D-Index & Metrics Best Publications

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 52 Citations 23,706 93 World Ranking 756 National Ranking 498

Overview

What is he best known for?

The fields of study he is best known for:

  • Finance
  • Statistics
  • Microeconomics

His scientific interests lie mostly in Market liquidity, Financial economics, Market maker, Stock exchange and Liquidity risk. His studies link Econometrics with Financial economics. In the field of Econometrics, his study on Investment theory overlaps with subjects such as Yield spread.

Haim Mendelson has researched Market maker in several fields, including Efficient-market hypothesis, Poisson distribution, Profit, Supply and demand and Monopolistic competition. His research integrates issues of Stock market bubble and Monetary economics in his study of Stock exchange. Haim Mendelson does research in Liquidity risk, focusing on Liquidity premium specifically.

His most cited work include:

  • Asset pricing and the bid-ask spread (3785 citations)
  • Dealership market: Market-making with inventory☆ (787 citations)
  • Trading Mechanisms and Stock Returns: An Empirical Investigation (671 citations)

What are the main themes of his work throughout his whole career to date?

Market liquidity, Microeconomics, Financial economics, Monetary economics and Industrial organization are his primary areas of study. The various areas that he examines in his Market liquidity study include Capital asset pricing model, Asset and Financial system. His research in Microeconomics intersects with topics in Valuation and Operations research.

His Financial economics research is multidisciplinary, incorporating elements of Econometrics, Stock exchange, Market microstructure and Market maker. His Liquidity risk research focuses on Liquidity premium in particular. His study looks at the relationship between Consumption-based capital asset pricing model and fields such as Arbitrage pricing theory, as well as how they intersect with chemical problems.

He most often published in these fields:

  • Market liquidity (21.01%)
  • Microeconomics (17.65%)
  • Financial economics (15.97%)

What were the highlights of his more recent work (between 2009-2019)?

  • Capital asset pricing model (9.24%)
  • Market liquidity (21.01%)
  • Bullwhip effect (3.36%)

In recent papers he was focusing on the following fields of study:

The scientist’s investigation covers issues in Capital asset pricing model, Market liquidity, Bullwhip effect, Bullwhip and Econometrics. His Capital asset pricing model study combines topics from a wide range of disciplines, such as Liquidity risk and Asset. His Liquidity risk study typically links adjacent topics like Financial economics.

His study of Consumption-based capital asset pricing model is a part of Financial economics. His study on Asset also encompasses disciplines like

  • Expected return which intersects with area such as Liquidity crisis,
  • Restricted stock, Bond and Hedge fund most often made with reference to Monetary economics. His Bullwhip effect research is multidisciplinary, incorporating perspectives in Volatility, Production and Smoothing.

Between 2009 and 2019, his most popular works were:

  • Information Transmission and the Bullwhip Effect: An Empirical Investigation (133 citations)
  • Information Goods vs. Industrial Goods: Cost Structure and Competition (81 citations)
  • Market Liquidity: Asset Pricing, Risk, and Crises (41 citations)

In his most recent research, the most cited papers focused on:

  • Finance
  • Statistics
  • Microeconomics

Haim Mendelson mainly investigates Industrial organization, Sample, Bullwhip effect, Bullwhip and Microeconomics. His study in Industrial organization is interdisciplinary in nature, drawing from both Structural estimation and Price discrimination. His Sample study combines topics in areas such as Smoothing, Production and Econometrics.

His biological study spans a wide range of topics, including Volatility, Estimator, Lead time and Standard deviation. Specifically, his work in Microeconomics is concerned with the study of Market segmentation.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Asset pricing and the bid-ask spread

Yakov Amihud;Yakov Amihud;Haim Mendelson.
Journal of Financial Economics (1986)

7818 Citations

Dealership market: Market-making with inventory☆

Yakov Amihud;Yakov Amihud;Haim Mendelson.
Journal of Financial Economics (1980)

1548 Citations

Trading Mechanisms and Stock Returns: An Empirical Investigation

Yakov Amihud;Haim Mendelson.
Journal of Finance (1987)

1211 Citations

Liquidity and Asset Prices

Yakov Amihud;Haim Mendelson;Lasse Heje Pedersen.
(2005)

1030 Citations

Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange

Yakov Amihud;Haim Mendelson;Beni Lauterbach.
Journal of Financial Economics (1997)

924 Citations

The Effects of Beta, Bid-Ask Spread, Residual Risk, and Size on Stock Returns

Yakov Amihud;Haim Mendelson.
Journal of Finance (1989)

804 Citations

Optimal incentive-compatible priority pricing for the M/M/1 queue

Haim Mendelson;Seungjin Whang.
Operations Research (1990)

735 Citations

Liquidity, Maturity, and the Yields on U.S. Treasury Securities

Yakov Amihud;Haim Mendelson.
Journal of Finance (1991)

647 Citations

Liquidity and Asset Prices: Financial Management Implications

Yakov Amihud;Haim Mendelson.
Financial Management (1988)

517 Citations

Liquidity and Stock Returns

Yakov Amihud;Haim Mendelson.
Financial Analysts Journal (1986)

506 Citations

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