Yakov Amihud : Citation Profile


Are you Yakov Amihud?

New York University (NYU)

25

H index

33

i10 index

7608

Citations

RESEARCH PRODUCTION:

56

Articles

9

Papers

2

Books

RESEARCH ACTIVITY:

   44 years (1974 - 2018). See details.
   Cites by year: 172
   Journals where Yakov Amihud has often published
   Relations with other researchers
   Recent citing documents: 805.    Total self citations: 16 (0.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pam182
   Updated: 2022-11-19    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)

Pedersen, Lasse (33)

Renneboog, Luc (30)

Stulz, René (27)

Camilleri, Silvio (27)

Vayanos, Dimitri (26)

Blau, Benjamin (25)

KOSTAKIS, ALEXANDROS (24)

Acharya, Viral (24)

Chelley-Steeley, Patricia (23)

Cites to:

Stambaugh, Robert (17)

French, Kenneth (14)

Subrahmanyam, Avanidhar (14)

Brennan, Michael (13)

Fama, Eugene (13)

Shleifer, Andrei (11)

Acharya, Viral (10)

Pedersen, Lasse (9)

Ang, Andrew (9)

Lauterbach, Beni (7)

Harvey, Campbell (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

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Yakov Amihud (2022 and 2021)


YearTitle of citing document
2022The Prior Adaptive Group Lasso and the Factor Zoo. (2022). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2022-05.

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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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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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2022Investor-Driven Corporate Finance: Evidence from Insurance Markets. (2022). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:144.

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

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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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2022Weekly 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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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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2021Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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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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2021Statistical Arbitrage Risk Premium by Machine Learning. (2021). Tam, Yu-Man. In: Papers. RePEc:arx:papers:2103.09987.

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2021Why and how systematic strategies decay. (2021). Falck, Antoine ; Thesmar, David ; Rej, Adam. In: Papers. RePEc:arx:papers:2105.01380.

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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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2022Algorithmic 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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2022Strategic 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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2022Deep Learning Algorithms for Hedging with Frictions. (2021). Zhang, Zhanhao ; Xu, Daran ; Shi, Xiaofei. In: Papers. RePEc:arx:papers:2111.01931.

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2022A 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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2022Optimal 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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2022Long-Horizon Return Predictability from Realized Volatility in Pure-Jump Point Processes. (2022). Soulier, Philippe ; Hurvich, Clifford ; Hsieh, Meng-Chen. In: Papers. RePEc:arx:papers:2202.00793.

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2022Static Replication of Impermanent Loss for Concentrated Liquidity Provision in Decentralised Markets. (2022). Zong, Hua ; Deng, Jun. In: Papers. RePEc:arx:papers:2205.12043.

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2022An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation. (2022). de Faria, Luis Goncalves. In: Papers. RePEc:arx:papers:2206.09772.

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2022The Impact of Retail Investors Sentiment on Conditional Volatility of Stocks and Bonds. (2022). Kedar-Levy, Haim ; Hadad, Elroi. In: Papers. RePEc:arx:papers:2208.01538.

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2022Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2022Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulations. (2022). Balch, Tucker ; Zheng, Zeyu ; Xu, Mengda ; Vann, Jared ; Amrouni, Selim ; Spooner, Thomas ; Ganesh, Sumitra ; Ardon, Leo ; Vadori, Nelson ; Veloso, Manuela. In: Papers. RePEc:arx:papers:2210.07184.

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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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2021A composite indicator of sovereign bond market liquidity in the euro area. (2021). Taboga, Marco ; Poli, Riccardo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_663_21.

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2021When the panic broke out: COVID-19 and investment funds portfolio rebalancing around the world. (2021). Santioni, Raffaele ; Affinito, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1342_21.

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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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2021Los determinantes de la liquidez en Colombia: un análisis del mercado de divisas de contado. (2021). Gamboa-Estrada, Fredy ; Castaeda-Arevalo, David. In: Borradores de Economia. RePEc:bdr:borrec:1185.

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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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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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2022Institutional trading in stock market anomalies in Australia. (2022). Zhong, Angel. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:893-930.

