| The divergence of liquidity commonality in the cross-section of stocks A Kamara, X Lou, R Sadka Journal of Financial Economics 89 (3), 444-466, 2008 | 409 | 2008 |
| Liquidity, taxes, and short-term treasury yields A Kamara Journal of Financial and Quantitative Analysis 29 (3), 403-417, 1994 | 387 | 1994 |
| New evidence on the Monday seasonal in stock returns A Kamara Journal of business, 63-84, 1997 | 339 | 1997 |
| Operating leverage, profitability, and capital structure Z Chen, J Harford, A Kamara Journal of financial and quantitative analysis 54 (1), 369-392, 2019 | 314 | 2019 |
| Daily and intradaily tests of European put-call parity A Kamara, TW Miller Jr Journal of Financial and Quantitative Analysis 30 (4), 519-539, 1995 | 259 | 1995 |
| Issues in futures markets: a survey A Kamara The Journal of Futures Markets (pre-1986) 2 (3), 261, 1982 | 249 | 1982 |
| The effect of futures trading on the stability of Standard and Poor 500 returns A Kamara, TW Miller Jr, AF Siegel The Journal of Futures Markets (1986-1998) 12 (6), 645, 1992 | 122 | 1992 |
| Horizon pricing A Kamara, RA Korajczyk, X Lou, R Sadka Journal of Financial and Quantitative Analysis 51 (6), 1769-1793, 2016 | 108 | 2016 |
| Market trading structures and asset pricing: Evidence from the treasury-bill markets A Kamara The Review of Financial Studies 1 (4), 357-375, 1988 | 85 | 1988 |
| Optimal hedging in futures markets with multiple delivery specifications A Kamara, AF Siegel The Journal of Finance 42 (4), 1007-1021, 1987 | 78 | 1987 |
| The relation between default‐free interest rates and expected economic growth is stronger than you think A Kamara The Journal of Finance 52 (4), 1681-1694, 1997 | 63 | 1997 |
| Volatility, autocorrelations, and trading activity after stock splits A Kamara, JL Koski Journal of Financial Markets 4 (2), 163-184, 2001 | 58 | 2001 |
| The systematic risk of idiosyncratic volatility J Duarte, A Kamara, S Siegel, C Sun Available at SSRN 1905731, 2014 | 47 | 2014 |
| Production flexibility, stochastic separation, hedging, and futures prices A Kamara The Review of Financial Studies 6 (4), 935-957, 1993 | 41 | 1993 |
| The effects of randomizing the opening time on the performance of a stock market under stress S Hauser, A Kamara, I Shurki Journal of Financial Markets 15 (4), 392-415, 2012 | 33 | 2012 |
| Delivery uncertainty and the efficiency of futures markets A Kamara Journal of Financial and Quantitative Analysis 25 (1), 45-64, 1990 | 30 | 1990 |
| Conditional time-varying interest rate risk premium: Evidence from the treasury bill futures market AC Hess, A Kamara Journal of Money, Credit and Banking, 679-698, 2005 | 29 | 2005 |
| The behavior of futures prices: A review of theory and evidence A Kamara Financial Analysts Journal 40 (4), 68-75, 1984 | 22 | 1984 |
| Has the US stock market become more vulnerable over time? A Kamara, X Lou, R Sadka Financial Analysts Journal 66 (1), 41-52, 2010 | 21 | 2010 |
| The structure of information release and the factor structure of returns T Gilbert, C Hrdlicka, A Kamara Journal of Financial Economics 127 (3), 546-566, 2018 | 17 | 2018 |
