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

  • New York University - Stern School of Business

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    • Tel: 212-998-0720
    • Fax: 212-995-4233
SCHOLARLY PAPERS

42

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1,080

Scholarly Papers (42)

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1.

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

NYU Working Paper No. S-AM-00-10, 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 4,539 (4,494)
Citation 304

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2.

Creditor Rights and Corporate Risk-Taking

Downloads 2,979 ( 8,901)
Citation 172

Creditor Rights and Corporate Risk-Taking

Number of pages: 43 Posted: 18 Jan 2008
Viral V. Acharya, Viral V. Acharya, Yakov Amihud and Lubomir P. Litov
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 1,185 (36,386)
Citation 7

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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
Viral V. Acharya, Viral V. Acharya, Yakov Amihud and Lubomir P. Litov
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 747 (69,087)
Citation 1

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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
Viral V. Acharya, Viral V. Acharya, Yakov Amihud and Lubomir P. Litov
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 412 (145,175)
Citation 88

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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
Viral V. Acharya, Viral V. Acharya, Yakov Amihud and Lubomir P. Litov
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 323 (190,134)
Citation 74

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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
Viral V. Acharya, Viral V. Acharya, Yakov Amihud and Lubomir P. Litov
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 309 (199,365)

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Creditor Rights and Corporate Risk-Taking

CEPR Discussion Paper No. DP6697
Number of pages: 46 Posted: 09 Jun 2008
Viral V. Acharya, Viral V. Acharya, Yakov Amihud and Lubomir P. Litov
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 3 (1,303,723)
Citation 2
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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 2,212 (14,294)
Citation 38

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4.

The Pricing of the Illiquidity Factor's Systematic Risk

Downloads 1,750 (20,730)
Citation 6

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 1,249 (33,722)
Citation 4

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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 501 (114,821)
Citation 2

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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 1,450 (27,556)
Citation 14

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dividend signaling, institutional investors, disappearing dividend

6.

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

Downloads 1,437 (27,912)
Citation 22

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 1,099 (40,654)
Citation 21

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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 156 (385,248)

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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 128 (452,896)

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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 54 (773,349)
Citation 1

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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 1,358 (30,347)
Citation 1

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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 1,353 (30,540)
Citation 5

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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 1,286 (32,886)
Citation 62

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Liquidity Pricing

10.

Liquidity Risk of Corporate Bond Returns: A Conditional Approach

Downloads 1,161 (38,091)
Citation 66

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
Viral V. Acharya, Viral V. Acharya, Yakov Amihud and Sreedhar T. Bharath
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 1,070 (42,262)
Citation 3

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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
Viral V. Acharya, Viral V. Acharya, Yakov Amihud and Sreedhar T. Bharath
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 91 (581,995)
Citation 63

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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 937 (51,673)
Citation 7

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liquidity; asset pricing; system risk; Amihud measure

12.

Predictive Regressions: A Reduced-Bias Estimation Method

Downloads 909 (53,846)
Citation 20

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 388 (155,341)
Citation 1

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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 210 (294,258)
Citation 11

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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 149 (400,575)
Citation 8

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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 104 (531,580)

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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 58 (747,373)

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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 877 (56,608)
Citation 37

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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 770 (67,385)
Citation 78

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15.

Do Staggered Boards Affect Firm Value?

Number of pages: 49 Posted: 07 Apr 2017 Last Revised: 30 Jun 2017
Yakov Amihud, Markus Schmid and Steven Davidoff Solomon
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 683 (78,764)
Citation 4

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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 639 (85,659)
Citation 9

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staggered board, classified board, corporate governance, antitakeover measures

17.

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
Yakov Amihud, Allaudeen Hameed, Wenjin Kang and Huiping Zhang
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 601 (92,681)
Citation 77

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Illiquidity Premium, International Markets, Commonality in Illiquidity Premium

18.

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
Yakov Amihud, Markus Schmid and Steven Davidoff Solomon
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 556 (102,266)
Citation 8

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

19.

