Yakov Amihud : Citation Profile

Are you Yakov Amihud?

New York University (NYU)

26

H index

34

i10 index

8194

Citations

RESEARCH PRODUCTION:

56

Articles

9

Papers

2

Books

RESEARCH ACTIVITY:

   44 years (1974 - 2018). See details.
   Cites by year: 186
   Journals where Yakov Amihud has often published
   Relations with other researchers
   Recent citing documents: 347.    Total self citations: 16 (0.19 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pam182
   Updated: 2024-01-16    RAS profile: 2019-05-06    
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Relations with other researchers

Works with:

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)

Chelley-Steeley, Patricia (43)

Subrahmanyam, Avanidhar (35)

Pedersen, Lasse (33)

Renneboog, Luc (30)

Vayanos, Dimitri (29)

Stulz, René (27)

Camilleri, Silvio (27)

Blau, Benjamin (26)

KOSTAKIS, ALEXANDROS (24)

Acharya, Viral (24)

Cites to:

Stambaugh, Robert (17)

Subrahmanyam, Avanidhar (14)

French, Kenneth (14)

Fama, Eugene (13)

Brennan, Michael (13)

Shleifer, Andrei (11)

Acharya, Viral (10)

Ang, Andrew (9)

Pedersen, Lasse (9)

Lauterbach, Beni (7)

Bekaert, Geert (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
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 (2024 and 2023)

YearTitle of citing document
2023EFFECTS OF INDEX ADDITIONS ON STOCK PRICE INFORMATIVENESS. (2023). Gavrilova, Daria. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2023:j:31:gavrilovad.

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2023A fractional Hawkes process for illiquidity modeling. (2023). Hainaut, Donatien ; Dupret, Jean-Loup. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023001.

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2023Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2023A 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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2023Static 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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2023Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2023Towards 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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2023Automated Market Makers: Mean-Variance Analysis of LPs Payoffs and Design of Pricing Functions. (2022). Gu, Olivier ; Bouba, David ; Bertucci, Louis ; Bergault, Philippe. In: Papers. RePEc:arx:papers:2212.00336.

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2023NFT Bubbles. (2023). Ranaldo, Angelo ; Barbon, Andrea. In: Papers. RePEc:arx:papers:2303.06051.

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2023A Unified Framework for Fast Large-Scale Portfolio Optimization. (2023). Safikhani, Abolfazl ; Polak, Pawel ; Shah, Ronakdilip ; Deng, Weichuan. In: Papers. RePEc:arx:papers:2303.12751.

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2023Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy. (2023). Polak, Pawel ; Miao, Jiaju. In: Papers. RePEc:arx:papers:2304.09947.

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2023Generalized Autoregressive Score Trees and Forests. (2023). Simsek, Yasin ; Patton, Andrew J. In: Papers. RePEc:arx:papers:2305.18991.

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2023Liquidity Premium, Liquidity-Adjusted Return and Volatility, and a Unified Modern Portfolio Theory: illustrated with Crypto Assets. (2023). Deng, QI. In: Papers. RePEc:arx:papers:2306.15807.

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2023Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.15151.

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2023IMM: An Imitative Reinforcement Learning Approach with Predictive Representation Learning for Automatic Market Making. (2023). An, BO ; Guo, Jian ; Li, Jian ; Lin, Zhouchi ; Zheng, Jiahao ; Niu, Hui. In: Papers. RePEc:arx:papers:2308.08918.

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2023Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926.

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2023Detecting Toxic Flow. (2023). , Leandro ; Duran-Martin, Gerardo ; 'Alvaro Cartea, . In: Papers. RePEc:arx:papers:2312.05827.

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2023.

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2023Assessing the liquidity premium in the Italian bond market. (2023). Venturi, Giulio Carlo ; Drudi, Maria Ludovica. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_795_23.

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2023Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079.

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2023Money market funds and the pricing of near-money assets. (2023). Doerr, Sebastian ; Malamud, Semyon ; Eren, Sebastian Egemen. In: BIS Working Papers. RePEc:bis:biswps:1096.

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2023How is illiquidity priced in the Chinese stock market?. (2023). Shen, Zhiqi ; Jiang, Fuwei ; Wu, Kai ; Liu, Jun. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1285-1320.

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2023The flood that caused a drought. (2023). Vu, Nam ; Talavera, Oleksandr ; Nikolskorzhevskyy, Alex. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:4:p:965-981.

