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Economics and Finance

D-Index
63
Citations
52358
World Ranking
660
National Ranking
415

Overview

Yakov Amihud is affiliated with New York University in the United States. Their research spans multiple fields including Economics, Econometrics and Finance, as well as Business, Management and Accounting. The scientist's work includes areas such as Finance, Accounting, Economics and Econometrics, Management Science and Operations Research, and Strategy and Management.

The research topics covered by Yakov Amihud include Financial Markets and Investment Strategies, Corporate Finance and Governance, Auditing, Earnings Management, Governance, Risk Management in Financial Firms, Insurance and Financial Risk Management, Financial Risk and Volatility Modeling, and Complex Systems and Time Series Analysis.

Yakov Amihud has published in several academic venues with a focus on financial and economic research. Frequent publication venues include:

  • SSRN Electronic Journal
  • Review of Financial Studies
  • Journal of Financial Markets
  • Öneri Dergisi

Some of the recent papers by Yakov Amihud are:

  • Illiquidity and Stock Returns II: Cross-section and Time-series Effects, 2020, Review of Financial Studies
  • The Effect of Stock Liquidity on the Firm's Investment and Production, 2022, Review of Financial Studies
  • The pricing of the illiquidity factor's conditional risk with time-varying premium, 2020, Journal of Financial Markets
  • ŞİRKET KONTROLÜ VE YATIRIM FİNANSMANI SEÇİMİ: ŞİRKET SATIN-ALMALARI VAKASI, 2020, Öneri Dergisi

The scientist has collaborated with various co-authors on multiple occasions. Frequent collaborators include:

  • Joonki Noh
  • Viral V. Acharya
  • Heitor Almeida
  • Ping Liu
  • Sahn-Wook Huh

Best Publications

  • Illiquidity and stock returns: cross-section and time-series effects $

    Yakov Amihud

  • Asset pricing and the bid-ask spread

    Yakov Amihud;Yakov Amihud;Haim Mendelson

  • Risk reduction as a managerial motive for conglomerate mergers

    Yakov Amihud;Baruch Lev

  • Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects*

    Unknown

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

    Yakov Amihud

  • Dealership market: Market-making with inventory☆

    Yakov Amihud;Yakov Amihud;Haim Mendelson

  • The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States

    Stephen R. Foerster;G. Andrew Karolyi

  • Trading Mechanisms and Stock Returns: An Empirical Investigation

    Yakov Amihud;Haim Mendelson

  • Liquidity and Asset Prices

    Yakov Amihud;Haim Mendelson;Lasse Heje Pedersen

  • Creditor rights and corporate risk-taking

    Viral V. Acharya;Yakov Amihud;Lubomir Litov

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

    Yakov Amihud;Haim Mendelson;Beni Lauterbach

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

    Yakov Amihud;Haim Mendelson

  • Corporate Control and the Choice of Investment Financing: The Case of Corporate Acquisitions

    Yakov Amihud;Baruch Lev;Nickolaos G. Travlos

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

    Yakov Amihud;Haim Mendelson

  • Mutual Fund's R2 as Predictor of Performance

    Yakov Amihud;Ruslan Goyenko

  • Liquidity and Stock Returns

    Yakov Amihud;Haim Mendelson

  • Liquidity and Asset Prices: Financial Management Implications

    Yakov Amihud;Haim Mendelson

  • Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market

    Yakov Amihud;Haim Mendelson

  • Liquidity, Asset Prices and Financial Policy

    Yakov Amihud;Haim Mendelson

  • The illiquidity premium: International evidence

    Yakov Amihud;Allaudeen Hameed;Wenjin Kang;Huiping Zhang

  • THE EFFECTS OF CROSS-BORDER BANK MERGERS ON BANK RISK AND VALUE

    Yakov Amihud;Gayle L. DeLong;Anthony Saunders

  • Liquidity risk of corporate bond returns: conditional approach

    Viral V. Acharya;Yakov Amihud;Sreedhar T. Bharath

  • Stock Market Declines and Liquidity

    Wenjin Kang;Allaudeen Hameed;S. Viswanathan

Frequent Co-Authors

Haim Mendelson
Haim Mendelson Stanford University
Lasse Heje Pedersen
Lasse Heje Pedersen Copenhagen Business School
Viral V. Acharya
Viral V. Acharya New York University
Baruch Lev
Baruch Lev New York University
Rangarajan K. Sundaram
Rangarajan K. Sundaram New York University
Avanidhar Subrahmanyam
Avanidhar Subrahmanyam University of California, Los Angeles
Anthony Saunders
Anthony Saunders New York University
Eli Bartov
Eli Bartov New York University
Peter R. Dodd
Peter R. Dodd University of Queensland
Robert A. Schwartz
Robert A. Schwartz Baruch College

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