Yakov Amihud : Citation Profile

New York University (NYU)

27

H index

34

i10 index

8894

Citations

RESEARCH PRODUCTION:

56

Articles

10

Papers

2

Books

RESEARCH ACTIVITY:

   51 years (1974 - 2025). See details.
   Cites by year: 174
   Journals where Yakov Amihud has often published
   Relations with other researchers
   Recent citing documents: 454.    Total self citations: 16 (0.18 %)

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   Permalink: http://citec.repec.org/pam182
   Updated: 2025-04-12    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)

HASAN, IFTEKHAR (29)

Stulz, René (27)

Camilleri, Silvio (27)

Blau, Benjamin (27)

Vayanos, Dimitri (26)

faff, robert (25)

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)

Vishny, Robert (6)

Main data

Production by document typebookarticlepaper1980198119821983198419851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19741975197619771978197919801981198219831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250250500750Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19741975197619771978197919801981198219831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250k2k4kCitations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 27Most cited documents12345678910111213141516171819202122232425262728290k2k4kNumber of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040102030h-index Highcharts.comExport to raster or vector imagePrint the chart

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
The Review of Financial Studies2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc3

Recent works citing Yakov Amihud (2025 and 2024)

Year  ↓Title of citing document  ↓
2024.

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2024Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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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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2024Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926.

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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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2025Reinforcement-Learning Portfolio Allocation with Dynamic Embedding of Market Information. (2025). Zheng, Zeyu ; Zhou, Chunyang ; Hua, Cheng. In: Papers. RePEc:arx:papers:2501.17992.

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2025Liquidity-adjusted Return and Volatility, and Autoregressive Models. (2025). Deng, QI ; Zhou, Zhong-Guo. In: Papers. RePEc:arx:papers:2503.08693.

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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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2024.

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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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2024.

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2024.

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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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2024.

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2024Gender diversity and acquisitions: How female directors add value in acquisition decisions. (2024). Shams, Syed ; Khedmati, Mehdi ; Gunasekarage, Abeyratna ; Minnick, Kristina. 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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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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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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2024Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). Walsh, C ; Vogt, M ; Raucker, M ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2467.

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2025Dual Industry Effects and Cross-Stock Predictability. (2025). Li, S ; Ge, S ; Avramov, D ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2512.

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2024.

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2025.

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

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2024Prediction Markets, the True Value of the Revolving Door and the US Cabinet. (2024). Luechinger, Simon ; Moser, Christoph ; Koch, Benjamin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11557.

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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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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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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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2024Retail attention on earnings announcement days: Evidence from social media. (2024). Yung, Kenneth ; Cai, Qiuye. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s221463502400073x.

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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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2024Business aspects in focus, investor underreaction and return predictability. (2024). Jin, Zuben. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001748.

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2024The impact of bank mergers on corporate tax aggressiveness. (2024). Mishra, Tapas ; Song, Wei ; Chen, Jie ; Zhang, Zhuang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119924000026.

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2024Liquid stock as an acquisition currency. (2024). Nanda, Vikram ; Maharjan, Johan ; Huang, Sheng. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000245.

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2024Corporate insider purchases and the options market: Competition among informed investors. (2024). Sulaeman, Johan ; Jeon, Byounghyun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:87:y:2024:i:c:s0929119924000750.

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2024Litigation and information effects on private sales of securities. (2024). Liu, Yini ; Bayar, Onur ; Mao, Juan ; Floros, Ioannis V. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924000907.

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2024Option trading and equity price efficiency. (2024). Li, Keming. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924000920.

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2024Cross-cryptocurrency return predictability. (2024). Wang, YU ; Tu, Jun ; Sang, BO ; Guo, LI. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551.

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2024Competition among high-frequency traders and market quality. (2024). Breckenfelder, Johannes. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001143.

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2024Environmental Protection tax and diversified transition of heavily polluting enterprises: Evidence from a quasi-natural experiment in China. (2024). Wan, Qing ; Hu, Guoliu ; Ren, Yangqiu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1570-1592.

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2024The dynamic impact of monetary policy on stock market liquidity. (2024). Hu, Hao ; Lyu, Xiaoyi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:388-405.

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2024Operating risk of enterprises when adopting environmental regulation: Evidence from environmental protection law in China. (2024). Liao, Meiling ; Gao, Jinfeng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:901-914.

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2024Public data acces and stock price synchronicity: Evidence from China. (2024). Wen, Huiyu ; Gao, Haoyu ; Du, Jiayue ; Ye, Yanyi. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004030.

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2024Top managers with information technology backgrounds and digital transformation: Evidence from small and medium companies. (2024). Bu, Caiqi ; Zhang, Kaixia. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004418.

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2024What drives the tail risk effect in the Chinese stock market?. (2024). Zhu, Yifeng ; Wang, Hui ; Sun, Kaisi. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004431.

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2024Nonlinear dynamics of Kimchi premium. (2024). Yang, Yangzhuoran Fin ; Koo, Bonsoo ; Seo, Myung Hwan. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000828.