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2023The effect of investor service costs on mutual fund performance. (2023). Zaynutdinova, Gulnara ; Yao, Tong ; Jiang, George J. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:91-115.

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2023Effect of high?frequency trading on mutual fund performance. (2023). Singal, Vijay ; Qin, Nan. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:369-394.

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2023Income elasticity of demand and stock market beta. (2023). Kim, Doyeon ; Bhadra, Madhusmita. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:2:p:225-240.

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2023The trend premium around the world: Evidence from the stock market. (2023). Zhang, Cheng ; Liu, Pengfei ; Lin, Hai. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:317-358.

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2023.

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2023Trading and liquidity in the catastrophe bond market. (2023). Hibbeln, Martin ; Herrmann, Markus. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:283-328.

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2023Algorithmic market making in dealer markets with hedging and market impact. (2023). Gueant, Olivier ; Bergault, Philippe ; Barzykin, Alexander. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:1:p:41-79.

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2023Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots. (2023). Li, Qiyuan ; Chen, YE. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:910-937.

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2023To centralize or decentralize: Mergers under price and quality competition. (2023). To, Chi ; Kuang, Yunjuan ; Guo, Xiaomeng. In: Production and Operations Management. RePEc:bla:popmgt:v:32:y:2023:i:3:p:844-862.

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2023Dynamic capabilities and governance: An empirical investigation of financial performance of the higher education sector. (2023). Agronin, Eugene ; Teece, David ; Heaton, Sohvi. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:2:p:520-548.

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2023.

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2023The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets. (2023). Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2303.

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2023Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility. (2023). Kon, N'Golo ; Carrasco, Marine. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-03.

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2023European Insolvency Law and Firm Leverage. (2023). Soederhuizen, Beau ; van Solinge, Fien. In: CPB Discussion Paper. RePEc:cpb:discus:448.

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2023Stock Market Liquidity during Periods of Distress and its Implications: Evidence from International Financial Markets. (2023). Enow, Samuel Tabot. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-01-1.

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2023Prospects for the Development of Transport in Poland during the Energy Crisis. (2023). Zimon, Grzegorz. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-8.

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2023Stock liquidity and societal trust. (2023). Zadeh, Mohammad Hendijani. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000612.

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2023Corporate culture, cultural diversification, and independent directors: Evidence from earnings conference calls. (2023). Jiraporn, Pornsit ; Chatjuthamard, Pattanaporn ; Chindasombatcharoen, Pongsapak. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000958.

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2023Leadership in a pandemic: Do more able managers keep firms out of trouble?. (2023). Truong, Cameron ; Pham, Mia Hang ; Nguyen, Hung T. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001034.

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2023The beta anomaly and the quality effect in international stock markets. (2023). Wu, Winston ; Veron, Jose Francisco ; Bradrania, Reza. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000229.

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2023Algorithmic trading and block ownership initiation: An information perspective. (2023). Zhu, Yushu ; Zheng, Jiayi. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838922000828.

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2023Price fairness: Clean energy stocks and the overall market. (2023). Ahn, Kwangwon ; Yi, Eojin ; Park, Kwangyeol ; Choi, Gahyun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077922012280.

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2023CEO tournament incentives and corporate debt contracting. (2023). Phan, Hieu V ; Nguyen, Nam H ; Huang, DI ; Ghosh, Chinmoy. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001638.

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2023Unintended consequences of compensation peer groups on corporate innovation. (2023). Koedijk, Kees G ; Huang, Chia-Wei ; Hsu, Yuan-Teng. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s092911992200164x.

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2023Asymmetric response to earnings news across different sentiment states: The role of cognitive dissonance. (2023). Huang, Zhijian James ; Wen, Fenghua ; Li, Zhuo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001869.

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2023Do younger CEOs really increase firm risk? Evidence from sudden CEO deaths. (2023). Trabert, Sebastian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000160.

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2023Private firms financial constraints and share pledging by controlling shareholders of publicly listed firms: Evidence from China. (2023). Tang, Song ; Ke, Bin ; Guo, Kai. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000421.

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2023Asymmetric information and the distribution of trading volume. (2023). Lof, Matthijs ; van Bommel, Jos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:82:y:2023:i:c:s092911992300113x.

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2023Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

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2023Dampening effect and market efficiency. (2023). Guo, Mng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000106.

