Yakov Amihud

Names

Identifer

Contact

Affiliations

• New York University (NYU) / Stern School of Business / Finance Department
  • EDIRC entry
  • location:

Research profile

author of:

• The Liquidity Route To A Lower Cost Of Capital
  Journal of Applied Corporate Finance, Morgan Stanley (2000)
  by Yakov Amihud & Haim Mendelson
  (ReDIF-article, bla:jacrfn:v:12:y:2000:i:4:p:8-25)
• An Institutional Innovation To Reduce The Agency Costs Of Public Corporate Bonds
  Journal of Applied Corporate Finance, Morgan Stanley (2000)
  by Yakov Amihud & Kenneth Garbade & Marcel Kahan
  (ReDIF-article, bla:jacrfn:v:13:y:2000:i:1:p:114-121)
• Liquidity, the Value of the Firm, and Corporate Finance
  Journal of Applied Corporate Finance, Morgan Stanley (2008)
  by Yakov Amihud & Haim Mendelson
  (ReDIF-article, bla:jacrfn:v:20:y:2008:i:2:p:32-45)
• Liquidity, the Value of the Firm, and Corporate Finance
  Journal of Applied Corporate Finance, Morgan Stanley (2012)
  by Yakov Amihud & Haim Mendelson
  (ReDIF-article, bla:jacrfn:v:24:y:2012:i:1:p:17-32)
• Stock Liquidity and the Cost of Equity Capital in Global Markets
  Journal of Applied Corporate Finance, Morgan Stanley (2015)
  by Yakov Amihud & Allaudeen Hameed & Wenjin Kang & Huiping Zhang
  (ReDIF-article, bla:jacrfn:v:27:y:2015:i:4:p:68-74)
• Do Staggered Boards Matter for Firm Value?
  Journal of Applied Corporate Finance, Morgan Stanley (2018)
  by Yakov Amihud & Markus Schmid & Steven Davidoff Solomon
  (ReDIF-article, bla:jacrfn:v:30:y:2018:i:4:p:61-77)
• General Risk Aversion and Attitude towards Risk
  Journal of Finance, American Finance Association (1980)
  by Amihud, Yakov
  (ReDIF-article, bla:jfinan:v:35:y:1980:i:3:p:685-91)
• Trading Mechanisms and Stock Returns: An Empirical Investigation
  Journal of Finance, American Finance Association (1987)
  by Amihud, Yakov & Mendelson, Haim
  (ReDIF-article, bla:jfinan:v:42:y:1987:i:3:p:533-53)
• Corporate Control and the Choice of Investment Financing: The Case of Corporate Acquisitions
  Journal of Finance, American Finance Association (1990)
  by Amihud, Yakov & Lev, Baruch & Travlos, Nickolaos G
  (ReDIF-article, bla:jfinan:v:45:y:1990:i:2:p:603-16)
• Liquidity, Maturity, and the Yields on U.S. Treasury Securities
  Journal of Finance, American Finance Association (1991)
  by Amihud, Yakov & Mendelson, Haim
  (ReDIF-article, bla:jfinan:v:46:y:1991:i:4:p:1411-25)
• Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market
  Journal of Finance, American Finance Association (1991)
  by Amihud, Yakov & Mendelson, Haim
  (ReDIF-article, bla:jfinan:v:46:y:1991:i:5:p:1765-89)
• Dividends, Taxes, and Signaling: Evidence from Germany
  Journal of Finance, American Finance Association (1997)
  by Amihud, Yakov & Murgia, Maurizio
  (ReDIF-article, bla:jfinan:v:52:y:1997:i:1:p:397-408)
• Does corporate ownership structure affect its strategy towards diversification?
  Strategic Management Journal, Wiley Blackwell (1999)
  by Yakov Amihud & Baruch Lev
  (ReDIF-article, bla:stratm:v:20:y:1999:i:11:p:1063-1069)
• Creditor Rights and Corporate Risk-taking
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008)
  by Acharya, Viral & Amihud, Yakov & Litov, Lubomir P.
  (ReDIF-paper, cpr:ceprdp:6697)
• Market Liquidity
  Cambridge Books, Cambridge University Press (2013)
  by Amihud,Yakov & Mendelson,Haim & Pedersen,Lasse Heje
  (ReDIF-book, cup:cbooks:9780521139656)
• Market Liquidity
  Cambridge Books, Cambridge University Press (2013)
  by Amihud,Yakov & Mendelson,Haim & Pedersen,Lasse Heje
  (ReDIF-book, cup:cbooks:9780521191760)
• A Note on Risk Aversion and Indifference Curves
