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Allaudeen Hameed
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Year
Market states and momentum
MJ Cooper, RC Gutierrez Jr, A Hameed
The journal of Finance 59 (3), 1345-1365, 2004
13742004
Stock price synchronicity and analyst coverage in emerging markets
K Chan, A Hameed
Journal of Financial Economics 80 (1), 115-147, 2006
9252006
Stock market declines and liquidity
A Hameed, W Kang, S Viswanathan
The Journal of finance 65 (1), 257-293, 2010
7882010
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
6842000
Volume and autocovariances in short‐horizon individual security returns
JS Conrad, A Hameed, C Niden
The journal of finance 49 (4), 1305-1329, 1994
5071994
Momentum strategies: Evidence from Pacific Basin stock markets
A Hameed, Y Kusnadi
Journal of financial research 25 (3), 383-397, 2002
3992002
The illiquidity premium: International evidence
Y Amihud, A Hameed, W Kang, H Zhang
Journal of financial economics 117 (2), 350-368, 2015
3792015
Information, analysts, and stock return comovement
A Hameed, R Morck, J Shen, B Yeung
The Review of Financial Studies 28 (11), 3153-3187, 2015
1912015
Time-varying liquidity and momentum profits
D Avramov, S Cheng, A Hameed
Journal of Financial and Quantitative Analysis 51 (6), 1897-1923, 2016
172*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
1671997
Stock price synchronicity and liquidity
K Chan, A Hameed, W Kang
Journal of Financial Markets 16 (3), 414-438, 2013
1632013
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
1592003
Industries and stock return reversals
A Hameed, GM Mian
Journal of Financial and Quantitative Analysis 50 (1-2), 89-117, 2015
1312015
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
1062000
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
89*2017
Time‐varying factors and cross‐autocorrelations in short‐horizon stock returns
A Hameed
Journal of Financial Research 20 (4), 435-458, 1997
861997
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
821998
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
622020
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
611998
Exchange rate behaviour with negative interest rates: Some early negative observations
A Hameed, AK Rose
Pacific Economic Review 23 (1), 27-42, 2018
452018
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Articles 1–20