Yakov Amihud
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Yakov Amihud's AcademicInfluence.com Rankings
Yakov Amihudbusiness Degrees
Business
#633
World Rank
#696
Historical Rank
Finance
#69
World Rank
#73
Historical Rank
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Yakov Amihud's Degrees
- PhD Finance University of Chicago
- Masters Finance University of Chicago
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(Suggest an Edit or Addition)Yakov Amihud's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018) (3832)
- Risk Reduction as a Managerial Motive for Conglomerate Mergers (1981) (2816)
- Asset pricing and the bid-ask spread (1986) (2784)
- Dealership market: Market-making with inventory (1980) (1010)
- Trading Mechanisms and Stock Returns: An Empirical Investigation (1987) (805)
- Liquidity and Asset Prices (2005) (788)
- Liquidity, Maturity, and the Yields on U.S. Treasury Securities (1991) (622)
- Creditor Rights and Corporate Risk-Taking (2008) (558)
- The Effects of Beta, Bid-Ask Spread, Residual Risk, and Size on Stock Returns (1989) (546)
- Corporate Control and the Choice of Investment Financing: The Case of Corporate Acquisitions (1990) (435)
- Mutual Fund's R^2 as Predictor of Performance (2012) (358)
- Liquidity and Stock Returns (1986) (351)
- Liquidity and Asset Prices: Financial Management Implications (1988) (343)
- The Illiquidity Premium: International Evidence (2015) (297)
- Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market (1991) (291)
- Predictive Regressions: A Reduced-Bias Estimation Method (2002) (291)
- The Declining Information Content of Dividend Announcements and the Effects of Institutional Holdings (2002) (271)
- Liquidity Risk of Corporate Bond Returns: A Conditional Approach (2010) (268)
- Number of Shareholders and Stock Prices: Evidence from Japan (1999) (250)
- Does corporate ownership structure affect its strategy towards diversification (1999) (250)
- Liquidity, Asset Prices and Financial Policy (1991) (244)
- The Effects of Cross-Border Bank Mergers on Bank Risk and Value (2002) (230)
- Allocations, Adverse Selection and Cascades in Ipos: Evidence from the Tel Aviv Stock Exchange (2002) (204)
- Dividends, Taxes, and Signaling: Evidence from Germany (1997) (182)
- Liquidity and the 1987 stock market crash (1990) (145)
- Multiple-Predictor Regressions: Hypothesis Testing (2009) (138)
- Liquidity, the Value of the Firm, and Corporate Finance (2008) (123)
- Mutual Fund's R2 as Predictor of Performance (2012) (118)
- Political News and Stock Prices: The Case of Saddam Hussein Contracts (2003) (117)
- The Liquidity Route To A Lower Cost Of Capital (2000) (115)
- Stock market microstructure and return volatility : Evidence from Italy (1990) (115)
- Market Making and the Changing Structure of the Securities Industry (1985) (101)
- Exchange Rates and Corporate Performance (1994) (92)
- Price Smoothing and Inventory (1983) (91)
- Conglomerate mergers, managerial motives and stockholder wealth (1986) (76)
- Unexpected Inflation and Stock Returns Revisited - Evidence from Israel (1996) (76)
- Bidding and Auctioning for Procurement and Allocation (1979) (70)
- Liquidity Risk of Corporate Bond Returns (2010) (70)
- The Value of Trading Consolidation: Evidence from the Exercise of Warrants (2002) (67)
- Stock and Bond Liquidity and its Effect on Prices and Financial Policies (2006) (62)
- A New Governance Structure for Corporate Bonds (1999) (61)
- Further Evidence on the Risk-Return Relationship (2002) (60)
- Asset Price Behavior in a Dealership Market (1982) (58)
- ‘Managerialism’, ‘ownerism’ and risk (1983) (57)
- Revenue vs. Profit Maximization: Differences in Behavior by the Type of Control and by Market Power (1979) (51)
- Market microstructure and price discovery on the Tokyo Stock Exchange (1989) (45)
- Do Staggered Boards Harm Shareholders? (2016) (42)
- Index and Index-Futures Returns (1989) (40)
- Allocations, Adverse Selection and Cascades in Ipos: Evidence from Israel (2001) (39)
- The Foundations of Freezeout Laws in Takeovers (2003) (37)
- European financial integration: How (not) to integrate the European capital markets (1991) (36)
- The forward exchange rate and the prediction of the future spot rate: Empirical evidence (1981) (33)
- Market Liquidity: Asset Pricing, Risk, and Crises (2012) (32)
- Illiquidity and Stock Returns: A Revisit (2018) (32)
- Predictive regression with order-p autoregressive predictors (2010) (32)
- A New Approach to the Regulation of Trading Across Securities Markets (1998) (29)
- An Institutional Innovation to Reduce the Agency Costs of Public Corporate Bonds (2000) (26)
- The Pricing of Illiquidity as a Characteristic and as Risk (2015) (24)
- Inventory behaviour and market power: An empirical investigation (1989) (24)