  Journal of Financial and Quantitative Analysis, Cambridge University Press (1977)
  by Amihud, Yakov
  (ReDIF-article, cup:jfinqa:v:12:y:1977:i:03:p:509-513_02)
• A Note on Fisher Hypothesis and Price Level Uncertainty
  Journal of Financial and Quantitative Analysis, Cambridge University Press (1977)
  by Amihud, Y. & Barnea, A.
  (ReDIF-article, cup:jfinqa:v:12:y:1977:i:03:p:525-530_02)
• The Value of Trading Consolidation: Evidence from the Exercise of Warrants
  Journal of Financial and Quantitative Analysis, Cambridge University Press (2003)
  by Amihud, Yakov & Lauterbach, Beni & Mendelson, Haim
  (ReDIF-article, cup:jfinqa:v:38:y:2003:i:04:p:829-846_00)
• Predictive Regressions: A Reduced-Bias Estimation Method
  Journal of Financial and Quantitative Analysis, Cambridge University Press (2004)
  by Amihud, Yakov & Hurvich, Clifford M.
  (ReDIF-article, cup:jfinqa:v:39:y:2004:i:04:p:813-841_00)
• The Declining Information Content of Dividend Announcements and the Effects of Institutional Holdings
  Journal of Financial and Quantitative Analysis, Cambridge University Press (2006)
  by Amihud, Yakov & Li, Kefei
  (ReDIF-article, cup:jfinqa:v:41:y:2006:i:03:p:637-660_00)
• Trading mechanisms and value-discovery: Cross-national evidence and policy implications
  Carnegie-Rochester Conference Series on Public Policy, Elsevier (1991)
  by Amihud, Yakov & Mendelson, Haim
  (ReDIF-article, eee:crcspp:v:34:y:1991:i::p:105-130)
• Multiperiod sales-production decisions under uncertainty
  Journal of Economic Dynamics and Control, Elsevier (1983)
  by Amihud, Yakov & Mendelson, Haim
  (ReDIF-article, eee:dyncon:v:5:y:1983:i:1:p:249-265)
• Inflation 'news' and exchange rates
  Economics Letters, Elsevier (1983)
  by Amihud, Yakov & Kalay, Avner
  (ReDIF-article, eee:ecolet:v:12:y:1983:i:3-4:p:333-338)
• An empirical note on bond-yield uncertainty and the demand for money
  Economics Letters, Elsevier (1980)
  by Amihud, Yakov
  (ReDIF-article, eee:ecolet:v:5:y:1980:i:1:p:63-69)
• Unanticipated inflation and economic activity
  Economics Letters, Elsevier (1982)
  by Amihud, Yakov
  (ReDIF-article, eee:ecolet:v:9:y:1982:i:4:p:327-335)
• Predictive regression with order-p autoregressive predictors
  Journal of Empirical Finance, Elsevier (2010)
  by Amihud, Yakov & Hurvich, Clifford M. & Wang, Yi
  (ReDIF-article, eee:empfin:v:17:y:2010:i:3:p:513-525)
• Illiquidity and stock returns: cross-section and time-series effects
  Journal of Financial Markets, Elsevier (2002)
  by Amihud, Yakov
  (ReDIF-article, eee:finmar:v:5:y:2002:i:1:p:31-56)
• Inventory behaviour and market power: An empirical investigation
  International Journal of Industrial Organization, Elsevier (1989)
  by Amihud, Yakov & Medenelson, Haim
  (ReDIF-article, eee:indorg:v:7:y:1989:i:2:p:269-280)
• Market microstructure and price discovery on the Tokyo Stock Exchange
  Japan and the World Economy, Elsevier (1989)
  by Amihud, Yakov & Mendelson, Haim
  (ReDIF-article, eee:japwor:v:1:y:1989:i:4:p:341-370)
• Stock market microstructure and return volatility : Evidence from Italy
  Journal of Banking & Finance, Elsevier (1990)
  by Amihud, Yakov & Mendelson, Haim & Murgia, Maurizio
  (ReDIF-article, eee:jbfina:v:14:y:1990:i:2-3:p:423-440)
• Political news and stock prices: The case of Saddam Hussein contracts
  Journal of Banking & Finance, Elsevier (2004)
  by Amihud, Yakov & Wohl, Avi
  (ReDIF-article, eee:jbfina:v:28:y:2004:i:5:p:1185-1200)
• The forward exchange rate and the prediction of the future spot rate: Empirical evidence
  Journal of Banking & Finance, Elsevier (1981)
  by Agmon, Tamir & Amihud, Yakov
  (ReDIF-article, eee:jbfina:v:5:y:1981:i:3:p:425-437)
• `Managerialism', `ownerism' and risk
