27
H index
34
i10 index
9349
Citations
New York University (NYU) | 27 H index 34 i10 index 9349 Citations RESEARCH PRODUCTION: 56 Articles 10 Papers 2 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
| Working Papers Series with more than one paper published | # docs |
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| NBER Working Papers / National Bureau of Economic Research, Inc | 3 |
| Year | Title of citing document | |
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| 2024 | Capital adequacy and return ratios of banks in Bulgaria in mergers and acquisitions transactions. (2024). Dimitrov, Daniel Valentinov. In: Finance, Accounting and Business Analysis. RePEc:aan:journl:v:6:y:2024:i:2:p:136-144. Full description at Econpapers || Download paper | |
| 2025 | Market-Wide Predictable Price Pressure. (2025). Hartzmark, Samuel M ; Solomon, David H. In: American Economic Review. RePEc:aea:aecrev:v:115:y:2025:i:9:p:3171-3213. Full description at Econpapers || Download paper | |
| 2025 | Green versus Conventional Corporate Debt:From Issuances to Emissions. (2025). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio ; Cortina, Juan J. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:193. Full description at Econpapers || Download paper | |
| 2025 | Common Idiosyncratic Quantile Risk. (2024). Baruník, Jozef ; Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267. Full description at Econpapers || Download paper | |
| 2025 | Online 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. Full description at Econpapers || Download paper | |
| 2024 | Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity. (2024). Deng, QI. In: Papers. RePEc:arx:papers:2306.15807. Full description at Econpapers || Download paper | |
| 2024 | Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2024). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926. Full description at Econpapers || Download paper | |
| 2026 | Detecting Toxic Flow. (2023). , Leandro ; Duran-Martin, Gerardo ; 'Alvaro Cartea, . In: Papers. RePEc:arx:papers:2312.05827. Full description at Econpapers || Download paper | |
| 2024 | Displaying risk in mergers: a diagrammatic approach for exchange ratio determination. (2024). Moretto, Enrico ; Visetti, Daniela ; Mainini, Alessandra. In: Papers. RePEc:arx:papers:2401.02681. Full description at Econpapers || Download paper | |
| 2024 | Optimal Design of Automated Market Makers on Decentralized Exchanges. (2024). Zhou, Yutian ; He, Xuedong ; Yang, Chen. In: Papers. RePEc:arx:papers:2404.13291. Full description at Econpapers || Download paper | |
| 2024 | Essays on Responsible and Sustainable Finance. (2024). Malakar, Baridhi. In: Papers. RePEc:arx:papers:2406.12995. Full description at Econpapers || Download paper | |
| 2024 | No Questions Asked: Effects of Transparency on Stablecoin Liquidity During the Collapse of Silicon Valley Bank. (2024). Xu, Jiahua ; Cruz, Walter Hernandez ; Tasca, Paolo ; Campajola, Carlo. In: Papers. RePEc:arx:papers:2407.11716. Full description at Econpapers || Download paper | |
| 2024 | Reinforcement Learning in High-frequency Market Making. (2024). Ding, Zihan ; Zheng, Yuheng. In: Papers. RePEc:arx:papers:2407.21025. Full description at Econpapers || Download paper | |
| 2025 | Predicting the distributions of stock returns around the globe in the era of big data and learning. (2024). Baruník, Jozef ; Tobek, Ondrej ; Hronec, Martin. In: Papers. RePEc:arx:papers:2408.07497. Full description at Econpapers || Download paper | |
| 2025 | What Drives Liquidity on Decentralized Exchanges? Evidence from the Uniswap Protocol. (2025). Bachu, Brad ; Moallemi, Ciamac C ; Liao, Gordon ; Wan, Xin ; Zhu, Brian Z ; Liu, Dingyue. In: Papers. RePEc:arx:papers:2410.19107. Full description at Econpapers || Download paper | |
| 2024 | Multiscale Markowitz. (2024). Douady, Raphael ; Nayar, Revant. In: Papers. RePEc:arx:papers:2411.13792. Full description at Econpapers || Download paper | |
| 2025 | Reinforcement-Learning Portfolio Allocation with Dynamic Embedding of Market Information. (2025). Zheng, Zeyu ; Zhou, Chunyang ; Hua, Cheng. In: Papers. RePEc:arx:papers:2501.17992. Full description at Econpapers || Download paper | |
| 2025 | Liquidity-adjusted Return and Volatility, and Autoregressive Models. (2025). Deng, QI ; Zhou, Zhong-Guo. In: Papers. RePEc:arx:papers:2503.08693. Full description at Econpapers || Download paper | |
| 2025 | Cryptocurrencies in the Balance Sheet: Insights from (Micro)Strategy -- Bitcoin Interactions. (2025). Bartolucci, Silvia ; Aste, Tomaso ; Caccioli, Fabio ; Salarin, Tesfaye ; Briola, Antonio ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2505.14655. Full description at Econpapers || Download paper | |
