Yakov Amihud

New York University - Stern School of Business

Ira Rennert Professor of Entrepreneurial Finance

44 West 4th Street

Suite 9-190

New York, NY 10012-1126

United States

SCHOLARLY PAPERS

40

DOWNLOADS
Rank 1,956

SSRN RANKINGS

Top 1,956

in Total Papers Downloads

28,413

SSRN CITATIONS
Rank 70

SSRN RANKINGS

Top 70

in Total Papers Citations

5,121

CROSSREF CITATIONS

3,135

Scholarly Papers (40)

Illiquidity and Stock Returns: Cross-Section and Time-Series Effects

NYU Working Paper No. FIN-00-041
Number of pages: 50 Posted: 04 Nov 2008
Yakov Amihud
New York University - Stern School of Business
Downloads 3,491 (5,943)
Citation 304

Abstract:

Loading...

Illiquidity and Stock Returns: Cross-Section and Time-Series Effects

NYU Working Paper No. S-AM-00-10
Number of pages: 50 Posted: 13 Nov 2008
Yakov Amihud
New York University - Stern School of Business
Downloads 684 (68,376)
Citation 519

Abstract:

Loading...

2.
Downloads 2,917 ( 8,063)
Citation 160

Creditor Rights and Corporate Risk-Taking

Number of pages: 43 Posted: 18 Jan 2008
New York University (NYU) - Leonard N. Stern School of Business, New York University - Stern School of Business and University of Oklahoma - Michael F. Price College of Business
Downloads 1,150 (33,444)
Citation 6

Abstract:

Loading...

international mergers and acquisitions, bankruptcy code, reorganization, risk taking

Creditor Rights and Corporate Risk-Taking

3rd Annual Conference on Empirical Legal Studies Papers
Number of pages: 61 Posted: 17 Apr 2008 Last Revised: 01 Dec 2009
New York University (NYU) - Leonard N. Stern School of Business, New York University - Stern School of Business and University of Oklahoma - Michael F. Price College of Business
Downloads 731 (62,779)
Citation 1

Abstract:

Loading...

bankruptcy, international finance, corporate governance, investment policy

Creditor Rights and Corporate Risk-Taking

NYU Working Paper No. FIN-08-031
Number of pages: 42 Posted: 09 Mar 2009 Last Revised: 10 Jun 2011
New York University (NYU) - Leonard N. Stern School of Business, New York University - Stern School of Business and University of Oklahoma - Michael F. Price College of Business
Downloads 409 (128,923)
Citation 89

Abstract:

Loading...

creditor rights, investment policy, bankrutcy code

Creditor Rights and Corporate Risk-Taking

NBER Working Paper No. w15569
Number of pages: 61 Posted: 08 Dec 2009 Last Revised: 17 Jul 2023
New York University (NYU) - Leonard N. Stern School of Business, New York University - Stern School of Business and University of Oklahoma - Michael F. Price College of Business
Downloads 319 (169,951)
Citation 59

Abstract:

Loading...

Creditor Rights and Corporate Risk-Taking

NYU Working Paper No. FIN-07-037
Number of pages: 61 Posted: 03 Nov 2008 Last Revised: 01 Dec 2009
New York University (NYU) - Leonard N. Stern School of Business, New York University - Stern School of Business and University of Oklahoma - Michael F. Price College of Business
Downloads 306 (177,577)

Abstract:

Loading...

Creditor Rights and Corporate Risk-Taking

CEPR Discussion Paper No. DP6697
Number of pages: 46 Posted: 09 Jun 2008
New York University (NYU) - Leonard N. Stern School of Business, New York University - Stern School of Business and University of Oklahoma - Michael F. Price College of Business
Downloads 2 (1,128,242)
Citation 2
  • Add to Cart

Abstract:

Loading...

Bankruptcy, Default, Diversification, Managerial turnover, Recovery

3.

Mutual Fund's R2 as Predictor of Performance

Forthcoming, Review of Financial Studies
Number of pages: 49 Posted: 24 Dec 2008 Last Revised: 10 Nov 2012
Yakov Amihud and Ruslan Goyenko
New York University - Stern School of Business and McGill University - Desautels Faculty of Management
Downloads 2,082 (13,852)
Citation 37

Abstract:

Loading...

