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Market microstructure and price discovery on the Tokyo Stock Exchange
Amihud, Yakov - In: Japan and the world economy : international journal of … 1 (1989) 4, pp. 341-370
Persistent link: https://www.econbiz.de/10001092087
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Liquidity, the value of the firm, and corporate finance
Amihud, Yakov; Mendelson, Haim - In: Journal of applied corporate finance : JACF 20 (2008) 2, pp. 32-45
Persistent link: https://www.econbiz.de/10003754741
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Trading mechanisms and stock returns : an empir. investigation
Amihud, Yakov - In: The journal of finance : the journal of the American … 42 (1987) 3, pp. 533-553
Persistent link: https://www.econbiz.de/10001047858
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Stock and bond liquidity and its effect on prices and financial policies
Amihud, Yakov; Mendelson, Haim - In: Financial markets and portfolio management 20 (2006) 1, pp. 19-32
Persistent link: https://www.econbiz.de/10003392283
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Liquidity, the value of the firm, and corporate finance
Amihud, Yakov; Mendelson, Haim - In: Journal of applied corporate finance : JACF 24 (2012) 1, pp. 17-32
Persistent link: https://www.econbiz.de/10009579836
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Market liquidity : asset pricing, risk, and crises
Amihud, Yakov (contributor); Mendelson, Haim (contributor);  … - 2013
This book is about the pricing of liquidity. We present theory and evidence on how liquidity affects securities prices, why liquidity varies over time, how a drop in liquidity leads to a drop in prices, and why liquidity crises create liquidity spirals. The analysis has implications for traders,...
Persistent link: https://www.econbiz.de/10009690878
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The pricing of illiquidity as a characteristic and as risk
Amihud, Yakov; Mendelson, Haim - In: Multinational finance journal : MF ; quarterly … 19 (2015) 3/4, pp. 149-168
Persistent link: https://www.econbiz.de/10011434206
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Intermarket competition and stock returns : evidence from NYSE-listed stocks
Amihud, Yakov (contributor); Mendelson, Haim (contributor) - 2004 - [Elektronische Ressource],
Persistent link: https://www.econbiz.de/10002496902
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The value of trading consolidation : evidence from the exercise of warrants
Amihud, Yakov (contributor); Lauterbach, Beni (contributor);  … - 2002 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001656870
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The value of trading consolidation : evidence from the exercise of warrants
Amihud, Yakov; Lauterbach, Beni; Mendelson, Haim - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 4, pp. 829-846
Persistent link: https://www.econbiz.de/10001859288