Avraham Kamara

11 catalog papers. Identity-linked publications and additional name matches are distinguished below.

OpenAlex: A5070813441

Publications

• Operating Leverage, Profitability, and Capital Structure — Journal of Financial and Quantitative Analysis 2019
• The structure of information release and the factor structure of returns — Journal of Financial Economics 2018
• Horizon Pricing — Journal of Financial and Quantitative Analysis 2016
• The divergence of liquidity commonality in the cross-section of stocks — Journal of Financial Economics 2008
• The Relation Between Default-Free Interest Rates and Expected Economic Growth Is Stronger Than You Think — The Journal of Finance 1997
• Daily and Intradaily Tests of European Put-Call Parity — Journal of Financial and Quantitative Analysis 1995
• Liquidity, Taxes, and Short-Term Treasury Yields — Journal of Financial and Quantitative Analysis 1994
• Production Flexibility, Stochastic Separation, Hedging, and Futures Prices — The Review of Financial Studies 1993
• Delivery Uncertainty and the Efficiency of Futures Markets — Journal of Financial and Quantitative Analysis 1990
• Market Trading Structures and Asset Pricing: Evidence from the Treasury-Bill Markets — The Review of Financial Studies 1988
• Optimal Hedging in Futures Markets with Multiple Delivery Specifications — The Journal of Finance 1987