A
Allaudeen Hameed
Researcher at National University of Singapore
Publications - 57
Citations - 6003
Allaudeen Hameed is an academic researcher from National University of Singapore. The author has contributed to research in topics: Stock (geology) & Market liquidity. The author has an hindex of 27, co-authored 54 publications receiving 5454 citations. Previous affiliations of Allaudeen Hameed include Hong Kong University of Science and Technology.
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Market States and Momentum
TL;DR: In this article, the authors test overreaction theories of short-run momentum and long-run reversal in the cross section of stock returns and find that macroeconomic factors are unable to explain momentum profits after simple methodological adjustments to take account of microstructure concerns.
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Market States and Momentum
TL;DR: In this article, the authors test overreaction theories of short-run momentum and long-run reversal in the cross section of stock returns and find that macroeconomic factors are unable to explain momentum profits.
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Stock Price Synchronicity and Analyst Coverage in Emerging Markets
Allaudeen Hameed,Kalok Chan +1 more
TL;DR: In this article, the authors examined the relationship between the stock price synchronicity and analyst activity in emerging markets and found that returns on high analyst-following portfolio lead returns on low analyst following portfolio more than vice versa.
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Stock Price Synchronicity and Analyst Coverage in Emerging Markets
Kalok Chan,Allaudeen Hameed +1 more
TL;DR: In this article, the authors examined the relation between the stock price synchronicity and analyst activity in emerging markets and found that securities which are covered by more analysts incorporate greater (lesser) market-wide (firm-specific) information.
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Stock Market Declines and Liquidity
TL;DR: In this article, the authors explore empirically what happens to market liquidity after large market declines and whether supply effects exist in equity markets and find that negative market returns decrease stock liquidity, especially during times of tightness in the funding market.