Yakov Amihud : Citation Profile


Are you Yakov Amihud?

New York University (NYU)

24

H index

32

i10 index

5700

Citations

RESEARCH PRODUCTION:

56

Articles

9

Papers

2

Books

RESEARCH ACTIVITY:

   44 years (1974 - 2018). See details.
   Cites by year: 129
   Journals where Yakov Amihud has often published
   Relations with other researchers
   Recent citing documents: 559.    Total self citations: 15 (0.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pam182
   Updated: 2020-09-22    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)

Camilleri, Silvio (24)

Stulz, René (24)

Vayanos, Dimitri (23)

KOSTAKIS, ALEXANDROS (23)

Chelley-Steeley, Patricia (21)

Blau, Benjamin (19)

Acharya, Viral (18)

Tchamyou, Vanessa (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 Money, Credit and Banking4
Journal of Banking & Finance4
Economics Letters3
Management Science2
Review of Financial Studies2

Recent works citing Yakov Amihud (2020 and 2019)


YearTitle of citing document
2019The Mobile Phone, Information Sharing and Financial Sector Development in Africa: A Quantile Regressions Approach. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/016.

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

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2019The Mobile Phone, Information Sharing and Financial Sector Development in Africa: A Quantile Regressions Approach. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/016.

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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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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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2019Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model. (2019). Izumi, Kiyoshi ; Abe, Masaya ; Ito, Tomoki ; Nakagawa, Kei. In: Papers. RePEc:arx:papers:1901.11493.

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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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2019Intra-day Equity Price Prediction using Deep Learning as a Measure of Market Efficiency. (2019). Balch, Tucker Hybinette ; Byrd, David. In: Papers. RePEc:arx:papers:1908.08168.

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2019A 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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2019Weekly idiosyncratic risk metrics and idiosyncratic momentum: Evidence from the Chinese stock market. (2019). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1910.13115.

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2019Reinforcement Learning for Market Making in a Multi-agent Dealer Market. (2019). Veloso, Manuela ; Reddy, Prashant ; Zheng, Hua ; Xu, Mengda ; Vadori, Nelson ; Ganesh, Sumitra . In: Papers. RePEc:arx:papers:1911.05892.

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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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2019Market Price of Trading Liquidity Risk and Market Depth. (2019). Ting, Christopher ; Kijima, Masaaki. In: Papers. RePEc:arx:papers:1912.04565.

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

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2019Market Illiquidity Premium on Stock Returns: An Empirical Study of Taiwan Stock Markets. (2019). Cho, Yi-Chun ; Tai, Chia-Li ; Chen, Chia-Cheng . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:778-788.

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

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2019Extreme Downside Risk in Asset Returns. (2019). Ergun, Lerby. In: Staff Working Papers. RePEc:bca:bocawp:19-46.

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

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2019Is market liquidity less resilient after the financial crisis? Evidence for us treasuries. (2019). Lamas, Matías ; Broto, Carmen. In: Working Papers. RePEc:bde:wpaper:1917.

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2019Secured and Unsecured Interbank Markets: Monetary Policy, Substitution and the Cost of Collateral. (2019). Salakhova, Dilyara ; Piquard, Thibaut. In: Working papers. RePEc:bfr:banfra:730.

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2019Asset mispricing in loan secondary markets. (2019). Talavera, Oleksandr ; Pham, Tho ; Xiong, Xiong ; Caglayan, Mustafa. In: Discussion Papers. RePEc:bir:birmec:19-07.

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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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2019Measuring corporate bond liquidity in emerging market economies: price- vs quantity-based measures. (2019). Packer, Frank ; Li, Ran ; Helwege, Jean ; Hameed, Allaudeen . In: BIS Papers chapters. RePEc:bis:bisbpc:102-07.

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2019OTC derivatives: euro exposures rise and central clearing advances. (2019). Huang, Wenqian ; Aramonte, Sirio. In: BIS Quarterly Review. RePEc:bis:bisqtr:1912j.

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2019Euro repo market functioning: collateral is king. (2019). Ranaldo, Angelo ; Tsatsaronis, Kostas ; Schaffner, Patrick. In: BIS Quarterly Review. RePEc:bis:bisqtr:1912k.

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2019The cost of clearing fragmentation. (2019). Vasios, Michalis ; Menkveld, Albert ; Huang, Wenqian ; Benos, Evangelos . In: BIS Working Papers. RePEc:bis:biswps:826.

