risk. (2020). Weber, Michael ; michaely, roni ; Louca, Christodoulos ; Florackis, Chris. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8760.

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2021Disclosure Deregulation of Quarterly Reporting. (2021). Zimmermann, Jochen ; Hornuf, Lars ; Behrmann, Vanessa. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9344.

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2020Asymmetric information and daily stock prices in Brazil. (2020). Ichimura, Denis ; Videira, Raphael ; Ripamonti, Alexandre. In: Estudios Gerenciales. RePEc:col:000129:019082.

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2021Crowding of International Mutual Funds. (2021). Wipplinger, Evert ; Inhoffen, Justus ; Dyakov, Teodor ; Gonzalez, Tanja Artiga. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1937.

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2020Crowded trades, market clustering, and price instability. (2020). Lelyveld, Iman ; van Lelyveld, Iman ; Scholtus, Karolina ; Garlaschelli, Diego ; van Kralingen, Marc. In: DNB Working Papers. RePEc:dnb:dnbwpp:668.

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2020Illiquidity Premium and Monetary Conditions in Emerging Markets: An Empirical Examination of Taiwan Stock Markets. (2020). Liu, Yi-Sheng ; Tai, Chia-Li ; Chen, Chia-Cheng. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-14.

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2020Economic Analysis of Initial Public Offering Underpricing in Stock Market of Pakistan. (2020). Rafiq, Sara ; Khan, Ansa Javed ; Ali, Gulzar. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-24.

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2021IPO relative difficulty, M&A option and size effect. (2021). Yang, Xiaoguang ; Wan, Die. In: Journal of Asian Economics. RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000798.

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2020Does social capital influence corporate risk-taking?. (2020). Panta, Humnath. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:26:y:2020:i:c:s2214635019300772.

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2020Gambling activity and stock price volatility: A cross-country analysis. (2020). Whitby, Ryan J ; Blau, Benjamin M. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019302965.

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2020How does air pollution-induced fund-manager mood affect stock markets in China?. (2020). Lu, Jing ; Chou, Robin K ; Wu, Qinqin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303269.

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2020Effectiveness of policy measures to promote employee share ownership programs in banks. (2020). Hieu, Phan Huy. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303282.

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2021Air pollution and behavioral biases: Evidence from stock market anomalies. (2021). Pham, Mia Hang ; Nguyen, Hung T. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303701.

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2021The Ramadan effect: A standalone anomaly or just a compensation for low liquidity?. (2021). Yaghoubi, Mona ; Biakowski, Jdrzej. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000241.

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2021Do opinion polls on government preference influence stock returns?. (2021). Narayan, Seema. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s221463502100037x.

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2021The COVID-19 pandemic and speculation in energy, precious metals, and agricultural futures. (2021). Ghafoor, Abdul ; Sifat, Imtiaz ; Ah, Abdollah. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000423.

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2021Short sales restrictions and market quality: Evidence from Korea. (2021). Hahn, Jaehoon ; Eom, Yunsung ; Sohn, Wook. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000484.

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2021Retail investor risk-seeking, attention, and the January effect. (2021). Schmidt, Adam ; Chen, Zhongdong ; Wang, Jinai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000551.

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2020Limited investor attention, relative fundamental strength, and the cross-section of stock returns. (2020). Chen, Min ; Yung, Kenneth ; Sun, Licheng ; Zhu, Zhaobo. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:4:s0890838919300848.

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2020The undesirable effect of audit quality: Evidence from firm innovation. (2020). Yin, Xiangkang ; Vu, LE ; Nguyen, Lily. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:6:s0890838920300585.

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2020Fluctuations-induced regime shifts in the Endogenous Credit system with time delay. (2020). Zeng, Chunhua ; Luo, Yuhui ; Dong, Yang ; Wu, Anshun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:134:y:2020:i:c:s0960077920300849.

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2021After the Splits: Information Flow between Bitcoin and Bitcoin Family. (2021). Cho, Ye Rim ; Yi, Eojin ; Ahn, Kwangwon ; Sohn, Sungbin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920308560.

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2020The differential impact of leverage on the default risk of small and large firms. (2020). Rossi, Ludovico ; Varotto, Simone ; Dufour, Alfonso ; Cathcart, Lara. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918305443.

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2020Bank deregulation and corporate risk. (2020). Lin, Chen ; Levine, Ross ; Wei, Lai ; Jiang, Tianjiao. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918307715.

