| Market states and momentum MJ Cooper, RC Gutierrez Jr, A Hameed The journal of Finance 59 (3), 1345-1365, 2004 | 1519 | 2004 |
| Stock price synchronicity and analyst coverage in emerging markets K Chan, A Hameed Journal of Financial Economics 80 (1), 115-147, 2006 | 1115 | 2006 |
| Stock market declines and liquidity A Hameed, W Kang, S Viswanathan The Journal of finance 65 (1), 257-293, 2010 | 898 | 2010 |
| Profitability of momentum strategies in the international equity markets K Chan, A Hameed, W Tong Journal of financial and quantitative analysis 35 (2), 153-172, 2000 | 752 | 2000 |
| Volume and autocovariances in short‐horizon individual security returns JS Conrad, A Hameed, C Niden The journal of finance 49 (4), 1305-1329, 1994 | 529 | 1994 |
| The illiquidity premium: International evidence Y Amihud, A Hameed, W Kang, H Zhang Journal of financial economics 117 (2), 350-368, 2015 | 485 | 2015 |
| Momentum strategies: Evidence from Pacific Basin stock markets A Hameed, Y Kusnadi Journal of financial research 25 (3), 383-397, 2002 | 432 | 2002 |
| Information, analysts, and stock return comovement A Hameed, R Morck, J Shen, B Yeung The Review of Financial Studies 28 (11), 3153-3187, 2015 | 235 | 2015 |
| Stock price synchronicity and liquidity K Chan, A Hameed, W Kang Journal of Financial Markets 16 (3), 414-438, 2013 | 209 | 2013 |
| Time-varying liquidity and momentum profits D Avramov, S Cheng, A Hameed Journal of Financial and Quantitative Analysis 51 (6), 1897-1923, 2016 | 204* | 2016 |
| Asset pricing, time-varying risk premia and interest rate risk MJ Flannery, AS Hameed, RH Harjes Journal of Banking & Finance 21 (3), 315-335, 1997 | 170 | 1997 |
| What if trading location is different from business location? Evidence from the Jardine Group K Chan, A Hameed, ST Lau The Journal of finance 58 (3), 1221-1246, 2003 | 164 | 2003 |
| Industries and stock return reversals A Hameed, GM Mian Journal of Financial and Quantitative Analysis 50 (1-2), 89-117, 2015 | 163 | 2015 |
| Short-term reversals: The effects of past returns and institutional exits S Cheng, A Hameed, A Subrahmanyam, S Titman Journal of Financial and Quantitative Analysis 52 (1), 143-173, 2017 | 109* | 2017 |
| Trading volume and short-horizon contrarian profits: Evidence from the Malaysian market A Hameed, S Ting Pacific-basin finance Journal 8 (1), 67-84, 2000 | 109 | 2000 |
| The effect of tick size on price clustering and trading volume A Hameed, E Terry Journal of Business Finance & Accounting 25 (7‐8), 849-867, 1998 | 92 | 1998 |
| Time‐varying factors and cross‐autocorrelations in short‐horizon stock returns A Hameed Journal of Financial Research 20 (4), 435-458, 1997 | 88 | 1997 |
| Why do option prices predict stock returns? The role of price pressure in the stock market L Goncalves-Pinto, BD Grundy, A Hameed, T van der Heijden, Y Zhu Management Science 66 (9), 3903-3926, 2020 | 83 | 2020 |
| Underpricing and firm quality in initial public offerings: Evidence from Singapore A Hameed, GH Lim Journal of Business Finance & Accounting 25 (3‐4), 455-468, 1998 | 65 | 1998 |
| Exchange rate behaviour with negative interest rates: Some early negative observations A Hameed, AK Rose Pacific Economic Review 23 (1), 27-42, 2018 | 54 | 2018 |
Si ChengSyracuse UniversityVerified email at syr.edu