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2023Does information disclosure and transparency ranking system prevent the default risk of a firm?. (2023). Lee, Shih-Cheng ; Lu, Canyi ; Yen, Huang-Ping ; Ho, Kung-Cheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1089-1105.

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2023Information disclosure as a means of minimizing asymmetric financial reporting: The role of market reaction. (2023). Li, Hui-Min ; Yang, Lei ; Sun, Renji ; Ho, Kung-Cheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1221-1240.

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2023Wisdom of the masses: Employee education and corporate risk taking. (2023). Zhang, Junrui ; Tian, Gaoliang ; Dong, Nanyan ; Jin, Yige. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s026499932200339x.

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2023Economic policy uncertainty and information intermediary: The case of short seller. (2023). Wang, Xiaoming. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003984.

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2023Forecasting dividend growth: The role of adjusted earnings yield. (2023). Li, Luyang ; Chen, LI ; Huang, Difang ; Yu, Deshui. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004254.

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2023Hedging pressure momentum and the predictability of oil futures returns. (2023). Zhang, Yaojie ; Wang, Yudong ; Chen, Chuang ; Yu, Dan. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000263.

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2023How does green preference impact sustainability-based investment strategy? Evidence from the Chinese stock market. (2023). Su, Wanxuan ; Du, Qianqian ; Wang, Luying ; Liang, Dawei. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001049.

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2023The asymmetric dynamics of stock–bond liquidity correlation in China: The role of macro-financial determinants. (2023). Pan, Beier. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001074.

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2023Idiosyncratic risk and cross-section of stock returns in emerging European markets. (2023). Wojtowicz, Tomasz ; Czapkiewicz, Anna ; Zaremba, Adam. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001347.

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2023Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092.

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2023Do exchange-traded fund activities destabilize the stock market? Evidence from the China securities index 300 stocks. (2023). Xu, Liao ; Chen, Jilong. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002626.

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2023Laplacian-energy-like measure: Does it improve the Cross-Sectional Absolute Deviation herding model?. (2023). Yang, Xin ; Deng, Yanchen ; Cai, Yaqian ; Huang, Chuangxia. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002857.

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2023Which stock price component drives the Amihud illiquidity premium?. (2023). Kim, Yongsik. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s106294082200211x.

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2023Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels. (2023). Jin, Xiu ; Chen, NA. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s106294082300058x.

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2023Time-varying predictability of the long horizon equity premium based on semiparametric regressions. (2023). Li, Luyang ; Chen, LI ; Yu, Deshui. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000587.

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2023Price discovery between Bitcoin spot markets and exchange traded products. (2023). Bowden, James ; Franus, Tatiana ; Gemayel, Roland. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001775.

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2023A new robust inference for predictive quantile regression. (2023). Liao, Xiaosai ; Chen, Haiqiang ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:227-250.

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2023Bootstrap analysis of mutual fund performance. (2023). Peng, Liang ; Leng, Xuan ; Jiang, Lei ; Huang, Haitao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:239-255.

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2023Global bank complexity and financial fragility around the world. (2023). Doan, Thang ; Anh, Thi Hoang. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:1:s0939362522001194.

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2023On illiquidity of an emerging sovereign bond market. (2023). Soykok, Emre ; Karahan, Cenk C. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s093936252300002x.

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2023A transformer-based model for default prediction in mid-cap corporate markets. (2023). Bravo, Cristian ; Mues, Christophe ; Korangi, Kamesh. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:306-320.

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2023Margin trading and spillover effects: Evidence from the Chinese stock markets. (2023). Ye, Qing ; Zhou, Shengjie. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000109.

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2023Machine learning and the cross-section of emerging market stock returns. (2023). Kalsbach, Tobias ; Hanauer, Matthias X. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000274.

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2023Stock liquidity and investment efficiency: Evidence from the split-share structure reform in China. (2023). Im, Hyun Joong ; Selvam, Srinivasan ; Yan, William Ming. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000511.

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2023Salience theory in price and trading volume: Evidence from China. (2023). Zhu, Yifeng ; Wang, Hui ; Sun, Kaisi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:38-61.

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2023The value of risk-taking in mergers: Role of ownership and country legal institutions. (2023). Mishra, Dev ; Some, Hyacinthe Y ; Cosset, Jean-Claude ; Boubakri, Narjess. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:427-444.

