The night and day of Amihud’s (2002) liquidity measure YH Barardehi, D Bernhardt, TG Ruchti, M Weidenmier The Review of Asset Pricing Studies 11 (2), 269-308, 2021 | 38 | 2021 |
Trade-Time Measures of Liquidity YH Barardehi, D Bernhardt, RJ Davies The Review of Financial Studies, hhy012, 2018 | 35 | 2018 |
Uncovering the liquidity premium in stock returns using retail liquidity provision YH Barardehi, D Bernhardt, Z Da, M Warachka Available at SSRN 4057713, 2022 | 30* | 2022 |
Uncovering the impacts of endogenous liquidity consumption in intraday trading patterns YH Barardehi, D Bernhardt Available at SSRN 3202021, 2019 | 15* | 2019 |
Are Short Selling Restrictions Effective? YH Barardehi, A Bird, SA Karolyi, T Ruchti Available at SSRN 3343797, 2019 | 12 | 2019 |
The information in industry-neutral self-financed trades YH Barardehi, Z Da, M Warachka Journal of Financial and Quantitative Analysis, 1-34, 2021 | 6 | 2021 |
What drives momentum and reversal? evidence from day and night signals YH Barardehi, V Bogousslavsky, D Muravyev Evidence from Day and Night Signals (February 6, 2023), 2023 | 3 | 2023 |
A Test of Speculative Arbitrage: Is the Cross-section of Volatility Invariant? YH Barardehi, D Bernhardt, T Ruchti Available at SSRN 2986459, 2018 | 3* | 2018 |
Intraday market dynamics YH Barardehi University of Illinois at Urbana-Champaign, 2015 | 2 | 2015 |
When Does the Tick Size Help or Harm Market Quality? Evidence from the Tick Size Pilot YH Barardehi, P Dixon, Q Liu, A Lohr | | 2022 |