The Pricing of the Illiquidity Factor's Systematic Risk

Number of pages: 30 Posted: 21 Mar 2014
Yakov Amihud
New York University - Stern School of Business
Downloads 1,177 (32,378)
Citation 4

Abstract:

Loading...

Liquidity factor, illiquidity premium, liquidity systematic risk

The Pricing of the Illiquidity Factor’s Conditional Risk with Time-varying Premium

Journal of Financial Markets, Forthcoming
Number of pages: 46 Posted: 09 Sep 2016 Last Revised: 15 Sep 2020
Yakov Amihud and Joonki Noh
New York University - Stern School of Business and Case Western Reserve University - Department of Banking & Finance
Downloads 462 (111,902)
Citation 2

Abstract:

Loading...

Illiquidity, Systematic Risk, Time-varying Risk Premium, Conditional Beta, Funding Illiquidity

5.

The Declining Information Content of Dividend Announcements and the Effects of Institutional Investors

EFMA 2004 Basel Meetings Paper; FIN Working Paper No. 02-061
Number of pages: 44 Posted: 13 May 2004
Yakov Amihud and Kefei Li
New York University - Stern School of Business and Merrill Lynch & Co. - Debt Capital Markets
Downloads 1,436 (24,552)
Citation 14

Abstract:

Loading...

dividend signaling, institutional investors, disappearing dividend

The Effects of Cross-Border Bank Mergers on Bank Risk and Value

Number of pages: 34 Posted: 03 May 2002
Yakov Amihud, Gayle L. DeLong and Anthony Saunders
New York University - Stern School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and New York University - Leonard N. Stern School of Business
Downloads 1,086 (36,317)
Citation 21

Abstract:

Loading...

Banks, Mergers, Market reaction, International business

The Effects of Cross-Border Bank Mergers on Bank Risk and Value

NYU Working Paper No. FIN-02-008
Number of pages: 35 Posted: 03 Nov 2008
Yakov Amihud, Gayle DeLong and Anthony Saundersc
New York University - Stern School of Business, Baruch College / City University of New York and affiliation not provided to SSRN
Downloads 148 (352,781)

Abstract:

Loading...

Banks, Mergers, Market reaction, International business

The Effects of Cross-Border Bank Mergers on Bank Risk and Value

NYU Working Paper No. S-FI-02-04
Number of pages: 35 Posted: 11 Nov 2008
Yakov Amihud, Gayle L. DeLong and Anthony Saunders
New York University - Stern School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and New York University - Leonard N. Stern School of Business
Downloads 121 (413,738)

Abstract:

Loading...

The Effects of Cross-Border Bank Mergers on Bank Risk and Value

NYU Working Paper No. S-CG-02-03
Number of pages: 36 Posted: 04 Nov 2008
Yakov Amihud and Gayle L. DeLong
New York University - Stern School of Business and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 46 (733,809)
Citation 1

Abstract:

Loading...

7.

An Institutional Innovation to Reduce the Agency Costs of Public Corporate Bonds

Number of pages: 23 Posted: 01 Mar 2023
Yakov Amihud, Kenneth Garbade and Marcel Kahan
New York University - Stern School of Business, Federal Reserve Bank of New York and New York University School of Law
Downloads 1,322 (27,743)
Citation 1

Abstract:

Loading...

8.

The Effect of Stock Liquidity on the Firm's Investment and Production

Review of Financial Studies, Amihud, Y., and S. Levi. (2023) Stock liquidity, the firm’s investment and its production. Review of Financial Studies 36(3), 1094–1147.
Number of pages: 71 Posted: 01 Jun 2018 Last Revised: 30 May 2023
Yakov Amihud and Shai Levi
New York University - Stern School of Business and Tel Aviv University
Downloads 1,166 (33,295)
Citation 5

Abstract:

Loading...

liquidity, investment, production

9.

Illiquidity and Stock Returns: A Revisit

Critical Finance Review, Forthcoming
Number of pages: 24 Posted: 03 Oct 2018
Yakov Amihud
New York University - Stern School of Business
Downloads 1,165 (33,342)
Citation 51

Abstract:

Loading...

Liquidity Pricing

Liquidity Risk of Corporate Bond Returns: A Conditional Approach

Journal of Financial Economics (JFE), Forthcoming, AFA 2012 Chicago Meetings Paper
Number of pages: 73 Posted: 20 May 2010 Last Revised: 26 Oct 2012
New York University (NYU) - Leonard N. Stern School of Business, New York University - Stern School of Business and Arizona State University (ASU) - Finance Department
Downloads 1,053 (37,938)
Citation 3

Abstract:

Loading...

