Y
Yakov Amihud
Researcher at New York University
Publications - 140
Citations - 33068
Yakov Amihud is an academic researcher from New York University. The author has contributed to research in topics: Market liquidity & Liquidity risk. The author has an hindex of 55, co-authored 140 publications receiving 30426 citations. Previous affiliations of Yakov Amihud include Tel Aviv University & University of Michigan.
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Creditor Rights and Corporate Risk-Taking
TL;DR: This article analyzed the link between creditor rights and firms' investment policies and found that stronger creditor rights induce greater propensity of firms to engage in diversifying acquisitions, which result in poorer operating and stock-market abnormal performance.
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Liquidity and Asset Prices: Financial Management Implications
Yakov Amihud,Haim Mendelson +1 more
TL;DR: The JSTOR Archive as mentioned in this paper is a trusted digital repository providing for long-term preservation and access to leading academic journals and scholarly literature from around the world, which is supported by libraries, scholarly societies, publishers and foundations.
Journal ArticleDOI
Liquidity and Stock Returns
Yakov Amihud,Haim Mendelson +1 more
TL;DR: In this paper, the authors present a model of Liquidity and Stock Returns for the stock market, which is based on the concept of liquidity and stock returns, and show that stock returns are positively correlated with liquidity.
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Mutual Fund's R^2 as Predictor of Performance
Yakov Amihud,Ruslan Goyenko +1 more
TL;DR: It is proposed that fund performance can be predicted by its R-super-2, obtained from a regression of its returns on a multifactor benchmark model, and it significantly predicts better performance.
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Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market
Yakov Amihud,Haim Mendelson +1 more
TL;DR: In this paper, Amihud and Mendelson studied the effect of the trading mechanism and the time at which transactions take place on the behavior of stock returns using data from Japan.