1. Amihud, Y. and Mendelson, H., 1980. Dealership market: market making with inventory. Journal of Financial Economics. 8(1): 31-53.
2. Amihud, Y. and Mendelson, H., 1986. Asset pricing and the bid-ask spread. Journal of Financial Economics, 17(2): 223-249.
3. Amihud, Y., 2002. Illiquidity and stock returns: cross-section and time-series effects. Journal of Financial Markets, 5 (1): 31-56.
4. Amihud, Y., Allaudeen H., Wenjin K. and Huiping Z., 2015. The illiquidity premium: International evidence. Journal of Financial Economics, 117(2): 350-368.
5. Australian Energy Regulator, 2013. Better Regulation - Explanatory Statement: Rate of Return Guideline. Australian Competition and Consumer Commission, Canberra, Australia. pp 205.