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Multiple-predictor regressions : hypothesis testing
Amihud, Yakov; Hurvich, Clifford M.; Wang, Yi - In: The review of financial studies 22 (2009) 1, pp. 413-434
Persistent link: https://www.econbiz.de/10003836279
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Relative price dispersion and economic shocks : an inventory-adjustment approach
Amihud, Yakov; Mendelson, Haim - In: Journal of money, credit and banking : JMCB 14 (1982) 3, pp. 390-397
Persistent link: https://www.econbiz.de/10003469683
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The declining information content of dividend announcements and the effects of institutional holdings
Amihud, Yakov; Li, Kefei - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 3, pp. 637-660
Persistent link: https://www.econbiz.de/10003374651
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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
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Creditor rights and corporate risk-taking
Acharya, Viral V.; Amihud, Yakov; Litov, Lubomir - 2008
Persistent link: https://www.econbiz.de/10003668352
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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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Predictive regression with order-p autoregressive predictors
Amihud, Yakov; Hurvich, Clifford M.; Wang, Yi - In: Journal of empirical finance 17 (2010) 3, pp. 513-525
Persistent link: https://www.econbiz.de/10009267284
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Creditor rights and corporate risk-taking
Acharya, Viral V.; Amihud, Yakov; Litov, Lubomir - In: Journal of financial economics 102 (2011) 1, pp. 150-166
Persistent link: https://www.econbiz.de/10009308249
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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