Citation Impact
Citing Papers
A Reconsideration of the Risk Sensitivity of U.S. Banking Organization Subordinated Debt Spreads: A Sample Selection Approach
2004
Measuring Treasury Market Liquidity
2001
Illiquidity and stock returns: cross-section and time-series effects
2002 Standout
Can the Market Add and Subtract? Mispricing in Tech Stock Carve‐outs
2003 StandoutNobel
Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities
2000
Liquidity and Asset Prices
2005
Measuring Treasury Market Liquidity
2001
Oligopoly, uncertainty and strategic forward transactions
1992
Politically connected CEOs, corporate governance, and Post-IPO performance of China's newly partially privatized firms☆
2007 Standout
Asset pricing with liquidity risk
2005 Standout
Foreign institutional ownership and stock market liquidity: Evidence from Indonesia
2009 Standout
Comparing possible proxies of corporate bond liquidity
2004
Globalization and commoditization: The transformation of the seafood market
2017 Standout
Liquidity Risk and Expected Stock Returns
2003 Standout
Liquidity and stock returns in emerging equity markets
2003
The on-the-run liquidity phenomenon
2009
The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market
2005
Continuous Trading or Call Auctions: Revealed Preferences of Investors at the Tel Aviv Stock Exchange
2002
Inside and Outside Liquidity
2011 StandoutNobel
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
2008 Standout
The determinants of trading volume of high-yield corporate bonds
2000
The bond/old-bond spread
2002
Mandatory IFRS Reporting around the World: Early Evidence on the Economic Consequences
2008 Standout
Initial evidence on the market impact of the XBRL mandate
2014 Standout
Underpricing and long-term performance of IPOs in China
2003
Measuring Liquidity in the Greek Government Securities Market
2005
Did option traders anticipate the crash? Evidence from volatility smiles in the U.K. with U.S. comparisons
1996
An Engine, Not a Camera
2006 Standout
Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs
2000 StandoutNobel
The Importance of Climate Risks for Institutional Investors
2019 Standout
The effect of pro-environmental preferences on bond prices: Evidence from green bonds
2018 Standout
Real Flexibility and Financial Structure: An Empirical Analysis
2003
Measuring the liquidity impact on EMU government bond prices
2006
Evidence of chaos in commodity futures prices
1992
Do Call Prices and the Underlying Stock Always Move in the Same Direction?
2000
Hedging performance of shrimp futures contracts with multiple deliverable grades
1999
Climate Risk and Capital Structure
2019
Forecasting stock market movement direction with support vector machine
2004 Standout
Public Provision of Private Liquidity: Evidence from the Millennium Date Change
2005
Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities
2003
Securitisation and Financial Stability
2009 Standout
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
2006 Standout
Market Liquidity and Funding Liquidity
2008 Standout
Constructing a Market, Performing Theory: The Historical Sociology of a Financial Derivatives Exchange
2003 Standout
Bank-specific, industry-specific and macroeconomic determinants of bank profitability
2006 Standout
Market-Based Corrective Actions
2009 Standout
Transmission Rights and Market Power on Electric Power Networks
2000 StandoutNobel
Do shareholders benefit from green bonds?
2018 Standout
Reliability and Competitive Electricity Markets
2004 StandoutNobel
Sovereign risk premiums in the European government bond market
2012 Standout
The Cross‐Section of Volatility and Expected Returns
2006 Standout
Works of Avraham Kamara being referenced
Operating Leverage, Profitability, and Capital Structure
2018
Liquidity, Taxes, and Short-Term Treasury Yields
1994
Daily and Intradaily Tests of European Put-Call Parity
1995
Production Flexibility, Stochastic Separation, Hedging, and Futures Prices
1993
Optimal Hedging in Futures Markets with Multiple Delivery Specifications
1987
The Relation Between Default‐Free Interest Rates and Expected Economic Growth Is Stronger Than You Think
1997
Issues in futures markets: A survey
1982