Alon Kalay

Michigan State University - Eli Broad College of Business

632 Bogue St

East Lansing, MI 48824

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 14,044

SSRN RANKINGS

Top 14,044

in Total Papers Downloads

3,948

SSRN CITATIONS
Rank 33,802

SSRN RANKINGS

Top 33,802

in Total Papers Citations

17

CROSSREF CITATIONS

6

Scholarly Papers (9)

1.

The Market Reaction to Stock Split Announcements: Earnings Information After All

Number of pages: 39 Posted: 07 Nov 2007 Last Revised: 19 Sep 2014
Alon Kalay and Mathias Kronlund
Michigan State University - Eli Broad College of Business and Tulane University
Downloads 1,845 (9,971)
Citation 2

Abstract:

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Stock splits, event study, analysts, earnings estimates, information

2.

The Information Environment, Volatility Structure, and Liquidity

Columbia Business School Research Paper No. 15-62
Number of pages: 53 Posted: 16 Jun 2015 Last Revised: 21 Feb 2019
Tel Aviv University - Coller School of Management, University of Frankfurt, Michigan State University - Eli Broad College of Business and affiliation not provided to SSRN
Downloads 717 (40,601)
Citation 1

Abstract:

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Disclosure, Information enviornment, Liquidity, Liquidity risk, Volatility, Jump

3.

Earnings News, Expected Earnings and Aggregate Stock Returns

Number of pages: 49 Posted: 21 Dec 2011 Last Revised: 03 May 2013
Jung Ho Choi, Alon Kalay and Gil Sadka
Stanford University Graduate School of Business, Michigan State University - Eli Broad College of Business and University of Texas at Dallas
Downloads 473 (69,276)
Citation 10

Abstract:

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Stock prices, Aggregate earnings, Discount rates, Expected returns, Expected Earnings

4.

Investor Sophistication and Disclosure Clienteles

Number of pages: 51 Posted: 19 Feb 2011 Last Revised: 19 Nov 2014
Alon Kalay
Michigan State University - Eli Broad College of Business
Downloads 301 (116,492)
Citation 9

Abstract:

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Investor sophistication, information processing costs, disclosure, information asymmetry, option exercise

5.

Industry sensitivity to external forces, and the industry-level information advantage of analysts over managers when forecasting earnings

Columbia Business School Research Paper No. 15-86
Number of pages: 42 Posted: 22 Sep 2015 Last Revised: 30 Nov 2020
Ashiq Ali, Dan Amiram, Alon Kalay and Gil Sadka
University of Texas at Dallas - Naveen Jindal School of Management, Tel Aviv University - Coller School of Management, Michigan State University - Eli Broad College of Business and University of Texas at Dallas
Downloads 293 (119,842)

Abstract:

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Management earnings forecasts, analyst earnings forecasts, analysts’ industry expertise, analysts’ industry-level information advantage over managers, industry sensitivity risk

6.

Uncertainty and Sectoral Shifts: The Interaction between Firm-Level and Aggregate-Level Shocks, and Macroeconomic Activity

Columbia Business School Research Paper No. 16-23
Number of pages: 44 Posted: 28 Feb 2016 Last Revised: 19 Aug 2016
Alon Kalay, Suresh Nallareddy and Gil Sadka
Michigan State University - Eli Broad College of Business, Duke University - Fuqua School of Business and University of Texas at Dallas
Downloads 243 (145,264)
Citation 7

Abstract:

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7.

Why do Foreign Investors Demand Comparability? Evidence from Unsponsored ADRs

Number of pages: 52 Posted: 08 Mar 2020 Last Revised: 23 Oct 2020
Michigan State University - Eli Broad College of Business, Massachusetts Institute of Technology (MIT) and University of Southern California - Leventhal School of Accounting
Downloads 76 (358,931)

Abstract:

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Accounting comparability, Unsponsored cross listing, Institutional investors, Information processing costs

8.

Information Asymmetry and the Bond Coupon Choice

The Accounting Review (2018) 93 (2): 37–59.
Posted: 22 Dec 2015 Last Revised: 01 Dec 2020
Tel Aviv University - Coller School of Management, Michigan State University - Eli Broad College of Business, Tel Aviv University - Faculty of Management and University of Texas at Dallas

Abstract:

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Bond contracting; Coupon rate; Information asymmetry; Maturity; Capital market frictions

9.

Industry Characteristics, Risk Premiums, and Debt Pricing

Accounting Review, Forthcoming
Posted: 13 Mar 2014 Last Revised: 07 Mar 2016
Dan Amiram, Alon Kalay and Gil Sadka
Tel Aviv University - Coller School of Management, Michigan State University - Eli Broad College of Business and University of Texas at Dallas

Abstract:

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Debt, Probability of Default, Loss Given Default, Industry Characteristics