Synthetic or Real? The Equilibrium Effects of Credit Default Swaps on Bond Markets

Illiquidity and stock returns: cross-section and time-series effects

Yakov Amihud · Journal of Financial Markets · 2002 · 10.3K citations · Full text

Business, Economics, Finance +14

Asset pricing and the bid-ask spread

Yakov Amihud, Haim Mendelson · Journal of Financial Economics · 1986 · 5.3K citations

Business, Economics, Finance +17

Agreeing to Disagree

Robert J. Aumann · The Annals of Statistics · 1976 · 2.5K citations

Computing, Social Psychology, Bayesian Data Analysis +11

Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects

Yakov Amihud · SSRN Electronic Journal · 2018 · 1.2K citations · Full text

Business, Economics, Finance +14

Option Volume and Stock Prices: Evidence on Where Informed Traders Trade

David Easley, Maureen O’Hara, P. S. Srinivas · The Journal of Finance · 1998 · 1.2K citations · Full text

Social Sciences, Economics, Finance +13