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2022Stock market liquidity and traditional sources of bank business. (2022). Uylangco, Katherine ; Samarasinghe, Ama. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3107-3145.

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2022Global equity fund performance adjusted for equity and currency factors. (2022). Warren, Geoffrey J ; Schmidt, Camille H ; Harman, Graham ; Gallagher, David R. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1535-1565.

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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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2022Stock return predictability: Evaluation based on interval forecasts. (2022). Kim, Jae H ; Darne, Olivier ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:363-385.

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2022Premiums between Cross?listed Shares: Determinants and Assessment of Financial Reform Policy Effectiveness. (2022). Liu, Xue ; Xu, Ruihui ; Zhang, Xuechun. In: China & World Economy. RePEc:bla:chinae:v:30:y:2022:i:3:p:75-99.

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2022Early inventory management practices in the foreign exchange market: Insights from sixteenth?century Lyon. (2022). Matringe, Nadia. In: Economic History Review. RePEc:bla:ehsrev:v:75:y:2022:i:3:p:739-778.

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2021Disentangling types of liquidity and testing limits?to?arbitrage theories in the CDS–bond basis. (2021). Schnitzler, Jan ; Augustin, Patrick. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:120-146.

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2021Stock pledging and firm risk: Evidence from India. (2021). Spahr, Ronald W ; Mishra, Ajay Kumar ; Chauhan, Yogesh. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:261-280.

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2021The dark side of shareholder litigation: Evidence from corporate takeovers. (2021). Zhao, Yijia ; Chu, Yongqiang. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:3:p:845-873.

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2021Defined benefit pension de?risking and corporate risk?taking. (2021). Silverstein, Brian. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:4:p:1085-1111.

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2021Do volatility extensions improve the quality of closing call auctions?. (2021). Hagstromer, Bjorn ; Felezvias, Ester. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:3:p:385-406.

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2021Are firm characteristics priced differently between opposite short?sales regimes?. (2021). Bai, Min. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:1:p:95-118.

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2021Internet Search Intensity and Its Relation with Trading Activity and Stock Returns. (2021). Gharghori, Philip ; Dai, Mengjia ; Chai, Daniel ; Hong, Barbara. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:282-311.

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2021Asset pricing factors in Islamic equity returns. (2021). Shamsuddin, Abul ; Safiullah, MD. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:523-554.

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2021Economic policy uncertainty and stock market liquidity: Evidence from G7 countries. (2021). Debata, Byomakesh ; Maitra, Debasish ; Dash, Saumya Ranjan ; Mahakud, Jitendra. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:611-626.

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2021Liquidity risk and corporate bond yield spread: Evidence from China. (2021). Jiang, Lunan ; Chen, Yinghui. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1117-1151.

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2021R2 and the corporate signaling effect. (2021). Wongchoti, Udomsak ; Hao, Wei ; Chen, Jianguo ; Young, Martin. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1353-1381.

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2021CEO compensation in early?stage firms: Rewards for prospectivity and survival. (2021). Lam, Peter ; Ferguson, Andrew ; Bui, Thi. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:5-6:p:895-928.

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2021Political ideology in M&A. (2021). Alhashel, Bader ; Alnahedh, Saad. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:9-10:p:1711-1746.

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2022Are retail investors really passive? Shareholder activism in the digital age. (2022). Wongchoti, Udomsak ; Kabir, Humayun M ; Hafeez, Bilal. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:3-4:p:423-460.

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2022Customer concentration of targets in mergers and acquisitions. (2022). Young, Spencer ; Jaggi, Jacob ; Cheng, Mei. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:7-8:p:1314-1355.

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2021Reinvestment Risk and the Equity Term Structure. (2021). Gonalves, Andrei S. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2153-2197.

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2022Skill, Scale, and Value Creation in the Mutual Fund Industry. (2022). Scaillet, Olivier ; Gagliardini, Patrick ; Barras, Laurent. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:601-638.

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2022Predictable Financial Crises. (2022). Sorensen, Jakob Ahm ; Shleifer, Andrei ; Hanson, Samuel G ; Greenwood, Robin. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:863-921.

