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Ronnie Sadka

25 works· latest 2021· 5 institutionscluster: provisionalORCID 0000-0001-6936-584X

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Citations5,261

Works here25

Most cited in this library

Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk2005 · 1,008 citations
Pricing the commonality across alternative measures of liquidity2007 · 585 citations
Are Momentum Profits Robust to Trading Costs?2004 · 571 citations
Liquidity risk and the cross-section of hedge-fund returns☆2010 · 421 citations
Analyst Disagreement, Mispricing, and Liquidity*2007 · 337 citations

Works

25 shown

Competition Links and Stock Returns

Review of Financial Studies·2021·4 authors

31citations

Flattening the Illiquidity Curve: Retail Trading During the COVID-19 Lockdown

Journal of Financial and Quantitative Analysis·2021·3 authors·Open access

228citations

Illiquidity and Price Informativeness

Management Science·2019·3 authors

58citations

Liquidity Risk and Mutual Fund Performance

Management Science·2017·3 authors

59citations

What do measures of real-time corporate sales say about earnings surprises and post-announcement returns?

Journal of Financial Economics·2017·4 authors

103citations

Horizon Pricing

Journal of Financial and Quantitative Analysis·2016·4 authors

95citations

Do Hedge Funds Reduce Idiosyncratic Risk?

Journal of Financial and Quantitative Analysis

Skin in the Game versus Skimming the Game: Governance, Share Restrictions, and Insider Flows

Journal of Financial and Quantitative Analysis·2012·2 authors·Open access

35citations

Liquidity risk and accounting information

Journal of Accounting and Economics·2011·1 author·Open access

68citations

Liquidity Level or Liquidity Risk? Evidence from the Financial Crisis

Financial Analysts Journal·2011·2 authors·Open access

89citations

Hedge-Fund Performance and Liquidity Risk

SSRN Electronic Journal·2011·1 author·preprint·Open access

56citations

Seasonality in the Cross Section of Stock Returns: The International Evidence

Journal of Financial and Quantitative Analysis·2010·2 authors

67citations

Intraday Patterns in the Cross‐section of Stock Returns

The Journal of Finance·2010·3 authors·Open access

195citations

Liquidity risk and the cross-section of hedge-fund returns☆

Journal of Financial Economics·2010·1 author·Open access

421citations

Aggregate Earnings and Asset Prices

Journal of Accounting Research·2009·3 authors·Open access

171citations

Liquidity and the Post-Earnings-Announcement Drift

Financial Analysts Journal·2009·4 authors·Open access

199citations

Predictability and the earnings–returns relation☆

Journal of Financial Economics·2009·2 authors·Open access

169citations

The divergence of liquidity commonality in the cross-section of stocks☆

Journal of Financial Economics·2008·3 authors·Open access

278citations

Seasonality in the cross-section of stock returns☆

Journal of Financial Economics·2007·2 authors

316citations

Analyst Disagreement, Mispricing, and Liquidity*

The Journal of Finance·2007·2 authors·Open access

337citations

Pricing the commonality across alternative measures of liquidity

Journal of Financial Economics·2007·2 authors·Open access

585citations

Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk

Journal of Financial Economics·2005·1 author·Open access

1,008citations

Analyst Disagreement, Mispricing and Liquidity

·2004·2 authors·Open access

32citations

Are Momentum Profits Robust to Trading Costs?

The Journal of Finance·2004·2 authors

571citations

Are Momentum Profits Robust to Trading Costs?

SSRN Electronic Journal·2002·2 authors·preprint·Open access

61citations