Allaudeen Hameed
Finance · 2000–2016
A researcher in the Science corpus: 8 papers; trusts 23 researchers and is trusted by 40 researchers here, as inferred from the citation graph.
Subfields
- Finance — 98 citations into it; #1,237 of 10,518 by trust here, #1,099 by citations
- Economics and Econometrics — 67 citations into it; #7,680 of 23,481 by trust here, #7,096 by citations
- Accounting — 56 citations into it; #1,471 of 8,970 by trust here, #2,501 by citations
- Management Science and Operations Research — 9 citations into it; #9,955 of 11,946 by trust here, #6,024 by citations
Whom Allaudeen Hameed trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Y. Amihud
- Tarun Chordia
- Narasimhan Jegadeesh
- Mitchell A. Petersen
- J. Lewellen
- Richard Roll
- Eugene F. Fama
- Avanidhar Subrahmanyam
- Amit Goyal
- Denis Gromb
Who trusts Allaudeen Hameed overall
- Nuno Fernandes
- Sanjeev Bhojraj
- Jeong‐Bon Kim
- Hamdi Ben-Nasr
- Avanidhar Subrahmanyam
- Miguel A. Ferreira
- Vathunyoo Sila
- Mark H. Lang
- C. Rösch
- G. Karolyi
Papers from Allaudeen Hameed's perspective
Ordered by how strongly the researchers Allaudeen Hameed trusts endorse each paper. Same corpus, a different order for every researcher.
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Evidence of Predictable Behavior of Security Returns
- The Cross Section of Expected Stock Returns
- Commonality in Liquidity
- Individual Equity Return Data from Thomson Datastream: Handle with Care!
- Predictive Regressions: A Reduced-Bias Estimation Method (Journal of Financial and Quantitative Analysis)
- Price Momentum and Trading Volume
- The High Volume Return Premium
- Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
- Idiosyncratic Risk Matters
Their papers
- Market States and Momentum (2004) — 1,000 citations
- Profitability of Momentum Stragegies in the International Equity Markets (2000) — 325 citations
- Time-Varying Liquidity and Momentum Profits (2016) — 126 citations
- The Illiquidity Premium: International Evidence (2015) — 345 citations
- Stock Price Synchronicity and Liquidity (2013) — 139 citations
- Stock Market Declines and Liquidity (2010) — 619 citations
- Stock Price Synchronicity and Analyst Coverage in Emerging Markets (2006) — 826 citations
- Momentum Strategies: Evidence from the Pacific Basin Stock Markets (2000) — 200 citations