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2022Family Business Restructuring: A Review and Research Agenda. (2022). Mejia, Luis Gomez ; Meglio, Olimpia ; King, David R ; de Massis, Alfredo ; Bauer, Florian ; Gomezmejia, Luis. In: Journal of Management Studies. RePEc:bla:jomstd:v:59:y:2022:i:1:p:197-235.

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2021Asset pricing with general transaction costs: Theory and numerics. (2021). Shi, Xiaofei ; Muhlekarbe, Johannes ; Gonon, Lukas. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:2:p:595-648.

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2022Impact of Competitor Store Closures on a Major Retailer. (2022). Ketzenberg, Michael ; Akturk, Serkan M. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:2:p:715-730.

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2021Trustee affiliation and servicer oversight: Evidence from CMBS markets. (2021). Lopez, Luis Arturo ; D'Lima, Walter. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:3:p:699-732.

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2021Commercial Mortgage?Backed Security Pricing with Real Estate Liquidity Risk. (2021). Wu, Chunchi ; Liu, Peng ; Kozhanov, Igor ; Chen, Peimin. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:s2:p:490-525.

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2021Ownership competence. (2021). Zenger, Todd ; Zellweger, Thomas ; Lien, Lasse B ; Klein, Peter G ; Foss, Nicolai J. In: Strategic Management Journal. RePEc:bla:stratm:v:42:y:2021:i:2:p:302-328.

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2021Using machine learning to revisit the diversification–performance relationship. (2021). Tabakovic, Haris ; Menon, Anoop ; Choi, Jaeho. In: Strategic Management Journal. RePEc:bla:stratm:v:42:y:2021:i:9:p:1632-1661.

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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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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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2022Dynamic Autoregressive Liquidity (DArLiQ). (2022). Hafner, Christian. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2214.

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2022.

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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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2022Trading Volume and Liquidity Provision in Cryptocurrency Markets. (2022). Dickerson, Alexander ; Babiak, Mykola ; Bianchi, Daniele. In: CERGE-EI Working Papers. RePEc:cer:papers:wp730.

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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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2022Dynamics of Subjective Risk Premia. (2022). Xu, Zhengyang ; Nagel, Stefan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9693.

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2021International Asset Pricing with Strategic Business Groups. (2021). Zhang, Hong ; O'Donovan, James ; Massa, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15746.

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2021A Reconsideration of the Failure of Uncovered Interest Parity for the U.S. Dollar. (2021). Engel, Charles ; Xiang, Nan ; Wang, Mengqi ; Kazakova, Ekaterina. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15872.

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2021Efficiency or resiliency? Corporate choice between financial and operational hedging. (2021). Acharya, Viral ; Liu, Ping ; Amihud, Yakov ; Almeida, Heitor. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15885.

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2021Corporate philanthropy, public awareness, and the cost of equity capital: Evidence from China. (2021). Chen, Junyi ; Xie, Jun. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2021:v:22:i:1:xiechen.

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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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2022Contagion from market price impact: a price-at-risk perspective. (2022). Mingarelli, Luca ; Sydow, Matthias ; Kaijser, Michiel ; Fukker, Gabor. In: Working Paper Series. RePEc:ecb:ecbwps:20222692.

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2022Does Gender Diversity on Boards Influence Stock Market Liquidity? Empirical Evidence from the Tunisian Market. (2022). Nsaibi, Mariem ; Abidi, Ilyes. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-03-13.

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2021Sustaining discreditable accounting research through ignorance: The mainstream elite’s response to the 2008 financial crisis. (2021). Williams, Paul F ; Ravenscroft, Sue . In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:95:y:2021:i:c:s0361368221000581.

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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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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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2021Does employee stock ownership program reduce a company’s stock volatility during the Covid-19 lockdown?. (2021). Hieu, Phan Huy. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001027.

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2021Banks’ loan charge-offs and macro-level risk. (2021). Guo, Mengyang ; Song, Victor ; Jin, Justin Y. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001179.

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2022Covid-19 and herding in global equity markets. (2022). de Souza, Gerson ; Rubesam, Alexandre. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000284.

