Farshid Abdi

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 16 citations into it
• Accounting — 10 citations into it
• Economics and Econometrics — 8 citations into it

Whom Farshid Abdi trusts overall

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

1. Craig W. Holden
2. Joel Hasbrouck
3. Y. Amihud

Papers from Farshid Abdi's perspective

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

1. Individual Equity Return Data from Thomson Datastream: Handle with Care!
2. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
3. Do Liquidity Measures Measure Liquidity
4. Market liquidity and funding liquidity
5. Liquidity and Autocorrelations in Individual Stock Returns
6. Evidence of Predictable Behavior of Security Returns
7. Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects＊
8. Issues in Assessing Trade Execution Costs
9. Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets
10. New low-frequency spread measures

Their papers

• A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices (2017) — 274 citations