Avraham Kamara

1.9k total citations
43 papers, 1.3k citations indexed

About

Avraham Kamara is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Avraham Kamara has authored 43 papers receiving a total of 1.3k indexed citations (citations by other indexed papers that have themselves been cited), including 35 papers in Finance, 22 papers in Economics and Econometrics and 10 papers in General Economics, Econometrics and Finance. Recurrent topics in Avraham Kamara's work include Financial Markets and Investment Strategies (31 papers), Market Dynamics and Volatility (15 papers) and Monetary Policy and Economic Impact (10 papers). Avraham Kamara is often cited by papers focused on Financial Markets and Investment Strategies (31 papers), Market Dynamics and Volatility (15 papers) and Monetary Policy and Economic Impact (10 papers). Avraham Kamara collaborates with scholars based in United States, Norway and Israel. Avraham Kamara's co-authors include Xiaoxia Lou, Ronnie Sadka, Thomas W. Miller, Zhiyao Chen, Jarrad Harford, Andrew F. Siegel, Robert A. Korajczyk, Jennifer L. Koski, Alan C. Hess and Stephan Siegel and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Review of Financial Studies.

In The Last Decade

Avraham Kamara

43 papers receiving 1.2k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Avraham Kamara United States	15	1.1k	694	471	206	98	43	1.3k
R. Burt Porter United States	5	841 0.7×	474 0.7×	524 1.1×	94 0.5×	147 1.5×	8	986
Y. Peter Chung United States	14	1.3k 1.1×	806 1.2×	551 1.2×	278 1.3×	159 1.6×	38	1.5k
Avi Wohl Israel	15	676 0.6×	434 0.6×	460 1.0×	100 0.5×	68 0.7×	33	874
Nuttawat Visaltanachoti New Zealand	16	757 0.7×	689 1.0×	300 0.6×	234 1.1×	73 0.7×	82	1.0k
Jakub W. Jurek United States	13	1.3k 1.1×	752 1.1×	324 0.7×	262 1.3×	43 0.4×	16	1.4k
Andrew C. Szakmary United States	16	872 0.8×	916 1.3×	250 0.5×	471 2.3×	63 0.6×	24	1.2k
Edward Simpson Prescott United States	14	537 0.5×	420 0.6×	276 0.6×	88 0.4×	67 0.7×	61	768
Tyler Muir United States	13	1.4k 1.3×	975 1.4×	427 0.9×	324 1.6×	90 0.9×	26	1.6k
William R. Keeton United States	13	757 0.7×	559 0.8×	449 1.0×	200 1.0×	53 0.5×	36	975
Christoph Memmel Germany	18	1.0k 0.9×	544 0.8×	437 0.9×	185 0.9×	56 0.6×	68	1.2k

Countries citing papers authored by Avraham Kamara

Since Specialization

Citations

This map shows the geographic impact of Avraham Kamara's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Avraham Kamara with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Avraham Kamara more than expected).

Fields of papers citing papers by Avraham Kamara

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Avraham Kamara. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Avraham Kamara. The network helps show where Avraham Kamara may publish in the future.

Co-authorship network of co-authors of Avraham Kamara

This figure shows the co-authorship network connecting the top 25 collaborators of Avraham Kamara. A scholar is included among the top collaborators of Avraham Kamara based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Avraham Kamara. Avraham Kamara is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Detzel, Andrew L., et al.. (2023). The Cross-Section of Volatility and Expected Returns: Then and Now. RePEc: Research Papers in Economics. 12(1-4). 9–56. 4 indexed citations

Kamara, Avraham & Lance A. Young. (2017). Yes, the Composition of the Market Portfolio Matters: The Estimated Cost of Equity. Financial Management. 47(4). 911–929. 3 indexed citations

Kamara, Avraham, Robert A. Korajczyk, Xiaoxia Lou, & Ronnie Sadka. (2016). Horizon Pricing. Journal of Financial and Quantitative Analysis. 51(6). 1769–1793. 61 indexed citations

Gilbert, Thomas, Christopher M. Hrdlicka, & Avraham Kamara. (2013). Information Release and the Fit of the Fama-French Model. SSRN Electronic Journal. 1 indexed citations

Chen, Zhiyao, Jarrad Harford, & Avraham Kamara. (2013). Operating Inflexibility, Profitability and Capital Structure. SSRN Electronic Journal. 6 indexed citations

Hauser, Shmuel, et al.. (2012). The effects of randomizing the opening time on the performance of a stock market under stress. Journal of Financial Markets. 15(4). 392–415. 8 indexed citations

Duarte, Jefferson, et al.. (2011). The Common Component of Idiosyncratic Volatility. SSRN Electronic Journal. 2 indexed citations

Kamara, Avraham, Xiaoxia Lou, & Ronnie Sadka. (2009). Has the U.S. Stock Market Become More Vulnerable over Time?. Financial Analysts Journal. 66(1). 41–52. 14 indexed citations

Hauser, Shmuel, et al.. (2009). Market Design and the Efficiency of a Stock Market Under Liquidity Stress. SSRN Electronic Journal. 1 indexed citations

10.

Eldor, Rafi, et al.. (2006). The Nontradability Premium of Derivatives Contracts*. The Journal of Business. 79(4). 2067–2097. 1 indexed citations

11.

Hess, Alan C. & Avraham Kamara. (2005). Conditional Time-Varying Interest Rate Risk Premium: Evidence from the Treasury Bill Futures Market. Project Muse (Johns Hopkins University). 2 indexed citations

12.

Kamara, Avraham & Jennifer L. Koski. (2001). Volatility, autocorrelations, and trading activity after stock splits. Journal of Financial Markets. 4(2). 163–184. 30 indexed citations

13.

Kamara, Avraham. (1997). New Evidence on the Monday Seasonal in Stock Returns. SSRN Electronic Journal. 11 indexed citations

14.

Kamara, Avraham. (1997). The Relation Between Default-Free Interest Rates and Expected Economic Growth Is Stronger Than You Think. The Journal of Finance. 52(4). 1681–1681. 3 indexed citations

15.

Kamara, Avraham & Thomas W. Miller. (1995). Daily and Intradaily Tests of European Put-Call Parity. Journal of Financial and Quantitative Analysis. 30(4). 519–519. 115 indexed citations

16.

Kamara, Avraham. (1990). Delivery Uncertainty and the Efficiency of Futures Markets. Journal of Financial and Quantitative Analysis. 25(1). 45–45. 12 indexed citations

17.

Kamara, Avraham. (1990). Forecasting accuracy and development of a financial market: The treasury bill futures market. Journal of Futures Markets. 10(4). 397–405. 8 indexed citations

18.

Kamara, Avraham. (1988). Market Trading Structures and Asset Pricing: Evidence from the Treasury-Bill Markets. Review of Financial Studies. 1(4). 357–375. 50 indexed citations

19.

Kamara, Avraham & Andrew F. Siegel. (1987). Optimal Hedging in Futures Markets with Multiple Delivery Specifications. The Journal of Finance. 42(4). 1007–1007. 9 indexed citations

20.

Kamara, Avraham. (1986). Equilibrium and efficiency in futures markets with delivery risk. University Microfilms International eBooks. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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