---
title: "Amihud illiquidity ratio: formula and 4 recent papers"
description: "Amihud illiquidity ratio was mentioned in 4 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #82 of the 104 equations and models mentioned."
url: https://scholar4ai.com/equations/amihud-illiquidity-ratio
markdown_url: https://scholar4ai.com/equations/amihud-illiquidity-ratio.md
license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/)
share_text: "Amihud illiquidity ratio was mentioned in 4 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #82 of the 104 equations and models mentioned."
data_url: https://scholar4ai.com/data/rankings.json
updated: 2026-10-26T14:52:47+09:00
window: 2026-09-27 to 2026-10-26
source: OpenAlex (CC0)
---

# Amihud illiquidity ratio

$$
\mathit{ILLIQ}_i = \frac{1}{D_i}\sum_{d=1}^{D_i}\frac{\lvert R_{id} \rvert}{\mathit{DVOL}_{id}}
$$

Average absolute daily return per dollar of trading volume: the price impact of trading.

- area: Asset pricing and risk
- 0 papers in the last 7 days
- Names searched for: Amihud illiquidity, Amihud's illiquidity, Amihud measure, Amihud's measure, Amihud ratio

Back to the ranking: https://scholar4ai.com/rankings/equations.md

## Key findings

- Amihud illiquidity ratio was mentioned in 4 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #82 of the 104 equations and models mentioned.
- By journal category: Finance (4).
- Most of them appeared in The North American Journal of Economics and Finance (1), Pacific-Basin Finance Journal (1) and Borsa Istanbul Review (1).
- Often mentioned together with Ordinary least squares (OLS) (2), Two-way fixed-effects panel regression (2) and Herfindahl-Hirschman index (1).
- Datasets named in the same papers: Marketization index (Fan Gang) (1), Living Standards Measurement Study (LSMS) (1) and TRACE (1).
- From Oct 2023 to Sep 2026, 11 archived papers mentioned Amihud illiquidity ratio in their title, abstract or keywords, most of them in Nov 2024 (2).

## Mentions over 36 months

*Papers mentioning it by publication month, Oct 2023 to Sep 2026 (titles, abstracts and keywords)*

| Trend | Oct 23–Sep 24 | Oct 24–Sep 25 | Oct 25–Sep 26 | 36 months |
|---|---:|---:|---:|---:|
|  | 3 | 7 | 1 | 11 |

*Papers mentioning Amihud illiquidity ratio, newest first.*

| Date | Title | Journal | Authors | Affiliations |
|---|---|---|---|---|
| 2026-10-12 | [Liquidity stress as an episodic process: Entry, persistence, and exit dynamics](https://doi.org/10.1016/j.najef.2026.102735) | [The North American Journal of Economics and Finance](https://scholar4ai.com/journals/the-north-american-journal-of-economics-and-finance.md) | Hakan Bal | Beykent University |
| 2026-10-01 | [Does generative AI improve price discovery? Evidence from China’s investor platforms: A pre-registered report](https://doi.org/10.1016/j.pacfin.2026.103411) | [Pacific-Basin Finance Journal](https://scholar4ai.com/journals/pacific-basin-finance-journal.md) | Yingshuang Tan, Wei Song | Chongqing University |
| 2026-10-01 | [Reopening is not Recovery: Institutional Hysteresis in the Libyan Stock Market](https://doi.org/10.1016/j.bir.2026.100920) | [Borsa Istanbul Review](https://scholar4ai.com/journals/borsa-istanbul-review.md) | Suliman Alshahmy, Charilaos Mertzanis | Heriot-Watt University Dubai; Libyan Academy; Abu Dhabi University |
| 2026-09-29 | [The price of ethics: Liquidity and safe haven properties of responsible physical gold ETPs](https://doi.org/10.1016/j.ribaf.2026.103646) | [Research in International Business and Finance](https://scholar4ai.com/journals/research-in-international-business-and-finance.md) | Borja Amor Tapia, Paula Castro, María Teresa Tascón Fernández | Universidad de León |

## Cite this page

Scholar4AI. (2026). Amihud illiquidity ratio. Journal Research Rankings. Retrieved October 26, 2026, from https://scholar4ai.com/equations/amihud-illiquidity-ratio

```bibtex
@misc{scholar4ai-equations-amihud-illiquidity-ratio,
  author = {{Scholar4AI}},
  title = {Amihud illiquidity ratio},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/equations/amihud-illiquidity-ratio}},
  urldate = {2026-10-26},
  note = {Journal Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}
```

License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).