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2020The rise and fall of portfolio pumping among U.S. mutual funds. (2020). Duong, Truong X ; Meschke, Felix. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119919301798.

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2020Corporate governance reform and risk-taking: Evidence from a quasi-natural experiment in an emerging market. (2020). Thapa, Chandra ; Neupane, Suman ; Marshall, Andre W ; Koirala, Santosh. In: Journal of Corporate Finance. RePEc:eee:corfin:v:61:y:2020:i:c:s092911991830138x.

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2020Invisible hand and helping hand: Private placement of public equity in China. (2020). He, Hua ; Gu, Ming ; Dong, Gang Nathan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:61:y:2020:i:c:s0929119918301640.

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2020Do shareholders benefit from green bonds?. (2020). Zhang, Yupu ; Tang, Dragon Yongjun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:61:y:2020:i:c:s0929119918301664.

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2020Is language an economic institution? Evidence from R&D investment. (2020). Xu, Bin ; Tang, Yun ; Su, Xunhua ; Chi, Jianxin Daniel. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300225.

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2020Access to internal capital, creditor rights and corporate borrowing: Does group affiliation matter?. (2020). Rao, Sandeep ; Koirala, Santosh ; Farag, Hisham ; Thapa, Chandra. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300298.

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2020Trade credit and stock liquidity. (2020). Shang, Chenguang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300304.

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More than 100 citations found, this list is not complete...

Works by Yakov Amihud:


