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Allaudeen Hameed

26 works· latest 2022· 3 institutionscluster: provisionalORCID 0000-0001-7512-5295

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Citations5,521

Works here26

Most cited in this library

Market States and Momentum2004 · 995 citations
Stock price synchronicity and analyst coverage in emerging markets2005 · 831 citations
Stock Market Declines and Liquidity2010 · 626 citations
Profitability of Momentum Strategies in the International Equity Markets2000 · 446 citations
The illiquidity premium: International evidence2015 · 389 citations

Works

26 shown

Private Company Valuations by Mutual Funds

European Finance Review·2022·5 authors

32citations

Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market

Management Science·2020·5 authors·Open access

75citations

Mutual Funds and Mispriced Stocks

Management Science·2019·3 authors

43citations

Preference for Dividends and Return Comovement

Journal of Financial Economics·2018·2 authors·Open access

53citations

Time-Varying Liquidity and Momentum Profits

Journal of Financial and Quantitative Analysis·2016·3 authors

127citations

Information, Analysts, and Stock Return Comovement

Review of Financial Studies·2015·4 authors

172citations

The illiquidity premium: International evidence

Journal of Financial Economics·2015·4 authors

Industries and Stock Return Reversals

Journal of Financial and Quantitative Analysis·2014·2 authors

140citations

Stock price synchronicity and liquidity

Journal of Financial Markets·2013·3 authors

139citations

Stock Market Declines and Liquidity

The Journal of Finance·2010·2 authors

626citations

Information, Analysts, and Stock Return Comovement

SSRN Electronic Journal·2010·4 authors·preprint·Open access

47citations

Stock Market Declines and Liquidity

SSRN Electronic Journal·2006·2 authors·preprint·Open access

94citations

Stock price synchronicity and analyst coverage in emerging markets

Journal of Financial Economics·2005·2 authors

831citations

Market States and Momentum

The Journal of Finance·2004·3 authors·Open access

995citations

Stock Price Synchronicity and Analyst Coverage in Emerging Markets

SSRN Electronic Journal·2003·2 authors·preprint·Open access

95citations

Momentum Strategies: Evidence from Pacific Basin Stock Markets

The Journal of Financial Research·2002·2 authors·Open access

234citations

Market States and Momentum

SSRN Electronic Journal·2002·3 authors·preprint·Open access

132citations

What If Trading Location is Different from Business Location? Evidence from the Jardine Group

SSRN Electronic Journal·2001·3 authors·preprint·Open access

97citations

Profitability of Momentum Strategies in the International Equity Markets

Journal of Financial and Quantitative Analysis·2000·3 authors·Open access

446citations

Trading volume and short-horizon contrarian profits: Evidence from the Malaysian market

Pacific-Basin Finance Journal·2000·2 authors

71citations

The Effect of Tick Size on Price Clustering and Trading Volume

Journal of Business Finance &amp Accounting·1998·2 authors

53citations

Underpricing and Firm Quality in Initial Public Offerings: Evidence from Singapore

Journal of Business Finance &amp Accounting·1998·2 authors

36citations

TIME‐VARYING FACTORS AND CROSS‐AUTOCORRELATIONS IN SHORT‐HORIZON STOCK RETURNS

The Journal of Financial Research·1997·1 author·Open access

60citations

Asset pricing, time-varying risk premia and interest rate risk

Journal of Banking & Finance·1997·3 authors

92citations

Volume and Autocovariances in Short-Horizon Individual Security Returns

The Journal of Finance·1994·3 authors

330citations