  Journal of Banking & Finance, Elsevier (1983)
  by Amihud, Yakov & Kamin, Jacob Y. & Ronen, Joshua
  (ReDIF-article, eee:jbfina:v:7:y:1983:i:2:p:189-196)
• Creditor rights and corporate risk-taking
  Journal of Financial Economics, Elsevier (2011)
  by Acharya, Viral V. & Amihud, Yakov & Litov, Lubomir
  (ReDIF-article, eee:jfinec:v:102:y:2011:i:1:p:150-166)
• Liquidity risk of corporate bond returns: conditional approach
  Journal of Financial Economics, Elsevier (2013)
  by Acharya, Viral V. & Amihud, Yakov & Bharath, Sreedhar T.
  (ReDIF-article, eee:jfinec:v:110:y:2013:i:2:p:358-386)
• The illiquidity premium: International evidence
  Journal of Financial Economics, Elsevier (2015)
  by Amihud, Yakov & Hameed, Allaudeen & Kang, Wenjin & Zhang, Huiping
  (ReDIF-article, eee:jfinec:v:117:y:2015:i:2:p:350-368)
• Do staggered boards harm shareholders?
  Journal of Financial Economics, Elsevier (2017)
  by Amihud, Yakov & Stoyanov, Stoyan
  (ReDIF-article, eee:jfinec:v:123:y:2017:i:2:p:432-439)
• Asset pricing and the bid-ask spread
  Journal of Financial Economics, Elsevier (1986)
  by Amihud, Yakov & Mendelson, Haim
  (ReDIF-article, eee:jfinec:v:17:y:1986:i:2:p:223-249)
• Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange
  Journal of Financial Economics, Elsevier (1997)
  by Amihud, Yakov & Mendelson, Haim & Lauterbach, Beni
  (ReDIF-article, eee:jfinec:v:45:y:1997:i:3:p:365-390)
• Allocations, adverse selection, and cascades in IPOs: Evidence from the Tel Aviv Stock Exchange
  Journal of Financial Economics, Elsevier (2003)
  by Amihud, Yakov & Hauser, Shmuel & Kirsh, Amir
  (ReDIF-article, eee:jfinec:v:68:y:2003:i:1:p:137-158)
• Dealership market : Market-making with inventory
  Journal of Financial Economics, Elsevier (1980)
  by Amihud, Yakov & Mendelson, Haim
  (ReDIF-article, eee:jfinec:v:8:y:1980:i:1:p:31-53)
• The effects of cross-border bank mergers on bank risk and value
  Journal of International Money and Finance, Elsevier (2002)
  by Amihud, Yakov & DeLong, Gayle L. & Saunders, Anthony
  (ReDIF-article, eee:jimfin:v:21:y:2002:i:6:p:857-877)
• Portfolio selection for managerial control
  Omega, Elsevier (1974)
  by Amihud, Y & Barnea, A
  (ReDIF-article, eee:jomega:v:2:y:1974:i:6:p:775-783)
• The output-inflation relationship : An inventory-adjustment approach
  Journal of Monetary Economics, Elsevier (1982)
  by Amihud, Yakov & Mendelson, Haim
  (ReDIF-article, eee:moneco:v:9:y:1982:i:2:p:163-184)
• Market Microstructure and Securities Values: Evidence From the Tel Aviv Stock Exchange
  New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- (1996)
  by Yakov Amihud & Haim Mendelson & Beni Lauterbach
  (ReDIF-paper, fth:nystfi:96-7)
• Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange
  New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- (1997)
  by Yakov Amihud & Haim Mendelson & Beni Lauterbach
  (ReDIF-paper, fth:nystfi:98-004)
• The Effect of Uncertainty in Input Quantities on the Optimal Expected Input Combination
  Management Science, INFORMS (1977)
  by Yakov Amihud
  (ReDIF-article, inm:ormnsc:v:23:y:1977:i:9:p:957-962)
• Optimal Consumption Policy under Uncertain Income
  Management Science, INFORMS (1982)
  by Haim Mendelson & Yakov Amihud
  (ReDIF-article, inm:ormnsc:v:28:y:1982:i:6:p:683-697)
• Stock and Bond Liquidity and its Effect on Prices and Financial Policies
  Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research (2006)
  by Yakov Amihud & Haim Mendelson
  (ReDIF-article, kap:fmktpm:v:20:y:2006:i:1:p:19-32)
• A Possible Error in the Expectations Theory: A Note
  Journal of Money, Credit and Banking, Blackwell Publishing (1979)
  by Amihud, Yakov