Corporate resiliency and the choice between financial and operational hedging *

NYU Stern School of Business Forthcoming
Number of pages: 64 Posted: 26 Feb 2021 Last Revised: 24 Jun 2024
Viral V. Acharya, Viral V. Acharya, Heitor Almeida, Yakov Amihud and Ping Liu
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 548 (104,157)
Citation 2

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financial default, operational default, resilience, liquidity, risk management, inventory, supply chains JEL: G31, G32, G33

20.

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

Downloads 540 (106,067)
Citation 5

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 317 (193,920)

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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 120 (476,689)
Citation 3

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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 64 (711,620)

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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 39 (887,991)
Citation 2

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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

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

21.

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 514 (112,686)
Citation 31

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Initial public offerings, IPO underpricing

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 472 (124,824)
Citation 11

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23.

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 418 (144,173)
Citation 17

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Trading fragmentation; market microstructure; value of liquidity.

24.

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
Yakov Amihud, Marcel Kahan and Rangarajan K. Sundaram
New York University - Stern School of Business, New York University School of Law and New York University (NYU) - Department of Finance
Downloads 404 (149,976)

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25.

Allocations, Adverse Selection and Cascades in Ipos Evidence from Israel

Downloads 316 (196,136)

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 199 (309,612)

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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 117 (486,237)

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26.

The Foundations of Freezeout Laws in Takeovers

Downloads 303 (205,211)
Citation 3

The Foundations of Freezeout Laws in Takeovers

NYU Working Paper No. FIN-02-009
Number of pages: 31 Posted: 03 Nov 2008
Yakov Amihud, Marcel Kahan and Rangarajan K. Sundaram
New York University - Stern School of Business, New York University School of Law and New York University (NYU) - Department of Finance
Downloads 199 (309,612)

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The Foundations of Freezeout Laws in Takeovers

NYU Working Paper No. S-CG-02-04
Number of pages: 32 Posted: 04 Nov 2008
Yakov Amihud, Marcel Kahan and Rangarajan K. Sundaram
New York University - Stern School of Business, New York University School of Law and New York University (NYU) - Department of Finance
Downloads 104 (531,580)
Citation 3

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27.

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

Downloads 282 (221,202)

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 172 (353,850)

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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 110 (509,771)

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28.

Liquidity Spillovers: Evidence from Two-Step Spinoffs

Number of pages: 59 Posted: 11 Feb 2021 Last Revised: 15 Mar 2022
Yakov Amihud, Sahn-Wook Huh and Avanidhar Subrahmanyam
New York University - Stern School of Business, The State University of New York (SUNY) at Buffalo - School of Management and University of California, Los Angeles (UCLA) - Finance Area
Downloads 262 (238,321)

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liquidity, asset pricing, spinoffs

29.

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 233 (267,685)

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

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 161 (374,991)

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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 141 (418,178)

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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 128 (451,244)
Citation 19

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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 49 (789,605)

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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
Yakov Amihud, Haim Mendelson and Lasse Heje Pedersen
New York University - Stern School of Business, Stanford University - Stanford Graduate School of Business and AQR Capital Management, LLC
Downloads 22 (1,031,436)
Citation 62
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35.

Efficiency or Resiliency? Corporate Choice between Financial and Operational Hedging

CEPR Discussion Paper No. DP15885
Number of pages: 74 Posted: 15 Mar 2021
Viral V. Acharya, Viral V. Acharya, Heitor Almeida, Yakov Amihud and Ping Liu
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 9 (1,190,952)
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36.

Corporate Resiliency and the Choice between Financial and Operational Hedging

NBER Working Paper No. w33340
Number of pages: 66 Posted: 07 Jan 2025
Viral V. Acharya, Viral V. Acharya, Heitor Almeida, Yakov Amihud and Ping Liu
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 7 (1,213,781)
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37.

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

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C32, G12

38.

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

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Market efficiency, liquidity risk premia, asset prices

39.

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

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40.

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

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41.

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

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42.

A High-Low Ratio Test for Geometric Brownian Motion

Number of pages: 16
Yakov Amihud and Clifford Hurvich
New York University - Stern School of Business and New York University (NYU) - Leonard N. Stern School of Business
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