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2024Supply-chain finance digitalization and corporate financial fraud: Evidence from China. (2024). Jiang, Hui ; Ren, Daling ; Peng, Cheng. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001949.

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2024Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839.

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2024Does pension fund ownership reduce market manipulation? Evidence from China. (2024). Ur, Faheem ; Ma, Xiang ; Zhu, Xingting ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001249.

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2024Systematic COVID risk, idiosyncratic COVID risk and stock returns. (2024). Zhang, Jiachen ; Wan, Xiaoyuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001274.

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2024Socioemotional wealth and cash flow sensitivity of cash: Evidence from India. (2024). Varadharajan, Gopal ; Saravanan, Palanisamy ; Chada, Swechha. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001468.

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2024Downside liquidity risk premium: From the perspective of higher moment. (2024). Jin, Xiu ; Hou, Yuting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001547.

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2024Institutional monitoring on corporate earnings: Evidence from U.S. Cross-listed Firms. (2024). Liu, Chang ; Kim, Hye Seok ; Chung, Chune Young. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001845.

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2024Influence of a wider trading range on stock price efficiency: Evidence from ChiNext stocks in China. (2024). Cai, Yingying ; Sun, Ping-Wen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001985.

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2024The role of investor sentiment and market belief in forecasting V-shaped disposition effect: Evidence from a Bayesian learning process with DSSW model. (2024). Bataineh, Hassan ; Gider, Zeynullah ; Hassan, Kabir M ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000081.

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2024The liquidity timing ability of mutual funds. (2024). Yin, Zhengnan ; Osullivan, Niall ; Sherman, Meadhbh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001268.

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2024Option trading volume and the cross-section of option returns. (2024). Hu, Sen ; Yuan, Jianglei ; Liu, Dehong ; Chen, Carl R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001542.

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2024Does liquidity connectedness affect stock price crash risk? Evidence from China. (2024). Ao, Xuan ; Yang, Xin ; Cao, Jie ; Huang, Chuangxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001633.

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2024Mutual fund illiquidity, selling pressure, and left-tail risk in stocks. (2024). Chen, Lili ; Liu, Jianxiang. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003409.

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2024Systematic staleness. (2024). Reno, Roberto ; Pirino, Davide ; Bandi, Federico M. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002385.

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2024An unbounded intensity model for point processes. (2024). Kolokolov, Aleksey ; Christensen, Kim. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001854.

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2024Does stock market liberalization increase company TFP? Evidence from the Shanghai-Shenzhen-Hong Kong stock connect program in China. (2024). Cheng, Zhonghua ; Zhu, Yeman. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000621.

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2024Retail fund flows and performance: Insights from supervisory data. (2024). Hodula, Martin ; Bajzik, Josef ; Szabo, Milan. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000062.

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2024Speculative trading, stock returns and asset pricing anomalies. (2024). Xu, Zhiwei ; Zhang, Teng ; Li, Jiaqi. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000608.

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2024Tail risks and private equity performance. (2024). Markarian, Garen ; Kurtovi, Hrvoje. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s092753982300124x.

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2024Factor momentum in the Chinese stock market. (2024). Jiang, Fuwei ; Liao, Cunfei ; Ma, Tian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001251.

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2024Margin-buying, short-selling, and stock valuation: Why is the effect reversed over time in China?. (2024). Wan, Xiaoyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:76:y:2024:i:c:s0927539824000112.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2024Do mutual funds and ETFs affect the commonality in liquidity of corporate bonds?. (2024). Cotelioglu, Efe. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000550.

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2024Does carbon risk exposure make funds more vulnerable?. (2024). Wang, HU. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000586.

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2024The motivation and impact of polluting Enterprises diversifications: Quasi-natural experiments from environmental protection interview. (2024). Zhong, Huaming ; Lin, Minzhen ; Sun, Xing. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007016.

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

Works by Yakov Amihud:

Year  ↓Title  ↓Type  ↓Cited  ↓
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]		article46
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: 46		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]		article282
1990 Corporate Control and the Choice of Investment Financing: The Case of Corporate Acquisitions. In: Journal of Finance.
[Full Text][Citation analysis]		article145
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]		paper318
2011Creditor rights and corporate risk-taking.(2011) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 318		article
2009Creditor rights and corporate risk-taking.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 318		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]		article80
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]		article3379
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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1983`Managerialism, `ownerism and risk 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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2003Allocations, adverse selection, and cascades in IPOs: Evidence from the Tel Aviv Stock Exchange In: Journal of Financial Economics.
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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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2006Stock and Bond Liquidity and its Effect on Prices and Financial Policies In: Financial Markets and Portfolio Management.
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1981A Possible Error in the Expectations Theory: A Rejoinder. In: Journal of Money, Credit and Banking.
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2009Multiple-Predictor Regressions: Hypothesis Testing In: The Review of Financial Studies.
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