| 2025 | Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach. (2025). Sarafidis, Vasilis ; Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; Kapetanios, George. In: Papers. RePEc:arx:papers:2506.21100. Full description at Econpapers || Download paper | |
| 2025 | Boltzmann Price: Toward Understanding the Fair Price in High-Frequency Markets. (2025). Rola, Przemyslaw. In: Papers. RePEc:arx:papers:2507.09734. Full description at Econpapers || Download paper | |
| 2025 | Data Synchronization at High Frequencies. (2025). Kong, Xinbing ; Liu, Cheng ; Wu, Bin. In: Papers. RePEc:arx:papers:2507.12220. Full description at Econpapers || Download paper | |
| 2025 | Bimodal Dynamics of the Artificial Limit Order Book Stock Exchange with Autonomous Traders. (2025). Steinbacher, Matej. In: Papers. RePEc:arx:papers:2508.17837. Full description at Econpapers || Download paper | |
| 2025 | Combined machine learning for stock selection strategy based on dynamic weighting methods. (2025). He, Zhiyang ; Cai, Lin ; Zhang, Caiya. In: Papers. RePEc:arx:papers:2508.18592. Full description at Econpapers || Download paper | |
| 2025 | How Big Data Dilutes Cognitive Resources, Interferes with Rational Decision-making and Affects Wealth Distribution ?. (2025). Hu, Yongheng. In: Papers. RePEc:arx:papers:2508.20435. Full description at Econpapers || Download paper | |
| 2025 | Outside options and risk attitude. (2025). Curello, Gregorio ; Whitmeyer, Mark ; Sinander, Ludvig. In: Papers. RePEc:arx:papers:2509.14732. Full description at Econpapers || Download paper | |
| 2025 | FR-LUX: Friction-Aware, Regime-Conditioned Policy Optimization for Implementable Portfolio Management. (2025). Zhang, Jian'An. In: Papers. RePEc:arx:papers:2510.02986. Full description at Econpapers || Download paper | |
| 2025 | Inverse Portfolio Optimization with Synthetic Investor Data: Recovering Risk Preferences under Uncertainty. (2025). Cha, Jinho ; Lee, Jaejin ; Cho, Jaeyoung ; le Hoa, Thi ; Pham, Long. In: Papers. RePEc:arx:papers:2510.06986. Full description at Econpapers || Download paper | |
| 2025 | A Multi-Layer Machine Learning and Econometric Pipeline for Forecasting Market Risk: Evidence from Cryptoasset Liquidity Spillovers. (2025). Qiu, Yimeng ; Fang, Feihuang. In: Papers. RePEc:arx:papers:2510.20066. Full description at Econpapers || Download paper | |
| 2025 | An extreme Gradient Boosting (XGBoost) Trees approach to Detect and Identify Unlawful Insider Trading (UIT) Transactions. (2025). Griva, Igor ; Neupane, Krishna. In: Papers. RePEc:arx:papers:2511.08306. Full description at Econpapers || Download paper | |
| 2025 | Limit Order Book Dynamics in Matching Markets: Microstructure, Spread, and Execution Slippage. (2025). Wu, Yao. In: Papers. RePEc:arx:papers:2511.20606. Full description at Econpapers || Download paper | |
| 2024 | Testing the impact of liquidation speed on leverage using Indian data. (2024). Herrala, Risto ; Banerjee, Biswajit. In: Working Papers. RePEc:ash:wpaper:113. Full description at Econpapers || Download paper | |
| 2024 | The Role of Minority Shareholders Protection as a Moderator of the Influence of Green Environmental Cost Disclosure and Company’s Financial Performance on Its Stock Return – An Empirical Study on Indonesian Mining Companies. (2024). , Sumaryo ; Muchlish, Munawar ; Bastian, Elvin ; Hasanudin, Agus Ismaya. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:7:p:85-104. Full description at Econpapers || Download paper | |
| 2024 | Fire Sales and Liquidity Requirements. (2024). Robatto, Roberto ; Cheng, Yuteng. In: Staff Working Papers. RePEc:bca:bocawp:24-18. Full description at Econpapers || Download paper | |
| 2025 | Money Talks: Transaction Costs, the Value of Convenience, and the Cross-Section of Safe Asset Returns. (2025). Nenov, Plamen ; Schneider, Fabienne ; Syrstad, Olav ; Juelsrud, Ragnar. In: Staff Working Papers. RePEc:bca:bocawp:25-34. Full description at Econpapers || Download paper | |
| 2024 | Effect of Segment Reporting Practice on Investors Decision Making: A Comparative Analysis of Nigeria and South Africa. (2024). Ajibola, Omobolanle Abike ; Obamoyegun, Oluwapomile Joseph ; Awotomilusi, Niyi Solomon. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:4:p:1258-1278. Full description at Econpapers || Download paper | |
| 2024 | Impact of Financial Regulations on Market Liquidity in Germany. (2024). Keller, Lukas. In: International Journal of Finance and Accounting. RePEc:bdu:ojijfa:v:9:y:2024:i:1:p:33-45:id:2449. Full description at Econpapers || Download paper | |
