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Hameed, Allaudeen
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ResearcherID: I-4476-2015
URL: http://www.researcherid.com/rid/I-4476-2015
ORCID: http://orcid.org/0000-0001-7512-5295
My Institutions (more details)
Primary Institution:
Sub-org/Dept: Department of Finance
Role:
 
 

This list contains papers that I have authored.

publication(s)  
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1.  Title: Industries and Stock Return Reversals
 Author(s): Hameed, Allaudeen; Mian, G. Mujtaba
 Source: Journal of Financial and Quantitative Analysis Volume: 50 Issue: 1-2 Pages: 89-117 Published: APR 2015
 Times Cited: 8
 DOI: 10.1017/S0022109014000404
added
21-Jul-15
2.  Title: The illiquidity premium: International evidence
 Author(s): Amihud, Yakov; Hameed, Allaudeen; Kang, Wenjin; et al.
 Source: Journal of Financial Economics Volume: 117 Issue: 2 Pages: 350-368 Published: AUG 2015
 Times Cited: 13
 DOI: 10.1016/j.jfineco.2015.04.005
added
21-Aug-15
3.  Title: Stock price synchronicity and liquidity
 Author(s): Chan, Kalok; Hameed, Allaudeen; Kang, Wenjin
 Source: Journal of Financial Markets Volume: 16 Issue: 3 Pages: 414-438 Published: 2013
 Times Cited: 11
 DOI: 10.1016/j.finmar.2012.09.007
added
21-Jul-15
4.  Title: Stock Market Declines and Liquidity
 Author(s): Hameed, Allaudeen; Kang, Wenjin; Viswanathan, S.
 Source: Journal of Finance Volume: 65 Issue: 1 Pages: 257-293 Published: FEB 2010
 Times Cited: 94
 DOI: 10.1111/j.1540-6261.2009.01529.x
added
21-Jul-15
5.  Title: Stock price synchronicity and analyst coverage in emerging markets
 Author(s): Chan, K; Hameed, A
 Source: Journal of Financial Economics Volume: 80 Issue: 1 Pages: 115-147 Published: APR 2006
 Times Cited: 142
 DOI: 10.1016/j.jfineco.2005.03.010
added
21-Jul-15
6.  Title: Stock return cross-autocorrelations and market conditions in Japan
 Author(s): Hameed, Allaudeen; Kusnadi, Yuanto
 Source: Journal of Business Volume: 79 Issue: 6 Pages: 3029-3056 Published: 2006
 Times Cited: 2
 DOI: 10.1086/508007
added
21-Jul-15
7.  Title: Market states and momentum
 Author(s): Cooper, MJ; Gutierrez, RC; Hameed, A
 Source: Journal of Finance Volume: 59 Issue: 3 Pages: 1345-1365 Published: JUN 2004
 Times Cited: 193
 DOI: 10.1111/j.1540-6261.2004.00665.x
added
21-Jul-15
8.  Title: What if trading location is different from business location? Evidence from the Jardine Group
 Author(s): Chan, K; Hameed, A; Lau, ST
 Source: Journal of Finance Volume: 58 Issue: 3 Pages: 1221-1246 Published: JUN 2003
 Times Cited: 44
 DOI: 10.1111/1540-6261.00564
added
21-Jul-15
9.  Title: Profitability of momentum strategies in the international equity markets
 Author(s): Chan, K; Hameed, A; Tong, W
 Source: Journal of Financial and Quantitative Analysis Volume: 35 Issue: 2 Pages: 153-172 Published: JUN 2000
 Times Cited: 87
 DOI: 10.2307/2676188
added
21-Jul-15
10.  Title: Asset pricing, time-varying risk premia and interest rate risk
 Author(s): Flannery, M. J.; Hameed, A. S.; Harjes, R. H.
 Source: Journal of Banking & Finance Volume: 21 Issue: 3 Pages: 315-335 Published: 1997
 Times Cited: 22
 DOI: 10.1016/s0378-4266(96)00044-1
added
21-Jul-15
publication(s)  
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