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An empirical note on bond-yield uncertainty and the demand for money

Amihud, Yakov - In: Economics letters 5 (1980) 1, pp. 63-69

Persistent link: https://www.econbiz.de/10001830293

General risk aversion and attitude towards risk

Amihud, Yakov - In: The journal of finance : the journal of the American … 35 (1980) 3, pp. 685-691

Persistent link: https://www.econbiz.de/10001830298

Price-level uncertainty, indexation and employment

Amihud, Yakov - In: Southern economic journal 47 (1981) 3, pp. 776-787

Persistent link: https://www.econbiz.de/10001830353

M̕anagerialism,̕ o̕wnerism ̕and risk

Amihud, Yakov - In: Journal of banking & finance 7 (1983) 2, pp. 189-196

Persistent link: https://www.econbiz.de/10001830309

Multiperiod sales-production decisions under uncertainty

Amihud, Yakov; Mendelson, Haim - In: Journal of economic dynamics & control 5 (1983) 2/3, pp. 249-265

Persistent link: https://www.econbiz.de/10001830312

Risk reduction as a managerial motive for conglomerate mergers

Amihud, Yakov; Lev, Baruch - In: The Bell journal of economics 12 (1981) 2, pp. 605-617

Persistent link: https://www.econbiz.de/10001830372

The Pricing of the Illiquidity Factor's Systematic Risk

Amihud, Yakov - 2015

This paper presents a liquidity factor IML, the return on illiquid-minus-liquid stock portfolios. The IML, adjusted for the common risk factors, measures the illiquidity premium whose annual alpha is about 4% over the period 1950-2012. I then test whether the systematic risk (β) of IML is...

Persistent link: https://www.econbiz.de/10013033947

The pricing of the illiquidity factor’s conditional risk with time-varying premium

Amihud, Yakov; Noh, Joonki - In: Journal of financial markets 56 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013282487

The pricing of illiquidity as a characteristic and as risk

Amihud, Yakov; Mendelson, Haim - In: Multinational finance journal : MF ; quarterly … 19 (2015) 3/4, pp. 149-168

Persistent link: https://www.econbiz.de/10011434206

The Pricing of the Illiquidity Factor’s Conditional Risk with Time-varying Premium

Amihud, Yakov - 2020

We test the pricing of the conditional systematic risk (β) of IML, a traded liquidity factor of the return premium on illiquid-minus-liquid stocks, with its risk premium varying over time. We find a positive and significant risk premium on conditional IML β, which rises in times of financial...

Persistent link: https://www.econbiz.de/10012855170