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2023Spillover effects in managerial compensation. (2023). Shi, Wenyun ; Kieschnick, Robert. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:62-73.

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2023Option price implied information and REIT returns. (2023). Zhan, Xintong ; Song, Linjia ; Cao, Jie. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:13-28.

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2023Forecasting tail risk measures for financial time series: An extreme value approach with covariates. (2023). Prokhorov, Artem ; Yin, Jessica Wai ; Leung, Henry ; James, Robert. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:29-50.

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2023Coreversal: The booms and busts of arbitrage activities in China. (2023). Zheng, Weinan ; Shen, Luyao ; Qiu, Zhigang ; Liu, Xin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:51-65.

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2023Overlapping momentum portfolios. (2023). Remesal, Alvaro ; de Jesus, Miguel ; Blanco, Ivan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:1-22.

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2023Legal enforcement and fintech credit: International evidence. (2023). Xu, Haofeng ; Sun, Hanwen ; Ji, Jiao ; Peng, Hongfeng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:214-231.

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2023Cross-sectional uncertainty and expected stock returns. (2023). Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:321-340.

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2023Stock return predictability and cyclical movements in valuation ratios. (2023). Chen, LI ; Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:36-53.

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2023Allocation of attention and the delayed reaction of stock returns to liquidity shock: Global evidence. (2023). Wang, Shu-Feng ; Lee, Kuan-Hui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:421-444.

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2023Disseminating information across connected firms — Analyst site visits can help. (2023). Yin, Chengxi ; Xiao, Xinrong ; Wang, Rundong ; Cao, Zhengyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:510-531.

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2023Industry regulation and the comovement of stock returns. (2023). Whitby, Ryan J ; Griffith, Todd G ; Blau, Benjamin M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:206-219.

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2023Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271.

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2023Foreign institutions, local investors and momentum trading. (2023). Wu, Winston ; Bradrania, Reza. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:40-64.

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2023The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002062.

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2023Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models. (2023). Virbickait, Audron ; Nguyen, Hoang. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002360.

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2023Can minority investor activism promote corporate risk-taking? Evidence from a quasi-natural experiment in China. (2023). Wang, Jinmei ; Zhang, DI ; Chen, Yuran. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003805.

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2023A novel downside beta and expected stock returns. (2023). Liu, Jinjing. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004057.

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2023The change in stock-selection risk and stock market returns. (2023). Liang, Chao ; Toan, Luu Duc ; He, Qiubei ; Liu, Jing. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004070.

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2023Analyst coverage and the idiosyncratic skewness effect in the Taiwan stock market. (2023). Lin, Mei-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004100.

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2023Does broadband infrastructure affect corporate mergers and acquisitions? Quasi-natural experimental evidence from China. (2023). Tao, Yunqing ; Kong, Dongmin ; Sun, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004112.

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2023Tracking investor gambling intensity. (2023). Xu, Changxin ; Yang, Li Hua ; Zhu, Hongbing. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004185.