- Bank mergers & acquisitions (1998) (22)
- The Effect of Stock Liquidity on the Firm's Investment and Production (2019) (21)
- Optimal Consumption Policy under Uncertain Income (1982) (20)
- Competition in Investment Banking : Proactive , Reactive , or Retaliatory ? (2005) (20)
- Critical Examination of the New Foundation of Utility (1974) (19)
- The Pricing of the Illiquidity Factor's Systematic Risk (2014) (19)
- Why is the Amihud (2002) Illiquidity Measure Priced? (2014) (18)
- The output-inflation relationship: An inventory-adjustment approach (1982) (18)
- Stock Liquidity and the Cost of Equity Capital in Global Markets (2015) (17)
- Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects＊ (2012) (16)
- Bidding and auctioning for procurement and allocation : proceedings of a conference at the Center for Applied Economics, New York University (1976) (16)
- Settling the Staggered Board Debate (2017) (15)
- Portfolio selection for managerial control (1974) (13)
- Price-Level Uncertainty, Indexation and Employment (1981) (12)
- Relative Price Dispersion and Economic Shocks: An Inventory-Adjustment Approach (1982) (10)
- Multiperiod sales-production decisions under uncertainty (1983) (10)
- The Pricing of the Illiquidity Factor’s Conditional Risk with Time-varying Premium (2020) (9)
- Do Staggered Boards Affect Firm Value (2017) (8)
- Leveraged management buyouts : causes and consequences (2002) (8)
- A Reply to Allais (1979) (8)
- Trading mechanisms and value-discovery: Cross-national evidence and policy implications (1991) (7)
- Transaction Costs and Asset Management (2013) (7)
- Are Trading Rule Profits Feasible? (1987) (7)
- Explaining intra–day and overnight price behavior (1990) (7)
- Hypothesis Testing in Predictive Regressions (2004) (7)
- Violence and investor behavior: Evidence from terrorist attacks (2018) (6)
- Unanticipated inflation and economic activity (1982) (6)
- A Note on Risk Aversion and Indifference Curves (1977) (6)
- A Note on Fisher Hypothesis and Price Level Uncertainty (1977) (6)
- The Pricing of Corporate Foreign Sales Risk (2015) (5)
- General Risk Aversion and Attitude Towards Risk (1980) (5)
- Do Staggered Boards Matter for Firm Value? (2018) (4)
- Market Liquidity: Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange (2012) (3)
- Liquidity Risk of Corporate Bond Returns Viral (2009) (2)
- The Efficiency and Welfare Foundations of Freezeout Laws in Takeovers (2002) (2)
- An empirical note on bond-yield uncertainty and the demand for money (1980) (2)
- Why Bidders Lose? (2013) (2)
- On the Consumer Demand Theory under Uncertainty (1977) (2)
- THE EFFICIENCY OF TAXES AND SUBSIDIES IN REDUCING EMISSION BY A RISK‐AVERSE FIRM (1976) (2)
- UNCERTAINTY IN FUTURE INTEREST RATES AND THE TERM STRUCTURE (1978) (1)
- A Note on the Measurement of Technological Progress and Experience in Production (1977) (1)
- Market Liquidity: Asset Pricing and the Bid–Ask Spread (2012) (1)
- The Effect of Uncertainty in Input Quantities on the Optimal Expected Input Combination (1977) (1)
- Market Liquidity: Liquidity, Maturity, and the Yields on U.S. Treasury Securities (2012) (1)
- Efficiency or Resiliency? Corporate Choice between FInancial and Operational Hedging (2021) (1)
- Revenue vs. Profit Maximization: Reply (1980) (1)
- The Israeli Economy: Dreams and Reality (1992) (1)
- Working Paper: SEOs Around the World: A Comprehensive Evidence (2010) (0)
- Market Liquidity: Introduction and Overview of the Book (2012) (0)
- Market Liquidity: Market Liquidity and Funding Liquidity (2012) (0)
- Market Liquidity: References for Introductions and Summaries (2012) (0)
- Glossary Liquidity Effect : The impact of the liquidity of a capital asset on its expected return and price (2008) (0)
- Market Liquidity: Slow Moving Capital (2012) (0)
- Market Liquidity: Liquidity and the 1987 Stock Market Crash (2012) (0)
- Predictive Regression with Order-P Autoregressive Predictor (2009) (0)
- A Possible Error in the Expectations Theory: A Note (1979) (0)
- In This Issue: Valuation and Corporate portfolio Management (2008) (0)
- NBER WORKING PAPER SERIES COMPETING ON SPEED (2011) (0)
- Production under uncertainty (1975) (0)
- The illiquidity premium: further evidence from global and Asia-Pacific markets (2019) (0)
- Market Liquidity: Introduction and Overview (2012) (0)
- A Possible Error in the Expectations Theory: A Rejoinder (1981) (0)
- Liquidity Spillovers: Evidence from Two-Step Spinoffs (2021) (0)
- An Agnostic and Practically Useful Estimator of the Stochastic Discount Factor By Kuntara Pukthuanthong and Richard Roll (2016) (0)
- Inflation ‘news’ and exchange rates (1983) (0)
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What Schools Are Affiliated With Yakov Amihud?
Yakov Amihud is affiliated with the following schools:
