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 | 53 | 2021 |
Uncovering the Liquidity Premium in Stock Returns Using Sub-Penny Trade Executions YH Barardehi, D Bernhardt, Z Da, M Warachka Available at SSRN 4057713, 2022 | 46* | 2022 |
Trade-Time Measures of Liquidity YH Barardehi, D Bernhardt, RJ Davies The Review of Financial Studies, hhy012, 2018 | 44 | 2018 |
Uncovering the impacts of endogenous liquidity consumption in intraday trading patterns YH Barardehi, D Bernhardt Available at SSRN 3202021, 2019 | 15* | 2019 |
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 | 14 | 2023 |
Are Short Selling Restrictions Effective? YH Barardehi, A Bird, SA Karolyi, T Ruchti Available at SSRN 3343797, 2019 | 14* | 2019 |
The information in industry-neutral self-financed trades YH Barardehi, Z Da, M Warachka Journal of Financial and Quantitative Analysis 59 (2), 796-829, 2024 | 7 | 2024 |
A Test of Speculative Arbitrage: Is the Cross-section of Volatility Invariant? YH Barardehi, D Bernhardt, T Ruchti Available at SSRN 2986459, 2018 | 4* | 2018 |
The Tick Size Tradeoff: Implications for Optimal Tick Sizes and Causal Inference YH Barardehi, P Dixon, Q Liu, A Lohr | 2* | 2022 |
Intraday market dynamics YH Barardehi University of Illinois at Urbana-Champaign, 2015 | 2 | 2015 |
You can only lend what you own: Inferring daily institutional trading from security lending supply YH Barardehi, Z Da, P Dixon, JL Wang Available at SSRN, 2024 | | 2024 |
Detecting Informed Trading Risk from Undercutting Activity in Limit Order Markets YH Barardehi, P Dixon, Q Liu Available at SSRN, 2024 | | 2024 |