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2019Independently Certified Industry‐specific Disclosures to the Capital Market: The JORC Code in the Australian Mining Industry. (2019). Katselas, Dean ; Yu, Chuan ; Smith, Tom ; Sidhu, Baljit K. In: Abacus. RePEc:bla:abacus:v:55:y:2019:i:1:p:128-179.

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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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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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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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2019Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity. (2019). Savva, Christos S ; Lambertides, Neophytos ; Chelleysteeley, Patricia. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:116-159.

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2019An international analysis of CEO social capital and corporate risk‐taking. (2019). Rajkovic, Tijana ; Javakhadze, David ; Ferris, Stephen P. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:3-37.

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2019Target information asymmetry and takeover strategy: Insights from a new perspective. (2019). Huang, DI ; Ghosh, Chinmoy ; Borochin, Paul. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:38-79.

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2019Short Interest and Lottery Stocks. (2019). Tayal, Jitendra ; Bergsma, Kelley . In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:187-227.

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2019Initial Offer Precision and M&A Outcomes. (2019). Keloharju, Matti ; Hukkanen, Petri . In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:291-310.

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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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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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2019FIRM SIZE AND STOCK RETURNS: A QUANTITATIVE SURVEY. (2019). Novak, Jiri ; Havranek, Tomas ; Astakhov, Anton . In: Journal of Economic Surveys. RePEc:bla:jecsur:v:33:y:2019:i:5:p:1463-1492.

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2019THE REACTIVE BETA MODEL. (2019). Grebenkov, Denis ; Aboura, Sofiane ; Valeyre, Sebastien. In: Journal of Financial Research. RePEc:bla:jfnres:v:42:y:2019:i:1:p:71-113.

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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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2019The cost of clearing fragmentation. (2019). Menkveld, Albert ; Vasios, Michalis ; Huang, Wenqian ; Benos, Evangelos. In: Bank of England working papers. RePEc:boe:boeewp:0800.

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2019OTC microstructure in a period of stress: a multi‑layered network approach. (2019). Vasios, Michalis ; Joseph, Andreas ; Tanner, John ; Shreyas, Ujwal ; Maizels, Olga. In: Bank of England working papers. RePEc:boe:boeewp:0832.

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2019EU28 Capital Market Perspectives of a Hard BREXIT: Theory, Empirical Findings and Policy Options. (2019). Welfens, Paul ; Paul, Welfens ; Tian, Xiong ; Arthur, Korus ; Samir, Kadiric ; Fabian, Baier. In: The Economists' Voice. RePEc:bpj:evoice:v:16:y:2019:i:1:p:16:n:6.

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2019EU28 Capital Market Perspectives of a Hard BREXIT: Theory, Empirical Findings and Policy Options. (2019). Xiong, Tian ; Korus, Arthur ; Kadiric, Samir ; Baier, Fabian. In: EIIW Discussion paper. RePEc:bwu:eiiwdp:disbei256.

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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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2019INFORMATION CONTENT OF STOCKS IN CALL AUCTION OF SHORTER DURATION IN EMERGING MARKET. (2019). Bag, Dinabandhu. In: Copernican Journal of Finance & Accounting. RePEc:cpn:umkcjf:v:8:y:2019:i:4:p:113-132.

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2019The Sound Of Many Funds Rebalancing. (2019). Fos, Vyacheslav ; Chinco, Alex. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13561.

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2019Liquidity Risk After 20 Years. (2019). Pastor, Lubos ; Stambaugh, Robert F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13680.

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2019Hedging Climate Change News. (2019). Engle, Robert ; Strobel, Johannes ; Lee, Heebum ; Kelly, Bryan ; Giglio, Stefano W. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13730.

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2019Active Short Selling by Hedge Funds. (2019). Fos, Vyacheslav ; Bulka, Jordan ; Appel, Ian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13788.

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2019Corporate cash holdings: Stock liquidity and the repurchase motive. (2019). Wang, Zexi ; Nyborg, Kjell G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13791.

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2019Risk-Free Interest Rates. (2019). van Binsbergen, Jules H ; Grotteria, Marco ; Diamond, William . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13899.

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2019All the bottles in one basket? Diversification and product portfolio composition. (2019). Friberg, Richard. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14119.

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2019Speculation and the Informational Efficiency of Commodity Futures Markets. (2019). Sulewski, Christoph ; Putz, Alexander ; Bohl, Martin . In: CQE Working Papers. RePEc:cqe:wpaper:8919.