  (ReDIF-article, mcb:jmoncb:v:11:y:1979:i:2:p:243-45)
• A Possible Error in the Expectations Theory: A Rejoinder
  Journal of Money, Credit and Banking, Blackwell Publishing (1981)
  by Amihud, Yakov
  (ReDIF-article, mcb:jmoncb:v:13:y:1981:i:1:p:107-08)
• Relative Price Dispersion and Economic Shocks: An Inventory-Adjustment Approach
  Journal of Money, Credit and Banking, Blackwell Publishing (1982)
  by Amihud, Yakov & Mendelson, Haim
  (ReDIF-article, mcb:jmoncb:v:14:y:1982:i:3:p:390-98)
• Unexpected Inflation and Stock Returns Revisited--Evidence from Israel
  Journal of Money, Credit and Banking, Blackwell Publishing (1996)
  by Amihud, Yakov
  (ReDIF-article, mcb:jmoncb:v:28:y:1996:i:1:p:22-33)
• The Pricing of Illiquidity as a Characteristic and as Risk
  Multinational Finance Journal, Multinational Finance Journal (2015)
  by Yakov Amihud & Haim Mendelson
  (ReDIF-article, mfj:journl:v:19:y:2015:i:3:p:149-168)
• Creditor rights and corporate risk-taking
  NBER Working Papers, National Bureau of Economic Research, Inc (2009)
  by Viral V. Acharya & Yakov Amihud & Lubomir Litov
  (ReDIF-paper, nbr:nberwo:15569)
• Liquidity Risk of Corporate Bond Returns: A Conditional Approach
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by Viral V. Acharya & Yakov Amihud & Sreedhar T. Bharath
  (ReDIF-paper, nbr:nberwo:16394)
• Corporate Resiliency and the Choice Between Financial and Operational Hedging
  NBER Working Papers, National Bureau of Economic Research, Inc (2025)
  by Viral V. Acharya & Heitor Almeida & Yakov Amihud & Ping Liu
  (ReDIF-paper, nbr:nberwo:33340)
• Liquidity and Asset Prices
  Foundations and Trends(R) in Finance, now publishers (2006)
  by Amihud, Yakov & Mendelson, Haim & Pedersen, Lasse Heje
  (ReDIF-article, now:fntfin:0500000003)
• A Note on the Measurement of Technological Progress and Experience in Production
  American Journal of Agricultural Economics, Agricultural and Applied Economics Association (1977)
  by Yakov Amihud
  (ReDIF-article, oup:ajagec:v:59:y:1977:i:4:p:728-730.)
• Price Smoothing and Inventory
  The Review of Economic Studies, Review of Economic Studies Ltd (1983)
  by Yakov Amihud & Haim Mendelson
  (ReDIF-article, oup:restud:v:50:y:1983:i:1:p:87-98.)
• Multiple-Predictor Regressions: Hypothesis Testing
  The Review of Financial Studies, Society for Financial Studies (2009)
  by Yakov Amihud & Clifford M. Hurvich & Yi Wang
  (ReDIF-article, oup:rfinst:v:22:y:2009:i:1:p:413-434)
• Mutual Fund's R-super-2 as Predictor of Performance
  The Review of Financial Studies, Society for Financial Studies (2013)
  by Yakov Amihud & Ruslan Goyenko
  (ReDIF-article, oup:rfinst:v:26:y:2013:i:3:p:667-694)
• Liquidity and Asset Prices
  MPRA Paper, University Library of Munich, Germany (2005)
  by Amihud, Yakov & Mendelson, Haim & Pedersen, Lasse Heje
  (ReDIF-paper, pra:mprapa:24768)
• Risk Reduction as a Managerial Motive for Conglomerate Mergers
  Bell Journal of Economics, The RAND Corporation (1981)
  by Yakov Amihud & Baruch Lev
  (ReDIF-article, rje:bellje:v:12:y:1981:i:autumn:p:605-617)
• Settling the Staggered Board Debate
  Working Papers on Finance, University of St. Gallen, School of Finance (2017)
  by Amihud, Yakov & Schmid, Markus & Davidoff Solomon, Steven
  (ReDIF-paper, usg:sfwpfi:2017:13)
• Predictive Regressions: A Reduced-Bias Estimation Method
  Econometrics, University Library of Munich, Germany (2004)
  by Yakov Amihud & Clifford Hurvich
  (ReDIF-paper, wpa:wuwpem:0412008)
• Hypothesis Testing in Predictive Regressions
  Finance, University Library of Munich, Germany (2004)
  by Yakov Amihud & Clifford Hurvich & Yi Wang
  (ReDIF-paper, wpa:wuwpfi:0412022)