YearTitleTypeCited
2000THE LIQUIDITY ROUTE TO A LOWER COST OF CAPITAL In: Journal of Applied Corporate Finance.
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article28
2000AN INSTITUTIONAL INNOVATION TO REDUCE THE AGENCY COSTS OF PUBLIC CORPORATE BONDS In: Journal of Applied Corporate Finance.
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article5
2008Liquidity, the Value of the Firm, and Corporate Finance In: Journal of Applied Corporate Finance.
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article31
2012Liquidity, the Value of the Firm, and Corporate Finance.(2012) In: Journal of Applied Corporate Finance.
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This paper has another version. Agregated cites: 31
article
2015Stock Liquidity and the Cost of Equity Capital in Global Markets In: Journal of Applied Corporate Finance.
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article3
2018Do Staggered Boards Matter for Firm Value? In: Journal of Applied Corporate Finance.
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article0
1980 General Risk Aversion and Attitude towards Risk. In: Journal of Finance.
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article0
1987 Trading Mechanisms and Stock Returns: An Empirical Investigation. In: Journal of Finance.
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article253
1990 Corporate Control and the Choice of Investment Financing: The Case of Corporate Acquisitions. In: Journal of Finance.
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article112
1991 Liquidity, Maturity, and the Yields on U.S. Treasury Securities. In: Journal of Finance.
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article132
1991 Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market. In: Journal of Finance.
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article98
1997 Dividends, Taxes, and Signaling: Evidence from Germany. In: Journal of Finance.
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article40
1999Does corporate ownership structure affect its strategy towards diversification? In: Strategic Management Journal.
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article15
2008Creditor Rights and Corporate Risk-taking In: CEPR Discussion Papers.
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paper218
2011Creditor rights and corporate risk-taking.(2011) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 218
article
2009Creditor rights and corporate risk-taking.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 218
paper
2013Market Liquidity In: Cambridge Books.
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book0
2013Market Liquidity.(2013) In: Cambridge Books.
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This paper has another version. Agregated cites: 0
book
1977A Note on Risk Aversion and Indifference Curves In: Journal of Financial and Quantitative Analysis.
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article1
1977A Note on Fisher Hypothesis and Price Level Uncertainty In: Journal of Financial and Quantitative Analysis.
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article1
2003The Value of Trading Consolidation: Evidence from the Exercise of Warrants In: Journal of Financial and Quantitative Analysis.
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article18
2004Predictive Regressions: A Reduced-Bias Estimation Method In: Journal of Financial and Quantitative Analysis.
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article111
2004Predictive Regressions: A Reduced-Bias Estimation Method.(2004) In: Econometrics.
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This paper has another version. Agregated cites: 111
paper
2006The Declining Information Content of Dividend Announcements and the Effects of Institutional Holdings In: Journal of Financial and Quantitative Analysis.
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article59
1991Trading mechanisms and value-discovery: Cross-national evidence and policy implications In: Carnegie-Rochester Conference Series on Public Policy.
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article1
1983Multiperiod sales-production decisions under uncertainty In: Journal of Economic Dynamics and Control.
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article5
1983Inflation news and exchange rates In: Economics Letters.
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article0
1980An empirical note on bond-yield uncertainty and the demand for money In: Economics Letters.
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article0
1982Unanticipated inflation and economic activity In: Economics Letters.
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article1
2010Predictive regression with order-p autoregressive predictors In: Journal of Empirical Finance.
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article15
2002Illiquidity and stock returns: cross-section and time-series effects In: Journal of Financial Markets.
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article2340
1989Inventory behaviour and market power: An empirical investigation In: International Journal of Industrial Organization.
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article14
1989Market microstructure and price discovery on the Tokyo Stock Exchange In: Japan and the World Economy.
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article10
1990Stock market microstructure and return volatility : Evidence from Italy In: Journal of Banking & Finance.
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article46
2004Political news and stock prices: The case of Saddam Hussein contracts In: Journal of Banking & Finance.
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article41
1981The forward exchange rate and the prediction of the future spot rate: Empirical evidence In: Journal of Banking & Finance.
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article5
1983`Managerialism, `ownerism and risk In: Journal of Banking & Finance.
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article4
2013Liquidity risk of corporate bond returns: conditional approach In: Journal of Financial Economics.
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article97
2010Liquidity Risk of Corporate Bond Returns: A Conditional Approach.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 97
paper
2015The illiquidity premium: International evidence In: Journal of Financial Economics.
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article72
2017Do staggered boards harm shareholders? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article6
1986Asset pricing and the bid-ask spread In: Journal of Financial Economics.
[Full Text][Citation analysis]
article1362
1997Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange In: Journal of Financial Economics.
[Full Text][Citation analysis]
article186
1996Market Microstructure and Securities Values: Evidence From the Tel Aviv Stock Exchange.(1996) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]
This paper has another version. Agregated cites: 186
paper
1997Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange.(1997) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]
This paper has another version. Agregated cites: 186
paper
2003Allocations, adverse selection, and cascades in IPOs: Evidence from the Tel Aviv Stock Exchange In: Journal of Financial Economics.
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article57
1980Dealership market : Market-making with inventory In: Journal of Financial Economics.
[Full Text][Citation analysis]
article291
2002The effects of cross-border bank mergers on bank risk and value In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article81
1974Portfolio selection for managerial control In: Omega.
[Full Text][Citation analysis]
article2
1982The output-inflation relationship : An inventory-adjustment approach In: Journal of Monetary Economics.
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article3
1977The Effect of Uncertainty in Input Quantities on the Optimal Expected Input Combination In: Management Science.
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article0
1982Optimal Consumption Policy under Uncertain Income In: Management Science.
[Full Text][Citation analysis]
article11
2006Stock and Bond Liquidity and its Effect on Prices and Financial Policies In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]
article18
1979A Possible Error in the Expectations Theory: A Note. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article1
1981A Possible Error in the Expectations Theory: A Rejoinder. In: Journal of Money, Credit and Banking.
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article0
1982Relative Price Dispersion and Economic Shocks: An Inventory-Adjustment Approach. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article1
1996Unexpected Inflation and Stock Returns Revisited--Evidence from Israel. In: Journal of Money, Credit and Banking.
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article20
2015The Pricing of Illiquidity as a Characteristic and as Risk In: Multinational Finance Journal.
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article8
2006Liquidity and Asset Prices In: Foundations and Trends(R) in Finance.
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article116
2005Liquidity and Asset Prices.(2005) In: MPRA Paper.
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This paper has another version. Agregated cites: 116
paper
1977A Note on the Measurement of Technological Progress and Experience in Production In: American Journal of Agricultural Economics.
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article0
1983Price Smoothing and Inventory In: Review of Economic Studies.
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article32
2009Multiple-Predictor Regressions: Hypothesis Testing In: Review of Financial Studies.
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article39
2013Mutual Funds R-super-2 as Predictor of Performance In: Review of Financial Studies.
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article2
1981Risk Reduction as a Managerial Motive for Conglomerate Mergers In: Bell Journal of Economics.
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article618
2017Settling the Staggered Board Debate In: Working Papers on Finance.
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paper1
2004Hypothesis Testing in Predictive Regressions In: Finance.
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paper4

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