Author Page for Avraham Kamara

Operating Leverage, Profitability and Capital Structure

CICF 2013 Shanghai, China; EFA 2013, Cambridge UK; 24th CFEA (Kenan-Flagler Business School)

Number of pages: 41 Posted: 31 Jan 2013 Last Revised: 22 Oct 2017

Zhiyao Chen, Jarrad Harford and Avraham Kamara

Lingnan University - Department of Finance and Insurance, University of Washington and University of Washington - Michael G. Foster School of Business

Downloads 1,854 (13,846)

Citation 15

Abstract:

2.

The Systematic Risk of Idiosyncratic Volatility

Number of pages: 45 Posted: 05 Aug 2011 Last Revised: 13 Apr 2014

Jefferson Duarte, Avraham Kamara, Stephan Siegel and Celine Sun

Rice University, University of Washington - Michael G. Foster School of Business, University of Washington - Michael G. Foster School of Business and Wealthfront, Inc.

Downloads 1,177 (27,445)

Citation 10

Abstract:

3.

Horizon Pricing

Journal of Financial and Quantitative Analysis (JFQA), 51 (December 2016), 1769-1793.

Number of pages: 59 Posted: 22 Jul 2012 Last Revised: 21 Jun 2018

Avraham Kamara, Robert A. Korajczyk, Xiaoxia Lou and Ronnie Sadka

University of Washington - Michael G. Foster School of Business, Northwestern University - Kellogg School of Management, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management

Downloads 1,048 (32,009)

Citation 19

Abstract:

Horizon Pricing

Posted: 14 Jul 2012 Last Revised: 06 Mar 2013

Avraham Kamara, Robert A. Korajczyk, Xiaoxia Lou and Ronnie Sadka

University of Washington - Michael G. Foster School of Business, Northwestern University - Kellogg School of Management, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management

Abstract:

4.

The Divergence of Liquidity Commonality in the Cross-Section of Stocks

Number of pages: 52 Posted: 09 Nov 2006 Last Revised: 19 May 2018

Avraham Kamara, Xiaoxia Lou and Ronnie Sadka

University of Washington - Michael G. Foster School of Business, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management

Downloads 794 (47,649)

Citation 15

Abstract:

5.

The Cross-Section of Volatility and Expected Returns: Then and Now

Number of pages: 51 Posted: 26 Sep 2019

Andrew L. Detzel, Jefferson Duarte, Avraham Kamara, Stephan Siegel and Celine Sun

Baylor University - Hankamer School of Business, Rice University, University of Washington - Michael G. Foster School of Business, University of Washington - Michael G. Foster School of Business and Wealthfront, Inc.

Downloads 463 (94,792)

Citation 4

Abstract:

6.

The Structure of Information Release and the Factor Structure of Returns

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 74 Posted: 12 May 2016 Last Revised: 14 Feb 2017

Thomas Gilbert, Christopher M. Hrdlicka and Avraham Kamara

University of Washington - Department of Finance and Business Economics, University of Washington - Michael G. Foster School of Business and University of Washington - Michael G. Foster School of Business

Downloads 418 (107,125)

Citation 1

Abstract:

7.

Market Design and the Efficiency of a Stock Market Under Liquidity Stress

Number of pages: 66 Posted: 21 Mar 2009

Shmuel Hauser, Itzhak Shurki and Avraham Kamara

Ben-Gurion University of the Negev - School of Management, Israel Securities Authority and University of Washington - Michael G. Foster School of Business

Downloads 189 (240,575)

Citation 1

Abstract:

8.

The Nontradability Premium of Derivatives Contracts

Journal of Business, Vol. 79, No. 5, September 2006

Number of pages: 48 Posted: 13 Jun 2005

Rafi (Rafael) Eldor, Shmuel Hauser, Michael Kahn and Avraham Kamara

Interdisciplinary Center (IDC) Herzliya - Arison School of Business, Ben-Gurion University of the Negev - School of Management, Independent and University of Washington - Michael G. Foster School of Business

Downloads 118 (351,579)

Abstract:

9.

Has the US Stock Market Become More Vulnerable Over Time?

Number of pages: 24 Posted: 02 Nov 2012

Avraham Kamara, Xiaoxia Lou and Ronnie Sadka

University of Washington - Michael G. Foster School of Business, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management

Downloads 106 (379,037)

Citation 3

Abstract:

10.

Yes, the Composition of the Market Portfolio Matters: The Estimated Cost of Equity

Financial Management, Forthcoming

Posted: 27 Dec 2017

Avraham Kamara and Lance A. Young

University of Washington - Michael G. Foster School of Business and University of Washington - Department of Finance and Business Economics

Abstract:

11.

Short-Horizon Beta or Long-Horizon Alpha?

Journal of Portfolio Management, Vol. 45, No. 1, (Fall 2018): 96-105.

Posted: 29 Dec 2016 Last Revised: 02 Nov 2018

Avraham Kamara, Robert A. Korajczyk, Xiaoxia Lou and Ronnie Sadka

University of Washington - Michael G. Foster School of Business, Northwestern University - Kellogg School of Management, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management

Abstract:

12.

Has the U.S. Stock Market Become More Vulnerable Over Time?

Financial Analysts Journal, Vol. 66, No. 1, 2010

Posted: 18 Feb 2010

Avraham Kamara, Xiaoxia Lou and Ronnie Sadka

University of Washington - Michael G. Foster School of Business, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management

Abstract:

13.

Conditional Time-Varying Interest Rate Risk Premium: Evidence from the Treasury Bill Futures Market

Journal of Money, Credit, and Banking, Forthcoming

Posted: 16 Aug 2005

Alan C. Hess and Avraham Kamara

University of Washington - Michael G. Foster School of Business and University of Washington - Michael G. Foster School of Business

Abstract:

14.

Daily and Intradaily Tests of European Put-Call Parity

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, Vol 30 No 4, December 1995

Posted: 24 Aug 1998

Avraham Kamara, Thomas W. Miller and Thomas W. Miller

University of Washington - Michael G. Foster School of Business and Mississippi State University - College of BusinessSaint Louis University - Department of Finance

Abstract:

15.

New Evidence on the Monday Seasonal in Stock Returns

J. OF BUSINESS, Vol. 70 No. 1, January 1997

Posted: 26 Mar 1997

Avraham Kamara

University of Washington - Michael G. Foster School of Business

Avraham Kamara

University of Washington - Michael G. Foster School of Business

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Scholarly Papers (15)

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