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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
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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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Stock liquidity and the cost of equity capital in global markets
Amihud, Yakov; Hameed, Allaudeen; Kang, Wenjin; Zhang, … - In: Journal of applied corporate finance : JACF 27 (2015) 4, pp. 68-74
Persistent link: https://www.econbiz.de/10011453336
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The illiquidity premium : international evidence
Amihud, Yakov; Hameed, Allaudeen; Kang, Wenjin; Zhang, … - In: Journal of financial economics 117 (2015) 2, pp. 350-368
Persistent link: https://www.econbiz.de/10011480265
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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
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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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Revenue vs. profit maximization : comment
Larson, Alan L.; Giffin, Phillip E.; Amihud, Yakov - In: Southern economic journal 46 (1980) 4, pp. 1221-1223
Persistent link: https://www.econbiz.de/10002348521
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Optimal consumption policy under uncertain income
Mendelson, Haim; Amihud, Yakov - In: Management science : journal of the Institute for … 28 (1982) 6, pp. 683-697
Persistent link: https://www.econbiz.de/10002451733
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The foundations of freezeout laws in takeovers
Amihud, Yakov; Kahan, Marcel; Sundaram, Rangarajan K. - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1325-1344
Persistent link: https://www.econbiz.de/10002098393