Allaudeen Hameed

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

ORCID: 0000-0001-7512-5295

National University of Singapore , Department of Finance

Publications

• Private Company Valuations by Mutual Funds — Review of Finance 2023
• Investor Heterogeneity and Liquidity — Journal of Financial and Quantitative Analysis 2022
• Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market — Management Science 2020
• Mutual Funds and Mispriced Stocks — Management Science 2020
• Preference for dividends and return comovement — Journal of Financial Economics 2019
• Short-Term Reversals: The Effects of Past Returns and Institutional Exits — Journal of Financial and Quantitative Analysis 2017
• Time-Varying Liquidity and Momentum Profits — Journal of Financial and Quantitative Analysis 2016
• Industries and Stock Return Reversals — Journal of Financial and Quantitative Analysis 2015
• Information, Analysts, and Stock Return Comovement — The Review of Financial Studies 2015
• Stock Market Declines and Liquidity — The Journal of Finance 2010
• Market States and Momentum — The Journal of Finance 2004
• What if Trading Location Is Different from Business Location? Evidence from the Jardine Group — The Journal of Finance 2003
• Profitability of Momentum Stragegies in theInternational Equity Markets — Journal of Financial and Quantitative Analysis 2000
• Volume and Autocovariances in Short-Horizon Individual Security Returns — The Journal of Finance 1994
• Trading in your Golden Years: The Effects of Early Pension Withdrawal on Individual Investments — Review of Finance