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Yakov Amihud

Global rank #1519 98%

Institution: New York University (NYU)

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www.stern.nyu.edu/faculty/bio/yakov-amihud

First Publication: 1977

Most Recent: 2017

RePEc ID: pam182 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 1.01 0.00 0.00 2.01
All Time 1.01 15.58 11.73 0.00 49.43

Publication Statistics

Raw Publications 33
Coauthorship-Adjusted Count 33.49

Publications (33)

Year Article Journal Tier Authors
2017 Do staggered boards harm shareholders? Journal of Financial Economics A 2
2015 The illiquidity premium: International evidence Journal of Financial Economics A 4
2013 Liquidity risk of corporate bond returns: conditional approach Journal of Financial Economics A 3
2013 Mutual Fund's R-super-2 as Predictor of Performance The Review of Financial Studies A 2
2011 Creditor rights and corporate risk-taking Journal of Financial Economics A 3
2009 Multiple-Predictor Regressions: Hypothesis Testing The Review of Financial Studies A 3
2006 The Declining Information Content of Dividend Announcements and the Effects of Institutional Holdings Journal of Financial and Quantitative Analysis B 2
2004 Predictive Regressions: A Reduced-Bias Estimation Method Journal of Financial and Quantitative Analysis B 2
2004 Political news and stock prices: The case of Saddam Hussein contracts Journal of Banking & Finance B 2
2003 The Value of Trading Consolidation: Evidence from the Exercise of Warrants Journal of Financial and Quantitative Analysis B 3
2003 Allocations, adverse selection, and cascades in IPOs: Evidence from the Tel Aviv Stock Exchange Journal of Financial Economics A 3
2002 The effects of cross-border bank mergers on bank risk and value Journal of International Money and Finance B 3
1997 Dividends, Taxes, and Signaling: Evidence from Germany. Journal of Finance A 2
1997 Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange Journal of Financial Economics A 3
1991 Liquidity, Maturity, and the Yields on U.S. Treasury Securities. Journal of Finance A 2
1991 Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market. Journal of Finance A 2
1990 Corporate Control and the Choice of Investment Financing: The Case of Corporate Acquisitions. Journal of Finance A 3
1990 Stock market microstructure and return volatility : Evidence from Italy Journal of Banking & Finance B 3
1989 Inventory behaviour and market power: An empirical investigation International Journal of Industrial Organization B 2
1987 Trading Mechanisms and Stock Returns: An Empirical Investigation. Journal of Finance A 2
1986 Asset pricing and the bid-ask spread Journal of Financial Economics A 2
1983 Multiperiod sales-production decisions under uncertainty Journal of Economic Dynamics and Control B 2
1983 Inflation 'news' and exchange rates Economics Letters C 2
1983 `Managerialism', `ownerism' and risk Journal of Banking & Finance B 3
1983 Price Smoothing and Inventory Review of Economic Studies S 2
1982 Unanticipated inflation and economic activity Economics Letters C 1
1982 The output-inflation relationship : An inventory-adjustment approach Journal of Monetary Economics A 2
1981 The forward exchange rate and the prediction of the future spot rate: Empirical evidence Journal of Banking & Finance B 2
1980 General Risk Aversion and Attitude towards Risk. Journal of Finance A 1
1980 An empirical note on bond-yield uncertainty and the demand for money Economics Letters C 1
1980 Dealership market : Market-making with inventory Journal of Financial Economics A 2
1977 A Note on Risk Aversion and Indifference Curves Journal of Financial and Quantitative Analysis B 1
1977 A Note on Fisher Hypothesis and Price Level Uncertainty Journal of Financial and Quantitative Analysis B 2