Credit Risk, Credit Spreads, Default, Recession, Flight To Liquidity, Liquidity Risk, Regime Switching Model

Liquidity Risk of Corporate Bond Returns: A Conditional Approach

NBER Working Paper No. w16394
Number of pages: 76 Posted: 27 Sep 2010 Last Revised: 19 Apr 2023
New York University (NYU) - Leonard N. Stern School of Business, New York University - Stern School of Business and Arizona State University (ASU) - Finance Department
Downloads 83 (538,787)
Citation 55

Abstract:

Loading...

11.

The Pricing of Illiquidity as a Characteristic and as Risk

Multinational Finance Journal, Vol. 19, No. 3, p. 149-168, 2015
Number of pages: 20 Posted: 07 Nov 2015
Yakov Amihud and Haim Mendelson
New York University - Stern School of Business and Stanford University - Stanford Graduate School of Business
Downloads 860 (51,166)
Citation 6

Abstract:

Loading...

liquidity; asset pricing; system risk; Amihud measure

Predictive Regressions: A Reduced-Bias Estimation Method

FIN Working Paper No. 02-019
Number of pages: 66 Posted: 03 Feb 2003
Yakov Amihud and Clifford Hurvich
New York University - Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business
Downloads 376 (141,919)
Citation 1

Abstract:

Loading...

Stock Returns, Dividend Yields, Autoregressive Models

Predictive Regressions: A Reduced-Bias Estimation Method

NYU Working Paper No. SOR-2004-1
Number of pages: 65 Posted: 03 Nov 2008
Yakov Amihud and Clifford Hurvich
New York University - Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business
Downloads 199 (271,948)
Citation 11

Abstract:

Loading...

Stock Returns, Dividend Yields, Autoregressive Models

Predictive Regressions: A Reduced-Bias Estimation Method

NYU Working Paper No. FIN-02-019
Number of pages: 64 Posted: 03 Nov 2008
Yakov Amihud and Clifford Hurvich
New York University - Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business
Downloads 95 (493,817)
Citation 8

Abstract:

Loading...

Stock Returns, Dividend Yields, Autoregressive Models

Predictive Regressions: A Reduced-Bias Estimation Method

NYU Working Paper No. SOR-2002-3
Number of pages: 65 Posted: 31 Oct 2008
Yakov Amihud and Clifford Hurvich
New York University - Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business
Downloads 92 (504,404)

Abstract:

Loading...

Stock Returns, Dividend Yields, Autoregressive Models

Predictive Regressions: A Reduced-Bias Estimation Method

NYU Working Paper No. SOR-2002-7
Number of pages: 46 Posted: 03 Nov 2008
Yakov Amihud and Clifford Hurvich
New York University - Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business
Downloads 55 (676,342)

Abstract:

Loading...

Stock Returns, Dividend Yields, Autoregressive Models

13.

Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects

Review of Financial Studies, forthcoming
Number of pages: 31 Posted: 19 Mar 2018 Last Revised: 25 Jun 2020
Yakov Amihud and Joonki Noh
New York University - Stern School of Business and Case Western Reserve University - Department of Banking & Finance
Downloads 783 (58,041)
Citation 30

Abstract:

Loading...

Illiquidity, Stock Returns, Cross-Section, Time-Series, Trading Volume

14.

Mutual Fund's R^2 as Predictor of Performance

Forthcoming, Review of Financial Studies
Number of pages: 49 Posted: 09 Mar 2009 Last Revised: 10 Nov 2012
Yakov Amihud and Ruslan Goyenko
New York University - Stern School of Business and McGill University - Desautels Faculty of Management
Downloads 750 (61,496)
Citation 63

Abstract:

Loading...

15.

Do Staggered Boards Affect Firm Value?

Number of pages: 49 Posted: 07 Apr 2017 Last Revised: 30 Jun 2017
New York University - Stern School of Business, University of St. Gallen - Swiss Institute of Banking and Finance and University of California, Berkeley - School of Law
Downloads 648 (74,257)
Citation 4

Abstract:

Loading...

staggered board, classified boards, corporate governance, anti-takeover devices, E-Index,

16.

