An Analysis of the Amihud Illiquidity Premium

By Michael J. Brennan, Sahn-Wook Huh, Avanidhar Subrahmanyam. 2013

142 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/82f48da514d0c364691b59df57bfb5420c262c4f

Citations in the corpus

• Investor Rewards to Climate Responsibility: Stock-Price Responses to the Opposite Shocks of the 2016 and 2020 U.S. Elections (2021, unknown): “Selling pressure is a significant driver of stock illiquidity and its effect on stock prices (Brennan et al., 2013).”
• The Illiquidity Premium: International Evidence (2015, unknown): “The separation of NYSE/AMEX from Nasdaq is also done in Brennan, Huh, and Subrahmanyam (2013). markets (Egypt, Poland, Romania, South Africa, Turkey).”