| 2024 | Impact of Insolvency Regimes on NPLs: Two Birds in the Bush is WorThéone in the Hand. (2024). bricongne, jean-charles ; Dufouleur, Mathilde. In: Working papers. RePEc:bfr:banfra:953. Full description at Econpapers || Download paper | |
| 2024 | PEnvironmental Preferences and Sector Valuations. (2024). Stalla-Bourdillon, Arthur ; Jourde, Tristan. In: Working papers. RePEc:bfr:banfra:964. Full description at Econpapers || Download paper | |
| 2024 | Towards liquid and resilient government debt markets in EMEs. (2024). Upper, Christian ; Frost, Jon ; Guerra, Rafael ; Nazar, Bernardus F ; Tombini, Alexandre. In: BIS Quarterly Review. RePEc:bis:bisqtr:2403e. Full description at Econpapers || Download paper | |
| 2024 | Higher‐order moments and asset pricing in the Australian stock market. (2024). Ahadzie, Richard Mawulawoe ; Jeyasreedharan, Nagaratnam. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:75-128. Full description at Econpapers || Download paper | |
| 2024 | The flow‐performance puzzle: Insights from passive and active ETFs. (2024). Yousefi, Hamed ; Najand, Mohammad ; Sun, Licheng. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3623-3656. Full description at Econpapers || Download paper | |
| 2024 | Can corporate environmental, social, and governance performance influence foreign institutional investors to hold shares? Evidence from China. (2024). Tang, Sha ; Feng, Juzhang ; Zhong, Junhao. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:4310-4330. Full description at Econpapers || Download paper | |
| 2024 | Investor attention and stock price efficiency: Evidence from quasi‐natural experiments in China. (2024). Li, Zhibing ; Liu, Xiaoyu ; Wu, Chonglin. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:175-225. Full description at Econpapers || Download paper | |
| 2024 | Gender 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. Full description at Econpapers || Download paper | |
| 2024 | Flood 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. Full description at Econpapers || Download paper | |
| 2024 | Treasury Richness. (2024). Longstaff, Francis A ; Fleckenstein, Matthias. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2797-2844. Full description at Econpapers || Download paper | |
| 2024 | Testing Predictability in the Presence of Persistent Errors. (2024). Yu, Jun ; Lui, Yiu Lim ; Fei, Yijie. In: Working Papers. RePEc:boa:wpaper:202401. Full description at Econpapers || Download paper | |
| 2024 | Preferences for dividends and stock returns around the world. (2024). XIE, Jing ; Zhong, Yuxiang ; Hameed, Allaudeen. In: Working Papers. RePEc:boa:wpaper:202405. Full description at Econpapers || Download paper | |
| 2024 | Stock-Picking by Mutual Funds: Evidence from Trading in Family-Controlled Firms. (2024). XIE, Jing. In: Working Papers. RePEc:boa:wpaper:202411. Full description at Econpapers || Download paper | |
| 2024 | THE 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. Full description at Econpapers || Download paper | |
| 2025 | The Presence of Foreign Open-End Funds in Japans Financial Markets. (2025). Minoura, Yukio ; Abe, Nobuhiro ; Okubo, Tomohiro ; Yamamoto, Kenta. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp25e08. Full description at Econpapers || Download paper | |
| 2025 | Exploratory Scenario Analysis Considering the Growing Presence of Domestic and Foreign Investment Funds. (2025). Nakamura, Fumitaka ; Maruyama, Toshitaka ; Konaka, Yuki. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp25e11. Full description at Econpapers || Download paper | |
| 2024 | Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). LINTON, OLIVER ; Walsh, C ; Vogt, M ; Raucker, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2467. Full description at Econpapers || Download paper | |
| 2025 | Dual 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. Full description at Econpapers || Download paper | |
| 2024 | Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). Walsh, C ; Vogt, M ; Rcker, M ; Linton, O B. In: Janeway Institute Working Papers. RePEc:cam:camjip:2429. Full description at Econpapers || Download paper | |
| 2025 | Dual Industry Effects and Cross-Stock Predictability. (2025). Linton, O B ; Ge, S ; Avramov, D. In: Janeway Institute Working Papers. RePEc:cam:camjip:2506. Full description at Econpapers || Download paper | |
| 2024 | Migration Fear and Stock Price Crash Risk. (2024). Das, Kuntal ; Yaghoubi, Mona. In: Working Papers in Economics. RePEc:cbt:econwp:24/01. Full description at Econpapers || Download paper | |
| 2025 | Climate Sentiment-Induced Stock Liquidity. (2025). Yaghoubi, Mona ; Das, Kuntal K. In: Working Papers in Economics. RePEc:cbt:econwp:25/12. Full description at Econpapers || Download paper | |