Do Staggered Boards Harm Shareholders?

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 18 Posted: 06 Nov 2015 Last Revised: 06 May 2016
Yakov Amihud and Stoyan Stoyanov
New York University - Stern School of Business and Berkeley Research Group, LLC
Downloads 624 (77,802)
Citation 9

Abstract:

Loading...

staggered board, classified board, corporate governance, antitakeover measures

17.

Settling the Staggered Board Debate

University of Pennsylvania Law Review, Forthcoming, University of St.Gallen, School of Finance Research Paper No. 2017/13, UC Berkeley Public Law Research Paper
Number of pages: 38 Posted: 11 Sep 2017 Last Revised: 24 Jan 2018
New York University - Stern School of Business, University of St. Gallen - Swiss Institute of Banking and Finance and University of California, Berkeley - School of Law
Downloads 537 (94,048)
Citation 8

Abstract:

Loading...

staggered board, classified boards, corporate governance, anti-takeover devices, E-Index, G-Index

18.

The Illiquidity Premium: International Evidence

Journal of Financial Economics (JFE), Vol. 117, No. 2, 2015
Number of pages: 52 Posted: 28 Jan 2013 Last Revised: 27 Jan 2016
New York University - Stern School of Business, National University of Singapore (NUS) - Department of Finance, Faculty of Business Administration, University of Macau and James Cook University - College of Business, Law and Governance,
Downloads 531 (95,374)
Citation 66

Abstract:

Loading...

Illiquidity Premium, International Markets, Commonality in Illiquidity Premium

19.

Allocations, Adverse Selection and Cascades in Ipos: Evidence from the Tel Aviv Stock Exchange

NYU Stern Department of Finance No. FIN-01-017
Number of pages: 40 Posted: 14 Dec 2001
Yakov Amihud, Shmuel Hauser and Amir Kirsh
New York University - Stern School of Business, Ben-Gurion University of the Negev - School of Management and Tel Aviv University - School of Computer Sciences
Downloads 504 (101,637)
Citation 31

Abstract:

Loading...

Initial public offerings, IPO underpricing

Political News and Stock Prices: The Case of Saddam Hussein Contracts

Number of pages: 26 Posted: 13 Aug 2003
Yakov Amihud and Avi Wohl
New York University - Stern School of Business and Tel Aviv University - Coller School of Management
Downloads 297 (183,296)

Abstract:

Loading...

political risk, war and the stock market, war and exchange rates

Political News and Stock Prices: The Case of Saddam Hussein Contracts

NYU Working Paper No. S-DRP-03-11
Number of pages: 27 Posted: 07 Nov 2008
Yakov Amihud and Avi Wohl
New York University - Stern School of Business and Tel Aviv University - Coller School of Management
Downloads 115 (429,816)
Citation 3

Abstract:

Loading...

political risk, war and the stock market, war and exchange rates

Political News and Stock Prices: The Case of Saddam Hussein Contracts

NYU Working Paper No. SC-AM-03-05
Number of pages: 26 Posted: 04 Nov 2008
Yakov Amihud and Avi Wohl
New York University - Stern School of Business and Tel Aviv University - Coller School of Management
Downloads 53 (688,536)

Abstract:

Loading...

political risk, war and the stock market, war and exchange rates

Political News and Stock Prices: The Case of Saddam Hussein Contracts

NYU Working Paper No. S-MF-03-06
Number of pages: 26 Posted: 12 Nov 2008
Yakov Amihud and Avi Wohl
New York University - Stern School of Business and Tel Aviv University - Coller School of Management
Downloads 33 (832,695)
Citation 2

Abstract:

Loading...

political risk, war and the stock market, war and exchange rates

Political News and Stock Prices: The Case of Saddam Hussein Contracts

Journal of Banking and Finance, Forthcoming
Posted: 14 Aug 2003
Yakov Amihud and Avi Wohl
New York University - Stern School of Business and Tel Aviv University - Coller School of Management

Abstract:

Loading...

political risk, war and the stock market, war and exchange rates

21.

Efficiency or Resiliency? Corporate Choice between FInancial and Operational Hedging

NYU Stern School of Business Forthcoming
Number of pages: 77 Posted: 26 Feb 2021 Last Revised: 08 Feb 2022
New York University (NYU) - Leonard N. Stern School of Business, University of Illinois at Urbana-Champaign, New York University - Stern School of Business and Krannert School of Management, Purdue University
Downloads 463 (112,857)
Citation 2

Abstract:

Loading...

financial default, operational default, resilience, liquidity, risk management, inventory, supply chains, supply chain diversification

22.

Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange

NYU Working Paper No. FIN-98-004
Number of pages: 37 Posted: 07 Nov 2008
Yakov Amihud, Haim Mendelson and Beni Lauterbach
New York University - Stern School of Business, Stanford University - Stanford Graduate School of Business and Bar-Ilan University - Graduate School of Business Administration
Downloads 460 (113,729)
Citation 11

Abstract:

Loading...

23.

The Efficiency and Welfare Foundations of Freezeout Laws in Takeovers

NYU, Ctr for Law and Business Research Paper No. 02-03
Number of pages: 25 Posted: 26 Aug 2002
New York University - Stern School of Business, New York University School of Law and New York University (NYU) - Department of Finance
Downloads 394 (135,784)

Abstract:

Loading...

24.

The Value of Trading Consolidation: Evidence from the Exercise of Warrants

EFMA 2002 London Meetings
Number of pages: 34 Posted: 08 Feb 2002
Yakov Amihud, Beni Lauterbach and Haim Mendelson
New York University - Stern School of Business, Bar-Ilan University - Graduate School of Business Administration and Stanford University - Stanford Graduate School of Business
Downloads 376 (143,525)
Citation 17

Abstract:

Loading...

Trading fragmentation; market microstructure; value of liquidity.

Allocations, Adverse Selection and Cascades in Ipos Evidence from Israel

NYU Working Paper No. FIN-01-017
Number of pages: 42 Posted: 03 Nov 2008
Yakov Amihud, Shmuel Hauser and Amir Kirsh
New York University - Stern School of Business, Ben-Gurion University of the Negev - School of Management and Tel Aviv University - School of Computer Sciences
Downloads 195 (277,118)

Abstract:

Loading...

Allocations, Adverse Selection and Cascades in Ipos: Evidence from Israel

NYU Working Paper No. S-FI-01-08
Number of pages: 42 Posted: 11 Nov 2008
Yakov Amihud, Shmuel Hauser and Amir Kirsh
New York University - Stern School of Business, Ben-Gurion University of the Negev - School of Management and Tel Aviv University - School of Computer Sciences
Downloads 103 (466,794)

Abstract:

Loading...

26.
Downloads 282 (194,666)
Citation 18

The Foundations of Freezeout Laws in Takeovers

NYU Working Paper No. FIN-02-009
Number of pages: 31 Posted: 03 Nov 2008
New York University - Stern School of Business, New York University School of Law and New York University (NYU) - Department of Finance
Downloads 188 (286,500)

Abstract:

Loading...

The Foundations of Freezeout Laws in Takeovers

NYU Working Paper No. S-CG-02-04
Number of pages: 32 Posted: 04 Nov 2008
New York University - Stern School of Business, New York University School of Law and New York University (NYU) - Department of Finance
Downloads 94 (497,278)
Citation 3

Abstract:

Loading...

The Declining Information Content of Dividend Announcements and the Effect of Institutional Holdings

NYU Working Paper No. SC-AM-02-11
Number of pages: 51 Posted: 13 Nov 2008
Yakov Amihud and Kefei Li
New York University - Stern School of Business and Merrill Lynch & Co. - Debt Capital Markets
Downloads 164 (323,407)

Abstract:

Loading...

The Declining Information Content of Dividend Announcements and the Effect of Institutional Holdings

NYU Working Paper No. S-CG-02-12
Number of pages: 52 Posted: 04 Nov 2008
Yakov Amihud and Kefei Li
New York University - Stern School of Business and Merrill Lynch & Co. - Debt Capital Markets
Downloads 106 (456,935)

Abstract:

Loading...

28.

Why Bidders Lose?

Number of pages: 14 Posted: 01 Jul 2013 Last Revised: 07 Jul 2013
Yakov Amihud, Gayle L. DeLong and Andrey Golubov
New York University - Stern School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and University of Toronto - Rotman School of Management
Downloads 217 (251,811)

Abstract:

Loading...

Mergers and Acquisitions, Failed Bids, Operating Performance, Stock Market Reaction; Stand-Alone Value

29.

