Follow
Allaudeen Hameed
Title
Cited by
Cited by
Year
Market states and momentum
MJ Cooper, RC Gutierrez Jr, A Hameed
The journal of Finance 59 (3), 1345-1365, 2004
13112004
Stock price synchronicity and analyst coverage in emerging markets
K Chan, A Hameed
Journal of Financial Economics 80 (1), 115-147, 2006
8562006
Stock market declines and liquidity
A Hameed, W Kang, S Viswanathan
The Journal of finance 65 (1), 257-293, 2010
7382010
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
6702000
Volume and autocovariances in short‐horizon individual security returns
JS Conrad, A Hameed, C Niden
The journal of finance 49 (4), 1305-1329, 1994
5041994
Momentum strategies: Evidence from Pacific Basin stock markets
A Hameed, Y Kusnadi
Journal of financial research 25 (3), 383-397, 2002
3842002
The illiquidity premium: International evidence
Y Amihud, A Hameed, W Kang, H Zhang
Journal of financial economics 117 (2), 350-368, 2015
3402015
Information, analysts, and stock return comovement
A Hameed, R Morck, J Shen, B Yeung
The Review of Financial Studies 28 (11), 3153-3187, 2015
1762015
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
1581997
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
1552003
Time-varying liquidity and momentum profits
D Avramov, S Cheng, A Hameed
Journal of Financial and Quantitative Analysis 51 (6), 1897-1923, 2016
154*2016
Stock price synchronicity and liquidity
K Chan, A Hameed, W Kang
Journal of Financial Markets 16 (3), 414-438, 2013
1492013
Industries and stock return reversals
A Hameed, GM Mian
Journal of Financial and Quantitative Analysis 50 (1-2), 89-117, 2015
1172015
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
1072000
Time‐varying factors and cross‐autocorrelations in short‐horizon stock returns
A Hameed
Journal of Financial Research 20 (4), 435-458, 1997
861997
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
81*2017
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
811998
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
532020
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
501998
Implied default probabilities and losses given default from option prices
J Conrad, RF Dittmar, A Hameed
Journal of Financial Econometrics 18 (3), 629-652, 2020
41*2020
The system can't perform the operation now. Try again later.
Articles 1–20