| 2024 | The Transmission of Monetary Policy to the Cost of Hedging. (2024). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11556. Full description at Econpapers || Download paper | |
| 2024 | Prediction 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. Full description at Econpapers || Download paper | |
| 2025 | Cost mitigation of factor investing in emerging equity markets. (2025). Stankov, Kay ; Schiereck, Dirk ; Flgel, Volker. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:156140. Full description at Econpapers || Download paper | |
| 2024 | Liquidity on Eurozone stock markets: A non-linear approach. (2024). Seyte, Franoise ; Souiki, Boumediene. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-01064. Full description at Econpapers || Download paper | |
| 2024 | Identification of matrix-valued factor models. (2024). Cheung, Ying Lun. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00461. Full description at Econpapers || Download paper | |
| 2024 | Outages in sovereign bond markets. (2024). Kerssenfischer, Mark ; Helmus, Caspar. In: Working Paper Series. RePEc:ecb:ecbwps:20242944. Full description at Econpapers || Download paper | |
| 2024 | Tackling the volatility paradox: spillover persistence and systemic risk. (2024). Kubitza, Christian. In: Working Paper Series. RePEc:ecb:ecbwps:20242981. Full description at Econpapers || Download paper | |
| 2025 | Does high audit quality mitigate a client firms reliance on trade credit financing?. (2025). Zadeh, Mohammad Hendijani. In: Advances in accounting. RePEc:eee:advacc:v:68:y:2025:i:c:s0882611025000069. Full description at Econpapers || Download paper | |
| 2024 | The implications of virtual money on travel and tourism. (2024). Manahov, Viktor ; Li, Mingnan. In: Annals of Tourism Research. RePEc:eee:anture:v:105:y:2024:i:c:s0160738323001597. Full description at Econpapers || Download paper | |
| 2024 | Labor protection and firms’ risk-taking behavior: evidence from China’s New Labor Contract Law. (2024). Che, Yi ; Zhang, Yan ; Li, Xuchao ; Zhao, Lin. In: Journal of Asian Economics. RePEc:eee:asieco:v:91:y:2024:i:c:s1049007824000083. Full description at Econpapers || Download paper | |
| 2025 | Corporate diversification strategies and bankruptcy risk: A re-examination based on COVID-19. (2025). Ye, Dezhu ; Ji, Wenjun ; Sun, Nan. In: Journal of Asian Economics. RePEc:eee:asieco:v:99:y:2025:i:c:s1049007825000788. Full description at Econpapers || Download paper | |
| 2024 | Customer concentration and shareholder litigation risk: Evidence from a quasi-natural experiment. (2024). Lee, Sang Mook ; Jiraporn, Pornsit ; Chatjuthamard, Pattanaporn ; Wongsinhirun, Nopparat. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s221463502300076x. Full description at Econpapers || Download paper | |
| 2024 | Lottery demand, weather and the cross-section of stock returns. (2024). Gao, YA ; Bradrania, Reza. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s221463502400025x. Full description at Econpapers || Download paper | |
| 2024 | Investor heterogeneity and anchoring-induced momentum. (2024). Kongahawatte, Sampath ; Onishchenko, Olena ; Zhao, Jing ; Kuruppuarachchi, Duminda. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000418. Full description at Econpapers || Download paper | |
| 2024 | Salience theory, investor sentiment, and commonality in sentiment: Evidence from the Chinese stock market. (2024). Hu, Zhijun ; Sun, Ping-Wen. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000492. Full description at Econpapers || Download paper | |
| 2024 | Retail 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. Full description at Econpapers || Download paper | |
| 2024 | Google search and cross-section of cryptocurrency returns and trading activities. (2024). Vo, Duc Hong ; Hoang, Lai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001060. Full description at Econpapers || Download paper | |
| 2025 | Investor sentiment and cross-section of cryptocurrency returns. (2025). Han, Seungoh. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000243. Full description at Econpapers || Download paper | |
| 2025 | Upholding integrity: The influence of executives’ backgrounds on corporate information environment. (2025). Vu, Ngan Hoang ; Nguyen, Hung T ; Dang, Ha V ; Pham, Mia Hang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000310. Full description at Econpapers || Download paper | |
| 2025 | Why does good news increase stock price crash risk: An explanation based on the gambling channel. (2025). Yang, Liu ; Lee, Eunmi Tatum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s221463502500070x. Full description at Econpapers || Download paper | |
