Andrey D. Ukhov

Finance · 2005–2010

A researcher in the Science corpus: 3 papers; trusts 19 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 28 citations into it; #7,343 of 10,518 by trust here, #5,728 by citations
• Economics and Econometrics — 14 citations into it; #15,941 of 23,481 by trust here, #15,581 by citations
• Accounting — 9 citations into it
• Strategy and Management — 5 citations into it

Whom Andrey D. Ukhov trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Tarun Chordia
2. Y. Amihud
3. Francis A. Longstaff
4. Alessandro Beber
5. Charles M. Jones
6. Michael J. Fleming
7. Markus K. Brunnermeier
8. Ruslan Goyenko
9. Arvind Krishnamurthy
10. Michael W. Brandt

Who trusts Andrey D. Ukhov overall

1. Ruslan Goyenko

Papers from Andrey D. Ukhov's perspective

Ordered by how strongly the researchers Andrey D. Ukhov trusts endorse each paper. Same corpus, a different order for every researcher.

1. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
2. Measuring Treasury Market Liquidity
3. The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market
4. Market liquidity and funding liquidity
5. Valuation in Over-the-Counter Markets
6. Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects＊
7. Economic News and Bond Prices: Evidence from the U.S. Treasury Market (Journal of Financial and Quantitative Analysis)
8. The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices
9. A Century of Stock Market Liquidity and Trading Costs
10. Economic News and the Impact of Trading on Bond Prices

Their papers

• Stock and Bond Market Liquidity: A Long-Run Empirical Analysis (2009) — 276 citations
• The Term Structure of Bond Market Liquidity and Its Implications for Expected Bond Returns (2010) — 142 citations
• British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach (2005) — 132 citations