Avraham Kamara

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                          “The effects of randomizing the opening time on the performance of a stock market under stress” (with Shmuel Hauser and Itzik Shurki), Journal of Financial Markets, Vol. 15, Issue 4, Nov. 2012, pp. 392-415.

                          “Has the US stock market become more vulnerable over time?” (with Xiaoxia Lou and Ronnie Sadka), Financial Analysts Journal, Vol. 66, no. 1, January/February 2010, pp. 41-52.

                          "The divergence of liquidity commonality in the cross-section of stocks" (with Xiaoxia Lou and Ronnie Sadka), Journal of Financial Economics, Vol. 89, No. 3, September 2008, pp. 444–466.

                          “The Nontradability Premium of Derivatives Contracts” (with Rafi Eldor, Shmuel Hauser and Michael Kahn), Journal of Business, Vol. 79, No. 4, July 2006, pp. 2067-2097.

                          “Conditional Time-Varying Interest Rate Risk Premium: Evidence from the Treasury Bill Futures Market” (with Alan C. Hess), Journal of Money, Credit and Banking, Vol. 37, No.4, August 2005, pp. 679-698.

                          “Volatility, Autocorrelations, and Trading Activity After Stock Splits” (with Jennifer Lynch Koski), Journal of Financial Markets, Vol. 4, No., 2, April 2001, 163-184.

                          “The Relation Between Default-free Interest Rates and Economic Growth is Stronger Than You Think,” Journal of Finance, Vol. 52, No. 4, September 1997, pp. 1681-1694.

                          “New Evidence on the Monday Seasonal in Stock Returns,” Journal of Business, Vol. 70, No. 1, January 1997, pp. 63-84.

                          “Daily and Intradaily Tests of European Put-Call Parity” (with Thomas W. Miller Jr.), Journal of Financial and Quantitative Analysis, Vol. 30, No. 4, December 1995, pp. 519-539.

                          “The Term Premium: Default, Liquidity and Interest Rate Risk” (with Alan C. Hess), Journal of Finance, Vol. 50, No. 3, July 1995, pp. 979-980. 

                         “Liquidity, Taxes and Short-Term Treasury Yields,” Journal of Financial and Quantitative Analysis, Vol. 29, No. 3, September 1994, pp. 403-417.

                           “Production Flexibility, Stochastic Separation, Hedging, and Futures Prices,” Review of Financial Studies, Vol. 6, No. 4, Winter 1993, pp. 935-957.

                         “The Effects of Futures Trading on the Stability of Standard and Poor’s 500 Return” (with Thomas W. Miller Jr. and Andrew F. Siegel), Journal of Futures Markets, Vol. 12, No. 6, December 1992, pp. 645-658 .