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2019Herding behaviour in an emerging market: Evidence from the Moscow Exchange. (2019). Indars, Edgars Rihards ; Lubloy, agnes ; Savin, Aliaksei. In: Corvinus Economics Working Papers (CEWP). RePEc:cvh:coecwp:2019/01.

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2019Local Constant-Quality Housing Market Liquidity Indices. (2019). van Dijk, Dorinth. In: DNB Working Papers. RePEc:dnb:dnbwpp:637.

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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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2019The Introduction of Bitcoin Futures: An Examination of Volatility and Potential Spillover Effects. (2019). Whitby, Ryan J ; Blau, Benjamin M. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00848.

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2019Collateral booms and information depletion. (2019). Martin, Alberto ; Laeven, Luc ; Asriyan, Vladimir. In: Working Paper Series. RePEc:ecb:ecbwps:20192266.

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2019Institutional presence in secondary bank bond markets: how does it affect liquidity and volatility?. (2019). Weistroffer, Christian ; Opric, Silviu . In: Working Paper Series. RePEc:ecb:ecbwps:20192276.

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2019Competition among high-frequency traders, and market quality. (2019). Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20192290.

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2019Stock Market Reaction to Terrorist Attacks and Political Uncertainty: Empirical Evidence from the Tunisian Stock Exchange. (2019). Talbi, Mariem ; ben Moussa, Fatma. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-4.

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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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2019Institutional preferences, demand shocks and the distress anomaly. (2019). Liu, Jia ; Wu, Yuliang ; Ye, Qing. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:1:p:72-91.

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2019To what extent does corporate liquidity affect M&A decisions, method of payment and performance? Evidence from China. (2019). Guo, Jie ; Guariglia, Alessandra ; Yang, Junhong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:54:y:2019:i:c:p:128-152.

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2019Leverage, debt maturity, and social capital. (2019). Shang, Chenguang ; Huang, Kershen. In: Journal of Corporate Finance. RePEc:eee:corfin:v:54:y:2019:i:c:p:26-46.

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2019The impact of religious certification on market segmentation and investor recognition. (2019). Mamun, Abdullah ; Hippler, William J ; Hassan, Kabir M ; Alhomaidi, Asem. In: Journal of Corporate Finance. RePEc:eee:corfin:v:55:y:2019:i:c:p:28-48.

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2019Creditor rights and bank capital decisions: Conventional vs. Islamic banking. (2019). TARAZI, Amine ; Bitar, Mohammad. In: Journal of Corporate Finance. RePEc:eee:corfin:v:55:y:2019:i:c:p:69-104.

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2019Analysts to the rescue?. (2019). Lambertides, Neophytos ; Karamanou, Irene ; Charitou, Andreas. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:108-128.

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2019Smart investments by smart money: Evidence from acquirers projected synergies. (2019). Titman, Sheridan ; Safieddine, Assem ; Khalil, Samer ; Ismail, Ahmad. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:343-363.

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2019Managerial compensation incentives and corporate debt maturity: Evidence from FAS 123R. (2019). Hong, Jieying. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:388-414.

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2019Liability of foreignness in capital markets: Institutional distance and the cost of debt. (2019). Bell, Greg R ; Filatotchev, Igor ; Gu, Yiwen ; Rasheed, Abdul A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:57:y:2019:i:c:p:142-160.

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2019A new order of financing investments: Evidence from acquisitions by India’s listed firms. (2019). Seth, Rama ; Jindal, Varun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:307-328.

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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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2019Momentum and reversal: The role of short selling. (2019). Duan, Xinrui ; Zhu, Zhaobo ; Tu, Jun ; Sun, Licheng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:104:y:2019:i:c:p:95-110.

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2019Intraday momentum and stock return predictability: Evidence from China. (2019). Zhang, Yaojie ; Zhu, BO ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:319-329.

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2019Who poisons the pool? Time-varying asymmetric and nonlinear causal inference between low-risk and high-risk bonds markets. (2019). Wang, Jinghua ; Kim, Yea Lee ; Ngene, Geoffrey M. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:136-147.

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2019A key determinant of commodity price Co-movement: The role of daily market liquidity. (2019). Scheffel, Eric M ; Ding, Shusheng ; Zhang, Yongmin. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:170-180.

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2019Is there a relation between labor investment inefficiency and corporate tax avoidance?. (2019). Al-Yahyaee, Khamis ; Alfarhan, Usamah ; Richardson, Grant ; Al-Hadi, Ahmed ; Taylor, Grantley. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:185-201.