Liquidity Spillovers: Evidence from Two-Step Spinoffs

Number of pages: 59 Posted: 11 Feb 2021 Last Revised: 15 Mar 2022
New York University - Stern School of Business, State University of New York (SUNY) - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 206 (264,268)

Abstract:

Loading...

liquidity, asset pricing, spinoffs

30.

Hypothesis Testing in Predictive Regressions

NYU Working Paper No. FIN-04-030
Number of pages: 49 Posted: 03 Nov 2008
Yakov Amihud, Clifford Hurvich and Yi Wang
New York University - Stern School of Business, New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Department of Information, Operations, and Management Sciences
Downloads 146 (356,363)

Abstract:

Loading...

31.

Predictive Regression with Order-P Autoregressive Predictor

NYU Working Paper No. 2451/28470
Number of pages: 36 Posted: 06 Jan 2010
Yakov Amihud, Clifford Hurvich and Yi Wang
New York University - Stern School of Business, New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Department of Information, Operations, and Management Sciences
Downloads 134 (381,108)

Abstract:

Loading...

autoregressive, augmented regression method (ARM)

32.

The Declining Information Content of Dividend Announcements and the Effects of Institutional Holdings

NYU Working Paper No. FIN-02-061
Number of pages: 44 Posted: 03 Nov 2008
Yakov Amihud
New York University - Stern School of Business
Downloads 115 (427,859)
Citation 16

Abstract:

Loading...

33.

Political News and Stock Prices: The Case of Saddam Hussein Conacts

NYU Working Paper No. FIN-03-019
Number of pages: 27 Posted: 11 Nov 2008
Yakov Amihud and Avi Wohl
New York University - Stern School of Business and Tel Aviv University - Coller School of Management
Downloads 39 (764,479)

Abstract:

Loading...

political risk, war and the stock market,, war and exchange rates

34.

Liquidity and Asset Prices

Foundations and Trends in Finance, Vol. 1, No. 4, 2005
Number of pages: 96 Posted: 15 Jun 2010
New York University - Stern School of Business, Stanford University - Stanford Graduate School of Business and AQR Capital Management, LLC
Downloads 21 (914,473)
Citation 62
  • Add to Cart

Abstract:

Loading...

35.

Efficiency or Resiliency? Corporate Choice between Financial and Operational Hedging

CEPR Discussion Paper No. DP15885
Number of pages: 74 Posted: 15 Mar 2021
New York University (NYU) - Leonard N. Stern School of Business, University of Illinois at Urbana-Champaign, New York University - Stern School of Business and Krannert School of Management, Purdue University
Downloads 1 (1,090,157)
  • Add to Cart

Abstract:

Loading...

36.

Multiple-Predictor Regressions: Hypothesis Testing

The Review of Financial Studies, Vol. 22, Issue 1, pp. 413-434, 2009
Posted: 03 Jan 2009
Yakov Amihud, Clifford Hurvich and Yi Wang
New York University - Stern School of Business, New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Department of Information, Operations, and Management Sciences

Abstract:

Loading...

C32, G12

37.

Stock and Bond Liquidity and its Effect on Prices and Financial Policies

Financial Markets and Portfolio Management, Vol. 20, No. 1, pp. 19-32, 2006
Posted: 04 Apr 2006
Yakov Amihud and Haim Mendelson
New York University - Stern School of Business and Stanford University - Stanford Graduate School of Business

Abstract:

Loading...

Market efficiency, liquidity risk premia, asset prices

38.

A New Governance Structure for Corporate Bonds

Posted: 18 Sep 1998
Yakov Amihud, Kenneth Garbade and Marcel Kahan
New York University - Stern School of Business, Federal Reserve Bank of New York and New York University School of Law

Abstract:

Loading...

39.

Unexpected Inflation and Stock Returns Revisited - Evidence from Israel

J. OF MONEY, CREDIT, AND BANKING, No. 1, February 1996
Posted: 23 Jul 1998
Yakov Amihud
New York University - Stern School of Business

Abstract:

Loading...

40.

A New Approach to the Regulation of Trading Across Securities Markets

New York University Law Review, (expected Vol. 71, No.6, December, 1996).
Posted: 10 May 1998
Yakov Amihud and Haim Mendelson
New York University - Stern School of Business and Stanford University - Stanford Graduate School of Business

Abstract:

Loading...