Yakov Amihud : Citation Profile

New York University (NYU)

26

H index

34

i10 index

8747

Citations

RESEARCH PRODUCTION:

56

Articles

9

Papers

2

Books

RESEARCH ACTIVITY:

   44 years (1974 - 2018). See details.
   Cites by year: 198
   Journals where Yakov Amihud has often published
   Relations with other researchers
   Recent citing documents: 800.    Total self citations: 16 (0.18 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pam182
   Updated: 2025-01-10    RAS profile: 2024-07-04    
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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 (41)

Subrahmanyam, Avanidhar (35)

Pedersen, Lasse (33)

Renneboog, Luc (31)

Camilleri, Silvio (27)

Stulz, René (27)

Vayanos, Dimitri (26)

Blau, Benjamin (26)

faff, robert (25)

KOSTAKIS, ALEXANDROS (24)

Cites to:

Stambaugh, Robert (17)

French, Kenneth (14)

Subrahmanyam, Avanidhar (14)

Brennan, Michael (13)

Fama, Eugene (13)

Shleifer, Andrei (12)

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 Finance6
Journal of Applied Corporate Finance6
Journal of Financial and Quantitative Analysis5
Journal of Money, Credit and Banking4
Journal of Banking & Finance4
Economics Letters3
The 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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2024Common 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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2024Liquidity 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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2024Testing 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). Duran-Martin, Gerardo ; 'Alvaro Cartea, . In: Papers. RePEc:arx:papers:2312.05827.

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2024Liquidity Pool Design on Automated Market Makers. (2024). Zhou, Yutian ; Yang, Chen ; He, Xue Dong. In: Papers. RePEc:arx:papers:2404.13291.

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2024Multiscale Markowitz. (2024). Douady, Raphael ; Nayar, Revant. In: Papers. RePEc:arx:papers:2411.13792.

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2024Testing the impact of liquidation speed on leverage using Indian data. (2024). Herrala, Risto ; Banerjee, Biswajit. In: Working Papers. RePEc:ash:wpaper:113.

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2024.

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2023.

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2024.

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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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2024Towards liquid and resilient government debt markets in EMEs. (2024). Frost, Jon ; Upper, Christian ; Tombini, Alexandre ; Guerra, Rafael ; Nazar, Bernardus F. In: BIS Quarterly Review. RePEc:bis:bisqtr:2403e.

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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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2024Can corporate environmental, social, and governance performance influence foreign institutional investors to hold shares? Evidence from China. (2024). Zhong, Junhao ; Tang, Sha ; Feng, Juzhang. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:4310-4330.

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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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2023Disentangling 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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2024Defined 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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2023To see is to believe: Corporate site visits and mutual fund herding. (2023). Keng, Kelvin Jui ; Li, Donghui ; Xiang, Cheng ; Quan, Xiaofeng. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:4:p:711-740.

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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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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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2023Proxy contests and debt contracting behavior: The interplay of managerial, shareholder and creditor incentives. (2023). Huang, Jian ; Jain, Bharat A ; Chen, Jun. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:9-10:p:1867-1909.

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2024Gender diversity and acquisitions: How female directors add value in acquisition decisions. (2024). Minnick, Kristina ; Shams, Syed ; Khedmati, Mehdi ; Gunasekarage, Abeyratna. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:1-2:p:113-147.

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2024Flood risk and corporate future orientation: Evidence from sea level rise risk. (2024). Wang, Yang ; Tsang, Albert ; Du, Qingjie. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:1-2:p:555-594.

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2023What do we know about informational efficiency? Three puzzles and the new direction forward. (2023). Lau, Weeyeap ; Go, Youhow. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:4:p:1489-1525.

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2024Treasury Richness. (2024). Longstaff, Francis A ; Fleckenstein, Matthias. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2797-2844.

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2023CEO prior uncertainty and pay–performance sensitivity. (2023). Lee, Jiyoon. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:4:p:1021-1045.

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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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2023Deep order flow imbalance: Extracting alpha at multiple horizons from the limit order book. (2023). Westray, Nicholas ; Turiel, Jeremy ; Kolm, Petter N. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:4:p:1044-1081.

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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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2024Commercial 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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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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2024THE FACTORS AFFECTING CORPORATE BOND SPREADS. (2024). Michelson, Noam ; Vieder, Haim ; Graham-Rozen, Meital. In: Israel Economic Review. RePEc:boi:isrerv:v:22:y:2024:i:1:p:1-46.

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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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2024Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). Linton, O B ; Walsh, C ; Vogt, M ; Raucker, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2467.