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2022Sports Mood Index, institutional investors, and earnings announcement anomalies. (2022). Wu, Runze. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000375.

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2022A closer look at Chinese housing market: Measuring intra-city submarket connectedness in Shanghai and Guangzhou. (2022). Nong, Huifu ; Li, Qiang. In: China Economic Review. RePEc:eee:chieco:v:74:y:2022:i:c:s1043951x2200061x.

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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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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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article35
2000AN INSTITUTIONAL INNOVATION TO REDUCE THE AGENCY COSTS OF PUBLIC CORPORATE BONDS In: Journal of Applied Corporate Finance.
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article6
2008Liquidity, the Value of the Firm, and Corporate Finance In: Journal of Applied Corporate Finance.
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article37
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: 37
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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article268
1990 Corporate Control and the Choice of Investment Financing: The Case of Corporate Acquisitions. In: Journal of Finance.
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article132
1991 Liquidity, Maturity, and the Yields on U.S. Treasury Securities. In: Journal of Finance.
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article150
1991 Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market. In: Journal of Finance.
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article121
1997 Dividends, Taxes, and Signaling: Evidence from Germany. In: Journal of Finance.
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article41
1999Does corporate ownership structure affect its strategy towards diversification? In: Strategic Management Journal.
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article44
2008Creditor Rights and Corporate Risk-taking In: CEPR Discussion Papers.
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paper251
2011Creditor rights and corporate risk-taking.(2011) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 251
article
2009Creditor rights and corporate risk-taking.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 251
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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article21
2004Predictive Regressions: A Reduced-Bias Estimation Method In: Journal of Financial and Quantitative Analysis.
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article134
2004Predictive Regressions: A Reduced-Bias Estimation Method.(2004) In: Econometrics.
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This paper has another version. Agregated cites: 134
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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article67
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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article20
2002Illiquidity and stock returns: cross-section and time-series effects In: Journal of Financial Markets.
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article2678
1989Inventory behaviour and market power: An empirical investigation In: International Journal of Industrial Organization.
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article16
1989Market microstructure and price discovery on the Tokyo Stock Exchange In: Japan and the World Economy.
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article13
1990Stock market microstructure and return volatility : Evidence from Italy In: Journal of Banking & Finance.
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article47
2004Political news and stock prices: The case of Saddam Hussein contracts In: Journal of Banking & Finance.
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article45
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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article6
2013Liquidity risk of corporate bond returns: conditional approach In: Journal of Financial Economics.
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article111
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: 111
paper
2015The illiquidity premium: International evidence In: Journal of Financial Economics.
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article96
2017Do staggered boards harm shareholders? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article7
1986Asset pricing and the bid-ask spread In: Journal of Financial Economics.
[Full Text][Citation analysis]
article1474
1997Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange In: Journal of Financial Economics.
[Full Text][Citation analysis]
article212
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: 212
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: 212
paper
2003Allocations, adverse selection, and cascades in IPOs: Evidence from the Tel Aviv Stock Exchange In: Journal of Financial Economics.
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article61
1980Dealership market : Market-making with inventory In: Journal of Financial Economics.
[Full Text][Citation analysis]
article319
2002The effects of cross-border bank mergers on bank risk and value In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article96
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.
[Full Text][Citation analysis]
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]
article12
2006Stock and Bond Liquidity and its Effect on Prices and Financial Policies In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]
article25
1979A Possible Error in the Expectations Theory: A Note. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article0
1981A Possible Error in the Expectations Theory: A Rejoinder. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
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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article25
2015The Pricing of Illiquidity as a Characteristic and as Risk In: Multinational Finance Journal.
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article15
2006Liquidity and Asset Prices In: Foundations and Trends(R) in Finance.
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article217
2005Liquidity and Asset Prices.(2005) In: MPRA Paper.
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This paper has another version. Agregated cites: 217
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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article35
2009Multiple-Predictor Regressions: Hypothesis Testing In: Review of Financial Studies.
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article45
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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article696
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 1st 2022. Contact: CitEc Team