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2019Activity strategies, information asymmetry, and bank opacity. (2019). Houston, Reza ; Hassan, Kabir M ; Tran, Dung Viet. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:160-172.

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2020Hedge fund activism and corporate innovation. (2020). Tang, Tingfeng. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:335-348.

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2020The heterogeneous volume-volatility relations in the exchange-traded fund market: Evidence from China. (2020). Xu, Liao ; Zhao, Yang ; Shi, Yukun ; Gao, Han. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:400-408.

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2020Common risk factors in the returns on cryptocurrencies. (2020). Cui, Guowei ; Liang, Xuan ; Liu, Weiyi. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:299-305.

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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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article24
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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article26
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: 26
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2015Stock Liquidity and the Cost of Equity Capital in Global Markets In: Journal of Applied Corporate Finance.
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article2
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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article234
1990 Corporate Control and the Choice of Investment Financing: The Case of Corporate Acquisitions. In: Journal of Finance.
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article95
1991 Liquidity, Maturity, and the Yields on U.S. Treasury Securities. In: Journal of Finance.
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article116
1991 Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market. In: Journal of Finance.
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article92
1997 Dividends, Taxes, and Signaling: Evidence from Germany. In: Journal of Finance.
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article37
1999Does corporate ownership structure affect its strategy towards diversification? In: Strategic Management Journal.
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article10
2008Creditor Rights and Corporate Risk-taking In: CEPR Discussion Papers.
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paper186
2011Creditor rights and corporate risk-taking.(2011) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 186
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2009Creditor rights and corporate risk-taking.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 186
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2013Market Liquidity In: Cambridge Books.
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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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article16
2004Predictive Regressions: A Reduced-Bias Estimation Method In: Journal of Financial and Quantitative Analysis.
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article102
2004Predictive Regressions: A Reduced-Bias Estimation Method.(2004) In: Econometrics.
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This paper has another version. Agregated cites: 102
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2006The Declining Information Content of Dividend Announcements and the Effects of Institutional Holdings In: Journal of Financial and Quantitative Analysis.
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article51
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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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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article12
2002Illiquidity and stock returns: cross-section and time-series effects In: Journal of Financial Markets.
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article1892
1989Inventory behaviour and market power: An empirical investigation In: International Journal of Industrial Organization.
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article12
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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article45
2004Political news and stock prices: The case of Saddam Hussein contracts In: Journal of Banking & Finance.
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article34
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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article80
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: 80
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2015The illiquidity premium: International evidence In: Journal of Financial Economics.
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article46
2017Do staggered boards harm shareholders? In: Journal of Financial Economics.
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article2
1986Asset pricing and the bid-ask spread In: Journal of Financial Economics.
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article1237
1997Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange In: Journal of Financial Economics.
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article160
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.
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This paper has another version. Agregated cites: 160
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.
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This paper has another version. Agregated cites: 160
paper
2003Allocations, adverse selection, and cascades in IPOs: Evidence from the Tel Aviv Stock Exchange In: Journal of Financial Economics.
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article44
1980Dealership market : Market-making with inventory In: Journal of Financial Economics.
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article266
2002The effects of cross-border bank mergers on bank risk and value In: Journal of International Money and Finance.
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article75
1974Portfolio selection for managerial control In: Omega.
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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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1982Optimal Consumption Policy under Uncertain Income In: Management Science.
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article11
2006Stock and Bond Liquidity and its Effect on Prices and Financial Policies In: Financial Markets and Portfolio Management.
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article15
1979A Possible Error in the Expectations Theory: A Note. In: Journal of Money, Credit and Banking.
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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.
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article1
1996Unexpected Inflation and Stock Returns Revisited--Evidence from Israel. In: Journal of Money, Credit and Banking.
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article19
2015The Pricing of Illiquidity as a Characteristic and as Risk In: Multinational Finance Journal.
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2006Liquidity and Asset Prices In: Foundations and Trends(R) in Finance.
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article100
2005Liquidity and Asset Prices.(2005) In: MPRA Paper.
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This paper has another version. Agregated cites: 100
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1977A Note on the Measurement of Technological Progress and Experience in Production In: American Journal of Agricultural Economics.
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1983Price Smoothing and Inventory In: Review of Economic Studies.
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article31
2009Multiple-Predictor Regressions: Hypothesis Testing In: Review of Financial Studies.
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article32
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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article543
2017Settling the Staggered Board Debate In: Working Papers on Finance.
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2004Hypothesis Testing in Predictive Regressions In: Finance.
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