| Year |
Citation |
Score |
| 2019 |
Chen Z, Harford J, Kamara A. Operating Leverage, Profitability and Capital Structure Journal of Financial and Quantitative Analysis. 54: 369-392. DOI: 10.2139/Ssrn.2209070 |
0.532 |
|
| 2018 |
Kamara A, Korajczyk RA, Lou X, Sadka R. Short-Horizon Beta or Long-Horizon Alpha? The Journal of Portfolio Management. 45: 96-105. DOI: 10.3905/Jpm.2018.45.1.096 |
0.356 |
|
| 2018 |
Gilbert T, Hrdlicka CM, Kamara A. The structure of information release and the factor structure of returns Journal of Financial Economics. 127: 546-566. DOI: 10.2139/Ssrn.2778824 |
0.365 |
|
| 2018 |
Kamara A, Young L. Yes, the Composition of the Market Portfolio Matters: The Estimated Cost of Equity Financial Management. 47: 911-929. DOI: 10.1111/Fima.12209 |
0.453 |
|
| 2015 |
Yang W, Zhang W, Kargbo D, Yang R, Chen Y, Chen Z, Kamara A, Kargbo B, Kandula S, Karspeck A, Liu C, Shaman J. Transmission network of the 2014-2015 Ebola epidemic in Sierra Leone. Journal of the Royal Society, Interface / the Royal Society. 12. PMID 26559683 DOI: 10.1098/Rsif.2015.0536 |
0.465 |
|
| 2012 |
Hauser S, Kamara A, Shurki I. The effects of randomizing the opening time on the performance of a stock market under stress Journal of Financial Markets. 15: 392-415. DOI: 10.1016/J.Finmar.2012.04.004 |
0.469 |
|
| 2010 |
Kamara A, Lou X, Sadka R. Has the U.S. stock market become more vulnerable over time? Financial Analysts Journal. 66: 41-52. DOI: 10.2139/Ssrn.2169395 |
0.458 |
|
| 2008 |
Kamara A, Lou X, Sadka R. The divergence of liquidity commonality in the cross-section of stocks Journal of Financial Economics. 89: 444-466. DOI: 10.2139/Ssrn.943040 |
0.368 |
|
| 2006 |
Eldor R, Hauser S, Kahn M, Kamara A. The Nontradability Premium of Derivatives Contracts The Journal of Business. 79: 2067-2098. DOI: 10.1086/503657 |
0.457 |
|
| 2005 |
Hess AC, Kamara A. Conditional time-varying interest rate risk premium: Evidence from the treasury bill futures market Journal of Money, Credit and Banking. 37: 679-698. DOI: 10.1353/Mcb.2005.0042 |
0.372 |
|
| 2001 |
Kamara A, Koski JL. Volatility, autocorrelations, and trading activity after stock splits ☆ Journal of Financial Markets. 4: 163-184. DOI: 10.1016/S1386-4181(00)00018-5 |
0.388 |
|
| 1997 |
Kamara A. New Evidence on the Monday Seasonal in Stock Returns The Journal of Business. 70: 63-84. DOI: 10.1086/209708 |
0.419 |
|
| 1994 |
Kamara A. Liquidity, Taxes, and Short-Term Treasury Yields Journal of Financial and Quantitative Analysis. 29: 403-417. DOI: 10.2307/2331337 |
0.328 |
|
| 1993 |
Kamara A. Production Flexibility, Stochastic Separation, Hedging, and Futures Prices Review of Financial Studies. 6: 935-957. DOI: 10.1093/Rfs/6.4.935 |
0.448 |
|
| 1992 |
Kamara A, Miller TW, Siegel AF. The effect of futures trading on the stability of standard and poor 500 returns Journal of Futures Markets. 12: 645-658. DOI: 10.1002/Fut.3990120605 |
0.329 |
|
| 1990 |
Kamara A. Delivery Uncertainty and the Efficiency of Futures Markets Journal of Financial and Quantitative Analysis. 25: 45-64. DOI: 10.2307/2330887 |
0.434 |
|
| 1990 |
Kamara A. Forecasting accuracy and development of a financial market: The treasury bill futures market Journal of Futures Markets. 10: 397-405. DOI: 10.1002/Fut.3990100407 |
0.465 |
|
| 1988 |
Kamara A. Market Trading Structures and Asset Pricing: Evidence from the Treasury-Bill Markets Review of Financial Studies. 1: 357-375. DOI: 10.1093/Rfs/1.4.357 |
0.485 |
|
| 1987 |
Kamara A, Siegel AF. Optimal Hedging in Futures Markets with Multiple Delivery Specifications Journal of Finance. 42: 1007-1021. DOI: 10.1111/J.1540-6261.1987.Tb03924.X |
0.447 |
|
| 1984 |
Kamara A. The Behavior of Futures Prices: A Review of Theory and Evidence Financial Analysts Journal. 40: 68-75. DOI: 10.2469/Faj.V40.N4.68 |
0.504 |
|
| 1982 |
Kamara A. Issues in futures markets: A survey Journal of Futures Markets. 2: 261-294. DOI: 10.1002/Fut.3990020306 |
0.445 |
|
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