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Illiquidity and stock returns : cross-section and time-series effects

Amihud, Yakov - In: Journal of financial markets 5 (2002) 1, pp. 31-56

Persistent link: https://www.econbiz.de/10001657094

Volatility, efficiency, and trading : evidence from the Japanese stock market

Amihud, Yakov - In: The journal of finance : the journal of the American … 46 (1991) 5, pp. 1765-1789

Persistent link: https://www.econbiz.de/10001115517

Stock market microstructure and return volatility : evidence from Italy

Amihud, Yakov - In: Journal of banking & finance 14 (1990) 2, pp. 423-440

Persistent link: https://www.econbiz.de/10001092356

Liquidity, maturity, and the yields on US Treasury securities

Amihud, Yakov - In: The journal of finance : the journal of the American … 46 (1991) 4, pp. 1411-1425

Persistent link: https://www.econbiz.de/10001112566

Exchange rates and corporate performance

Amihud, Yakov (contributor); Levich, Richard M. (contributor) - 2003 - Repr

Persistent link: https://www.econbiz.de/10001709347

Predictive regressions : a reduced-bias estimation method

Amihud, Yakov; Hurvich, Clifford M. - 2002

Persistent link: https://www.econbiz.de/10001682386

Predictive regressions : a reduced-bias estimation method

Amihud, Yakov; Hurvich, Clifford M. - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 4, pp. 813-841

Persistent link: https://www.econbiz.de/10002494982

Liquidity risk of corporate bond returns

Acharya, Viral V.; Amihud, Yakov; Bharath, Sreedhar T. - 2010

"We study the exposure of the U.S. corporate bond returns to liquidity shocks of stocks and treasury bonds over the period 1973 to 2007. A decline in liquidity of stocks or Treasury bonds produces conflicting effects: Prices of investment-grade bonds rise while prices of speculative grade bonds...

Persistent link: https://www.econbiz.de/10008666982

Liquidity risk of corporate bond returns : conditional approach

Acharya, Viral V.; Amihud, Yakov; Bharath, Sreedhar T. - In: Journal of financial economics 110 (2013) 2, pp. 358-386

Persistent link: https://www.econbiz.de/10010208670

Mutual fund's R² as predictor of performance

Amihud, Yakov; Goyenko, Ruslan - In: The review of financial studies 26 (2013) 3, pp. 667-694

Persistent link: https://www.econbiz.de/10009752256