| 2024 | Investor behavior around targeted liquidity announcements. (2024). Onali, Enrico ; Perdichizzi, Salvatore ; Cardillo, Giovanni. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838923001324. Full description at Econpapers || Download paper | |
| 2024 | Exploring the acquisition behavior of penny stock firms. (2024). Yawson, Alfred ; Sun, Mingwei ; Sualihu, Mohammed Aminu ; Liu, Shujie. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838923001336. Full description at Econpapers || Download paper | |
| 2024 | Overlapping insiders and the method of payment in acquisitions: New tests and evidence on adverse selection. (2024). Seth, Rama ; Jindal, Varun. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924000210. Full description at Econpapers || Download paper | |
| 2024 | From debt breaches to employee safety: The hidden power of banking interventions. (2024). Zhao, Jianyu ; Tian, Gary Gang ; Li, Xiao ; Hu, Shiyang. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924002117. Full description at Econpapers || Download paper | |
| 2024 | Online judicial auction, loan availability, and corporate investment in China. (2024). Tao, Yunqing ; Li, Xiaofan ; Kong, Dongmin ; Ye, Yongwei. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924002646. Full description at Econpapers || Download paper | |
| 2025 | How does divergence of control and cash-flow rights influence cost stickiness?. (2025). Oh, Seungbin ; Choi, Ahrum. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:3:s0890838924002750. Full description at Econpapers || Download paper | |
| 2025 | Do investor reactions to merger announcements shape the writing of SEC filings?. (2025). de Bodt, Eric ; Aktas, Nihat ; Dogan, Can Deniz. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:3:s0890838924002786. Full description at Econpapers || Download paper | |
| 2025 | Disclosure of investor relationship activities and stock crash risk: Evidence from private in-house meetings. (2025). Zhou, Hang ; Ding, Rong ; Li, Yifan ; Sun, Yuxin. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:4:s0890838924000258. Full description at Econpapers || Download paper | |
| 2024 | The effect of mandatory CSR disclosure on stock liquidity. (2024). Zhou, Sili ; Li, Zhiyuan ; Lin, Wenlian. In: China Economic Review. RePEc:eee:chieco:v:87:y:2024:i:c:s1043951x24001214. Full description at Econpapers || Download paper | |
| 2025 | Customer digital transformation and enterprise risk-taking: Evidence from Chinese supply chains. (2025). Zhang, Xiaoou ; Sun, Yining ; Ding, Yibing. In: China Economic Review. RePEc:eee:chieco:v:91:y:2025:i:c:s1043951x25000768. Full description at Econpapers || Download paper | |
| 2025 | Carbon regulatory risk exposure in the bond market: A quasi-natural experiment in China. (2025). Wu, Huaqing ; Tan, Changchun ; Mo, Lingyu ; Zhou, Peng. In: China Economic Review. RePEc:eee:chieco:v:92:y:2025:i:c:s1043951x25000811. Full description at Econpapers || Download paper | |
| 2024 | Business 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. Full description at Econpapers || Download paper | |
| 2024 | The impact of bank mergers on corporate tax aggressiveness. (2024). Mishra, Tapas ; Zhang, Zhuang ; Song, Wei ; Chen, Jie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119924000026. Full description at Econpapers || Download paper | |
| 2024 | Liquid stock as an acquisition currency. (2024). nanda, vikram ; Huang, Sheng ; Maharjan, Johan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000245. Full description at Econpapers || Download paper | |
| 2024 | Indirect effects of trading restrictions. (2024). Tang, Yizhou ; Wang, Shujing ; Zhong, Ninghua ; Yan, Hongjun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000427. Full description at Econpapers || Download paper | |
| 2024 | Independence of board leadership of acquirers and the success of mergers and acquisitions. (2024). Nguyen, Thanh D ; Lawrence, Edward R ; Upadhyay, Arun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000439. Full description at Econpapers || Download paper | |
| 2024 | Liquidity and clientele effects in green debt markets. (2024). Schoenmaker, Dirk ; Bongaerts, Dion. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000440. Full description at Econpapers || Download paper | |
| 2024 | Corporate 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. Full description at Econpapers || Download paper | |
| 2024 | Litigation 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. Full description at Econpapers || Download paper | |
| 2024 | Option trading and equity price efficiency. (2024). Li, Keming. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924000920. Full description at Econpapers || Download paper | |