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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.
[Full Text][Citation analysis]		article40
2000AN INSTITUTIONAL INNOVATION TO REDUCE THE AGENCY COSTS OF PUBLIC CORPORATE BONDS In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article6
2008Liquidity, the Value of the Firm, and Corporate Finance In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article42
2012Liquidity, the Value of the Firm, and Corporate Finance.(2012) In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		article
2015Stock Liquidity and the Cost of Equity Capital in Global Markets In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article7
2018Do Staggered Boards Matter for Firm Value? In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article0
1980 General Risk Aversion and Attitude towards Risk. In: Journal of Finance.
[Full Text][Citation analysis]		article0
1987 Trading Mechanisms and Stock Returns: An Empirical Investigation. In: Journal of Finance.
[Full Text][Citation analysis]		article269
1990 Corporate Control and the Choice of Investment Financing: The Case of Corporate Acquisitions. In: Journal of Finance.
[Full Text][Citation analysis]		article137
1991 Liquidity, Maturity, and the Yields on U.S. Treasury Securities. In: Journal of Finance.
[Full Text][Citation analysis]		article161
1991 Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market. In: Journal of Finance.
[Full Text][Citation analysis]		article123
1997 Dividends, Taxes, and Signaling: Evidence from Germany. In: Journal of Finance.
[Full Text][Citation analysis]		article42
1999Does corporate ownership structure affect its strategy towards diversification? In: Strategic Management Journal.
[Full Text][Citation analysis]		article53
2008Creditor Rights and Corporate Risk-taking In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper281
2011Creditor rights and corporate risk-taking.(2011) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 281		article
2009Creditor rights and corporate risk-taking.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 281		paper
2013Market Liquidity In: Cambridge Books.
[Citation analysis]		book0
2013Market Liquidity.(2013) In: Cambridge Books.
[Citation analysis]
This paper has nother version. Agregated cites: 0		book
1977A Note on Risk Aversion and Indifference Curves In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article1
1977A Note on Fisher Hypothesis and Price Level Uncertainty In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article1
2003The Value of Trading Consolidation: Evidence from the Exercise of Warrants In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article23
2004Predictive Regressions: A Reduced-Bias Estimation Method In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article142
2004Predictive Regressions: A Reduced-Bias Estimation Method.(2004) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 142		paper
2006The Declining Information Content of Dividend Announcements and the Effects of Institutional Holdings In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article74
1991Trading mechanisms and value-discovery: Cross-national evidence and policy implications In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article1
1983Multiperiod sales-production decisions under uncertainty In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article5
1983Inflation news and exchange rates In: Economics Letters.
[Full Text][Citation analysis]		article0
1980An empirical note on bond-yield uncertainty and the demand for money In: Economics Letters.
[Full Text][Citation analysis]		article0
1982Unanticipated inflation and economic activity In: Economics Letters.
[Full Text][Citation analysis]		article1
2010Predictive regression with order-p autoregressive predictors In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article20
2002Illiquidity and stock returns: cross-section and time-series effects In: Journal of Financial Markets.
[Full Text][Citation analysis]		article2986
1989Inventory behaviour and market power: An empirical investigation In: International Journal of Industrial Organization.
[Full Text][Citation analysis]		article17
1989Market microstructure and price discovery on the Tokyo Stock Exchange In: Japan and the World Economy.
[Full Text][Citation analysis]		article13
1990Stock market microstructure and return volatility : Evidence from Italy In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article47
2004Political news and stock prices: The case of Saddam Hussein contracts In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article50
1981The forward exchange rate and the prediction of the future spot rate: Empirical evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
1983`Managerialism, `ownerism and risk In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article6
2013Liquidity risk of corporate bond returns: conditional approach In: Journal of Financial Economics.
[Full Text][Citation analysis]		article121
2010Liquidity Risk of Corporate Bond Returns: A Conditional Approach.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 121		paper
2015The illiquidity premium: International evidence In: Journal of Financial Economics.
[Full Text][Citation analysis]		article114
2017Do staggered boards harm shareholders? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article10
1986Asset pricing and the bid-ask spread In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1525
1997Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange In: Journal of Financial Economics.
[Full Text][Citation analysis]		article224
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 nother version. Agregated cites: 224		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 nother version. Agregated cites: 224		paper
2003Allocations, adverse selection, and cascades in IPOs: Evidence from the Tel Aviv Stock Exchange In: Journal of Financial Economics.
[Full Text][Citation analysis]		article62
1980Dealership market : Market-making with inventory In: Journal of Financial Economics.
[Full Text][Citation analysis]		article336
2002The effects of cross-border bank mergers on bank risk and value In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article106
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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article26
2015The Pricing of Illiquidity as a Characteristic and as Risk In: Multinational Finance Journal.
[Full Text][Citation analysis]		article16
2006Liquidity and Asset Prices In: Foundations and Trends(R) in Finance.
[Full Text][Citation analysis]		article223
2005Liquidity and Asset Prices.(2005) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 223		paper
1977A Note on the Measurement of Technological Progress and Experience in Production In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]		article0
1983Price Smoothing and Inventory In: Review of Economic Studies.
[Full Text][Citation analysis]		article36
2009Multiple-Predictor Regressions: Hypothesis Testing In: Review of Financial Studies.
[Full Text][Citation analysis]		article47
2013Mutual Funds R-super-2 as Predictor of Performance In: Review of Financial Studies.
[Full Text][Citation analysis]		article4
1981Risk Reduction as a Managerial Motive for Conglomerate Mergers In: Bell Journal of Economics.
[Full Text][Citation analysis]		article743
2017Settling the Staggered Board Debate In: Working Papers on Finance.
[Full Text][Citation analysis]		paper1
2004Hypothesis Testing in Predictive Regressions In: Finance.
[Full Text][Citation analysis]		paper4

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