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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 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

An institutional innovation to reduce the agency costs of public corporate bonds

Amihud, Yakov; Garbade, Kenneth D.; Kahan, Marcel - 1998

Persistent link: https://www.econbiz.de/10000992590

Liquidity and asset prices : financial management implications

Amihud, Yakov - In: Financial management 17 (1988) 1, pp. 5-15

Persistent link: https://www.econbiz.de/10001086667

A priority rule in tender offers

Amihud, Yakov; BarNiv, Moshe - 1986

Persistent link: https://www.econbiz.de/10000848419

Exchange rates and corporate performance

Amihud, Yakov (contributor); Levich, Richard M. (contributor) - 2003 - Repr

Persistent link: https://www.econbiz.de/10001709347

The efficiency & welfare foundations of freezeout laws in takeovers

Amihud, Yakov; Kahan, Marcel; Sundaram, Rangarajan K. - 2002

Persistent link: https://www.econbiz.de/10001665483

The liquidity route to a lower cost of capital

Amihud, Yakov; Mendelson, Haim - In: The revolution in corporate finance, (pp. 70-88). 2003

Persistent link: https://www.econbiz.de/10001905147

The foundations of freezeout laws in takeovers

Amihud, Yakov; Kahan, Marcel; Sundaram, Rangarajan K. - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1325-1344

Persistent link: https://www.econbiz.de/10002098393

Multiple-predictor regressions : hypothesis testing

Amihud, Yakov; Hurvich, Clifford M.; Wang, Yi - In: The review of financial studies 22 (2009) 1, pp. 413-434

Persistent link: https://www.econbiz.de/10003836279

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