| 2024 | Do buy-side analysts in earnings conference calls manipulate stock prices?. (2024). Hu, Gang ; Jung, Michael J ; Franco, M H ; Zhang, Frank X ; Yu, Danlei Bonnie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s0929119924001147. Full description at Econpapers || Download paper | |
| 2024 | Insider pledging: Its information content and forced sale. (2024). Hu, Shing-Yang ; Chen, Hung-Kun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s0929119924001172. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2000 | THE LIQUIDITY ROUTE TO A LOWER COST OF CAPITAL In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 40 |
| 2000 | AN INSTITUTIONAL INNOVATION TO REDUCE THE AGENCY COSTS OF PUBLIC CORPORATE BONDS In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 7 |
| 2008 | Liquidity, the Value of the Firm, and Corporate Finance In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 47 |
| 2012 | Liquidity, 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: 47 | article | |
| 2015 | Stock Liquidity and the Cost of Equity Capital in Global Markets In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 8 |
| 2018 | Do Staggered Boards Matter for Firm Value? In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 0 |
| 1980 | General Risk Aversion and Attitude towards Risk. In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 1987 | Trading Mechanisms and Stock Returns: An Empirical Investigation. In: Journal of Finance. [Full Text][Citation analysis] | article | 289 |
| 1990 | Corporate Control and the Choice of Investment Financing: The Case of Corporate Acquisitions. In: Journal of Finance. [Full Text][Citation analysis] | article | 148 |
| 1991 | Liquidity, Maturity, and the Yields on U.S. Treasury Securities. In: Journal of Finance. [Full Text][Citation analysis] | article | 176 |
| 1991 | Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market. In: Journal of Finance. [Full Text][Citation analysis] | article | 126 |
| 1997 | Dividends, Taxes, and Signaling: Evidence from Germany. In: Journal of Finance. [Full Text][Citation analysis] | article | 43 |
| 1999 | Does corporate ownership structure affect its strategy towards diversification? In: Strategic Management Journal. [Full Text][Citation analysis] | article | 59 |
| 2008 | Creditor Rights and Corporate Risk-taking In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 357 |
| 2011 | Creditor rights and corporate risk-taking.(2011) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 357 | article | |
| 2009 | Creditor rights and corporate risk-taking.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 357 | paper | |
| 2013 | Market Liquidity In: Cambridge Books. [Citation analysis] | book | 0 |
| 2013 | Market Liquidity.(2013) In: Cambridge Books. [Citation analysis] This paper has nother version. Agregated cites: 0 | book | |
| 1977 | A Note on Risk Aversion and Indifference Curves In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 1 |
| 1977 | A Note on Fisher Hypothesis and Price Level Uncertainty In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 1 |
| 2003 | The Value of Trading Consolidation: Evidence from the Exercise of Warrants In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 24 |
| 2004 | Predictive Regressions: A Reduced-Bias Estimation Method In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 151 |
| 2004 | Predictive Regressions: A Reduced-Bias Estimation Method.(2004) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 151 | paper | |
| 2006 | The Declining Information Content of Dividend Announcements and the Effects of Institutional Holdings In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 81 |
| 1991 | Trading mechanisms and value-discovery: Cross-national evidence and policy implications In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 1 |
| 1983 | Multiperiod sales-production decisions under uncertainty In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 5 |
| 1983 | Inflation news and exchange rates In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1980 | An empirical note on bond-yield uncertainty and the demand for money In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1982 | Unanticipated inflation and economic activity In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2010 | Predictive regression with order-p autoregressive predictors In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 22 |
| 2002 | Illiquidity and stock returns: cross-section and time-series effects In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 3628 |
