Zobrazeno 1 - 10
of 51
pro vyhledávání: '"Haim Kedar-Levy"'
Autor:
Haim Kedar-levy
We are pleased to announce that A Critical History of Financial Crises has been included in CHOICE Magazine's Outstanding Academic Title list. Only the most outstanding works have been selected for their excellence in scholarship and presentation, th
Publikováno v:
Applied Economics Letters. :1-6
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b3596ce7c9b23b66cc8e81ed473b206e
https://doi.org/10.1080/13504851.2022.2115447
https://doi.org/10.1080/13504851.2022.2115447
Autor:
Avraham Meshulach, Haim Kedar-Levy
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f3254c799406fccd13706c82b4e44949
https://doi.org/10.2139/ssrn.4025177
https://doi.org/10.2139/ssrn.4025177
Autor:
Elroi Hadad, Haim Kedar-Levy
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e2c09bd709f361726476a265c24322e0
https://doi.org/10.2139/ssrn.4153781
https://doi.org/10.2139/ssrn.4153781
Publikováno v:
Journal of Financial Markets. 59:100705
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c9220ac4e40d6d0d5823c59c3632ceb7
https://doi.org/10.1016/j.finmar.2022.100705
https://doi.org/10.1016/j.finmar.2022.100705
Publikováno v:
SSRN Electronic Journal.
We develop two investment strategy measures by investor type and explore their predictive capability on idiosyncratic volatility, liquidity risk and liquidity commonality. The measures indicate whether each of our nine investor types persistently imp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::12d651b435a9ff549f31460f01c85f6e
https://doi.org/10.2139/ssrn.3907313
https://doi.org/10.2139/ssrn.3907313
Autor:
Haim Kedar-Levy, Shmuel Hauser
Publikováno v:
Journal of Financial Markets. 39:1-23
Asset-pricing models with volume are challenged by the high turnover-rates in real stock markets. We develop an asset-pricing framework with heterogeneous risk preferences and show that liquidity and turnover increase with heterogeneity to a maximum,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::77c138e0485dfc9bce5eae8f7e338675
https://doi.org/10.1016/j.finmar.2018.03.001
https://doi.org/10.1016/j.finmar.2018.03.001
Autor:
Haim Kedar-Levy
Publikováno v:
Journal of Financial Markets. 48:100505
Using a discrete-time asset-pricing model, I specify the economic rationale for a rich array of price dynamics. Two boundedly-rational investors with different risk preferences trade periodically, where excess supply is cleared by a tâtonnement proc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::48f6a8fe2c122e5b55297c00bbe9bd88
https://doi.org/10.1016/j.finmar.2019.08.001
https://doi.org/10.1016/j.finmar.2019.08.001
Publikováno v:
Journal of International Money and Finance. 59:1-22
Behavioral bubble models typically assume that uninformed trend-chasers, presumably individual investors, cause bubbles, while informed contrarian investors such as institutions, trade against bubbles. DeLong et al. (1990a) highlight that to be consi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ed9944f34ef719a54bf4f602ed6b928d
https://doi.org/10.1016/j.jimonfin.2015.09.004
https://doi.org/10.1016/j.jimonfin.2015.09.004