Concepedia

Ronnie Sadka

RS

44

Publications

6.2K

Citations

30

H-Index

2002

Active since

Affiliations

Boston College(Current)

Ecole des Hautes Etudes Commerciales du Nord

University of Delaware

University of Washington

University of Maryland, College Park

Ronnie Sadka is an author at Boston College specializing in finance, business, and financial economics.

Top concepts

FinanceBusinessFinancial EconomicsManagementAsset PricingLiquidityAccountingEmpirical FinanceFinancial RiskLiquidity Risk

Publications per year

2002–2021

44

Publications

44

Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk

Ronnie Sadka · Journal of Financial Economics · 2005 · 1K citations

Market Microstructure, Empirical Finance, Liquidity Risk +8

Are Momentum Profits Robust to Trading Costs?

Robert A. Korajczyk, Ronnie Sadka · The Journal of Finance · 2004 · 599 citations

Market Microstructure, Empirical Finance, Financial Economics +14

Pricing the commonality across alternative measures of liquidity

Robert A. Korajczyk, Ronnie Sadka · Journal of Financial Economics · 2007 · 539 citations

Economics, Asset Pricing, Liquidity +4

Liquidity risk and the cross-section of hedge-fund returns☆

Ronnie Sadka · Journal of Financial Economics · 2010 · 400 citations

Empirical Finance, Liquidity Risk, Financial Economics +6

Analyst Disagreement, Mispricing, and Liquidity*

Ronnie Sadka, Anna Scherbina · The Journal of Finance · 2007 · 355 citations · Full text

Market Microstructure, Empirical Finance, Analyst Disagreement +13

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