“The Cross-Section of Volatility and Returns: Then and Now”
Siegel, S., Detzel, A., Duarte, J., Kamara, A., and Sun, C., (2023). The Critical Finance Review, Vol. 12(1–4), pp. 9–56.

“Operating Leverage, Profitability, and Capital Structure”
Chen, Z., Harford, J., and Kamara, A., (2019). Journal of Financial and Quantitative Analysis, Vol. 54(1), pp. 369–392.

“Short-Horizon Beta or Long-Horizon Alpha?”
Kamara, A., Korajczyk, R., Lou, X., and Sadka, R., (2018). Journal of Portfolio Management, Vol. 45(1), pp. 96–105.

“Yes, the Composition of the Market Portfolio Matters: The Estimated Cost of Equity”
Kamara, A., and Young, L., (2018). Financial Management, Vol. 47(4), pp. 911–929.

“The Structure of Information Release and the Factor Structure of Returns”
Gilbert, T., Hrdlicka, C., and Kamara, A., (2018). Journal of Financial Economics, Vol. 127(3), pp. 546–566.

“Horizon Pricing”
Kamara, A., Korajczyk, R., Lou, X., and Sadka, R., (2017). Journal of Financial and Quantitative Analysis, Vol. 51(6), pp. 1769–1793.

“The Effects of Randomizing the Opening Time on the Performance of a Stock Market under Stress”
Hauser, S., Kamara, A., and Shurki, I., (2012). Journal of Financial Markets, Vol. 15(4), pp. 392–415.

“Has the U.S. Stock Market Become More Vulnerable Over Time”
Kamara, A., Lou, X., and Sadka, R., (2010). Financial Analysts Journal, Vol. 66(1), pp. 41–52.

“The Divergence of Liquidity Commonality in the Cross-Section of Stocks”
Kamara, A., Lou, X., and Sadka, R., (2008). Journal of Financial Economics, Vol. 89(3), pp. 444–466.

“The Nontradability Premium of Derivatives Contracts”
Eldor, R., Hauser, S., Kahn, M., and Kamara, A., (2006). Journal of Business, Vol. 79(4), pp. 2067–2097.

“Conditional Time-Varying Interest Rate Risk Premium: Evidence from the Treasury Bill Futures Market”
Hess, A., and Kamara, A., (2005). Journal of Money, Credit and Banking, Vol. 37(4), pp. 679–698.

“Volatility, Autocorrelations, and Trading Activity After Stock Splits”
Kamara, A., and Koski, J., (2001). Journal of Financial Markets, Vol. 4(2), pp. 163–184.

“New Evidence on the Monday Seasonal in Stock Returns”
Kamara, A., (1997). Journal of Business, Vol. 70(1), pp. 63–84.

“The Relation Between Default-Free Interest Rates and Economic Growth is Stronger Than You Think”
Kamara, A., (1997). Journal of Finance, Vol. 52(4), pp. 1681–1694.

“Daily and Intradaily Tests of European Put–Call Parity”
Kamara, A., and Miller, T., (1995). Journal of Financial and Quantitative Analysis, Vol. 30(4), pp. 519–539.

“Production Flexibility, Stochastic Separation, Hedging, and Futures Prices”
Kamara, A., (1993). Review of Financial Studies, Vol. 6(4), pp. 935–957.