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Yashar H. Barardehi
Yashar H. Barardehi
Assistant Professor of Finance, Chapman University - Argyros School of Business & Economics
Verified email at chapman.edu - Homepage
Title
Cited by
Cited by
Year
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
532021
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
442018
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
142023
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
72024
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
22015
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
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