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2024The Transmission of Monetary Policy to the Cost of Hedging. (2024). Fengler, Matthias ; Minger, Stephan ; Koeniger, Winfried. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11556.

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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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2024Liquidity on Eurozone stock markets: A non-linear approach. (2024). Seyte, Franoise ; Souiki, Boumediene. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-01064.

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2023COVID-19 and stock liquidity: Evidence from top 30 Kuala Lumpur composite index. (2023). Bakri, Mohd Ashari ; chee -Jiun, Ricky. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00369.

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2023What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?. (2012). Wright, Jonathan H.. In: Economic Journal. RePEc:ecj:econjl:v:122:y:2012:i:564:p:f447-f466.

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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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2024The implications of virtual money on travel and tourism. (2024). Li, Mingnan ; Manahov, Viktor. In: Annals of Tourism Research. RePEc:eee:anture:v:105:y:2024:i:c:s0160738323001597.

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2024Labor protection and firms’ risk-taking behavior: evidence from China’s New Labor Contract Law. (2024). Che, Yi ; Zhao, Lin ; Zhang, Yan ; Li, Xuchao. In: Journal of Asian Economics. RePEc:eee:asieco:v:91:y:2024:i:c:s1049007824000083.

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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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2023Probability distortions, collectivism, and international stock prices. (2023). Sejdiu, Vulnet ; Hollstein, Fabian. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000503.

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2024Customer concentration and shareholder litigation risk: Evidence from a quasi-natural experiment. (2024). Lee, Sangmook ; Jiraporn, Pornsit ; Chatjuthamard, Pattanaporn ; Wongsinhirun, Nopparat. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s221463502300076x.

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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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2023Does the threat of enforcement of financial regulations affect the cost of equity in weak institutional environments?. (2023). Tian, Gary ; Pan, Zheyao ; Xu, Jing. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:6:s089083892300080x.

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2023Neighbors in space: Satellite imagery and Chinese B-share discount. (2023). Zuo, Zhengyu ; Chen, Minhao ; Dai, Yue. In: China Economic Review. RePEc:eee:chieco:v:82:y:2023:i:c:s1043951x23001487.

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2024The effect of mandatory CSR disclosure on stock liquidity. (2024). Li, Zhiyuan ; Lin, Wenlian ; Zhou, Sili. In: China Economic Review. RePEc:eee:chieco:v:87:y:2024:i:c:s1043951x24001214.

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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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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]		article7
2008Liquidity, the Value of the Firm, and Corporate Finance In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article44
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: 44		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]		article281
1990 Corporate Control and the Choice of Investment Financing: The Case of Corporate Acquisitions. In: Journal of Finance.
[Full Text][Citation analysis]		article144
1991 Liquidity, Maturity, and the Yields on U.S. Treasury Securities. In: Journal of Finance.
[Full Text][Citation analysis]		article172
1991 Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market. In: Journal of Finance.
[Full Text][Citation analysis]		article125
1997 Dividends, Taxes, and Signaling: Evidence from Germany. In: Journal of Finance.
[Full Text][Citation analysis]		article43
1999Does corporate ownership structure affect its strategy towards diversification? In: Strategic Management Journal.
[Full Text][Citation analysis]		article57
2008Creditor Rights and Corporate Risk-taking In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper309
2011Creditor rights and corporate risk-taking.(2011) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 309		article
2009Creditor rights and corporate risk-taking.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 309		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]		article24
2004Predictive Regressions: A Reduced-Bias Estimation Method In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article148
2004Predictive Regressions: A Reduced-Bias Estimation Method.(2004) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 148		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]		article79
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]		article21
2002Illiquidity and stock returns: cross-section and time-series effects In: Journal of Financial Markets.
[Full Text][Citation analysis]		article3291
1989Inventory behaviour and market power: An empirical investigation In: International Journal of Industrial Organization.
[Full Text][Citation analysis]		article17
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2004Political news and stock prices: The case of Saddam Hussein contracts In: Journal of Banking & Finance.
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1981The forward exchange rate and the prediction of the future spot rate: Empirical evidence In: Journal of Banking & Finance.
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2010Liquidity Risk of Corporate Bond Returns: A Conditional Approach.(2010) In: NBER Working Papers.
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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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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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1982The output-inflation relationship : An inventory-adjustment approach In: Journal of Monetary Economics.
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1977The Effect of Uncertainty in Input Quantities on the Optimal Expected Input Combination In: Management Science.
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1981A Possible Error in the Expectations Theory: A Rejoinder. In: Journal of Money, Credit and Banking.
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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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