| 1989 | Inventory behaviour and market power: An empirical investigation In: International Journal of Industrial Organization. [Full Text][Citation analysis] | article | 17 |
| 1989 | Market microstructure and price discovery on the Tokyo Stock Exchange In: Japan and the World Economy. [Full Text][Citation analysis] | article | 13 |
| 1990 | Stock market microstructure and return volatility : Evidence from Italy In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 47 |
| 2004 | Political news and stock prices: The case of Saddam Hussein contracts In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 58 |
| 1981 | The forward exchange rate and the prediction of the future spot rate: Empirical evidence In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
| 1983 | `Managerialism, `ownerism and risk In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
| 2013 | Liquidity risk of corporate bond returns: conditional approach In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 136 |
| 2010 | Liquidity Risk of Corporate Bond Returns: A Conditional Approach.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 136 | paper | |
| 2015 | The illiquidity premium: International evidence In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 143 |
| 2017 | Do staggered boards harm shareholders? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 14 |
| 1986 | Asset pricing and the bid-ask spread In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1644 |
| 1997 | Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 272 |
| 1996 | Market 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: 272 | paper | |
| 1997 | Market 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: 272 | paper | |
| 2003 | Allocations, adverse selection, and cascades in IPOs: Evidence from the Tel Aviv Stock Exchange In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 62 |
| 1980 | Dealership market : Market-making with inventory In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 363 |
| 2002 | The effects of cross-border bank mergers on bank risk and value In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 110 |
| 1974 | Portfolio selection for managerial control In: Omega. [Full Text][Citation analysis] | article | 2 |
| 1982 | The output-inflation relationship : An inventory-adjustment approach In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 3 |
| 1977 | The Effect of Uncertainty in Input Quantities on the Optimal Expected Input Combination In: Management Science. [Full Text][Citation analysis] | article | 0 |
| 1982 | Optimal Consumption Policy under Uncertain Income In: Management Science. [Full Text][Citation analysis] | article | 13 |
| 2006 | Stock and Bond Liquidity and its Effect on Prices and Financial Policies In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 31 |
| 1979 | A Possible Error in the Expectations Theory: A Note. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 0 |
| 1981 | A Possible Error in the Expectations Theory: A Rejoinder. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 0 |
| 1982 | Relative Price Dispersion and Economic Shocks: An Inventory-Adjustment Approach. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 1 |
| 1996 | Unexpected Inflation and Stock Returns Revisited--Evidence from Israel. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 29 |
| 2015 | The Pricing of Illiquidity as a Characteristic and as Risk In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 18 |
| 2025 | Corporate Resiliency and the Choice Between Financial and Operational Hedging In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Liquidity and Asset Prices In: Foundations and Trends(R) in Finance. [Full Text][Citation analysis] | article | 231 |
| 2005 | Liquidity and Asset Prices.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 231 | paper | |
| 1977 | A Note on the Measurement of Technological Progress and Experience in Production In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 0 |
| 1983 | Price Smoothing and Inventory In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 36 |
| 2009 | Multiple-Predictor Regressions: Hypothesis Testing In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 53 |
| 2013 | Mutual Funds R-super-2 as Predictor of Performance In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 8 |
| 1981 | Risk Reduction as a Managerial Motive for Conglomerate Mergers In: Bell Journal of Economics. [Full Text][Citation analysis] | article | 814 |
| 2017 | Settling the Staggered Board Debate In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Hypothesis Testing in Predictive Regressions In: Finance. [Full Text][Citation analysis] | paper | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team