Gady Jacoby

College of Management Academic Studies

Dean, School of Economics

Elie Wiesel St 2

Rishon LeTsiyon

Israel

University of Manitoba - Department of Accounting and Finance

Professor of Finance

Faculty of Management

Winnipeg, MB R3T 5V4

Canada

Seton Hall University

Associate Professor

400 S Orange Avenue

South Orange, NJ 07079

United States

SCHOLARLY PAPERS

16

DOWNLOADS
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Top 46,313

in Total Papers Downloads

1,413

SSRN CITATIONS

4

CROSSREF CITATIONS

2

Scholarly Papers (16)

1.

On Estimating the Relation between Corporate Bond Yield Spreads and Treasury Yields

Number of pages: 33 Posted: 18 Jun 2002
Gady Jacoby and Gady Jacoby
College of Management Academic Studies
Downloads 432 (94,330)
Citation 2

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2.

Market Sentiment and the Cross-section of Expected Stock Returns

Number of pages: 47 Posted: 10 Feb 2020 Last Revised: 24 Nov 2021
Gady Jacoby, Gady Jacoby, Chi Liao, Nanying Lin and Lei Lu
College of Management Academic Studies, University of Manitoba - Asper School of Business, University of Manitoba - Asper School of Business and Asper School of Business, University of Manitoba
Downloads 200 (209,607)

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Sentiment Risk; Stock Returns; Factor Model

3.

Testing for the Elasticity of Corporate Yield Spreads

HKUST Business School Research Paper No. 07-03
Number of pages: 51 Posted: 02 Mar 2007
Jonathan A. Batten, Gady Jacoby, Gady Jacoby and Rose C. Liao
RMIT University, College of Management Academic Studies and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Downloads 191 (218,386)
Citation 2

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Bond Yield Spread, Default Risk, Callable Bonds, Corporate Bonds

4.

Financial Distress, Political Affiliation, and Earnings Management: The Case of Politically-Affiliated Private Firms

The European Journal of Finance, Forthcoming
Number of pages: 39 Posted: 25 Jan 2017
Gady Jacoby, Gady Jacoby, Jialong Li, Mingzhi Liu and Mingzhi Liu
College of Management Academic Studies, University of Manitoba - Asper School of Business and University of Manitoba - Asper School of BusinessUniversity of Manitoba - Department of Accounting and Finance
Downloads 119 (319,268)

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Financial Distress, Earnings Management, Political Affiliation, Economic Imbalance

5.

A Pure Test for the Elasticity of Yield Spreads

IIIS Discussion Paper Series No. 195
Number of pages: 53 Posted: 19 Jan 2007
Gady Jacoby, Gady Jacoby, Jonathan A. Batten and Rose C. Liao
College of Management Academic Studies, RMIT University and Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Downloads 91 (381,293)

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Bond Yield Spread, Default Risk, Callable Bonds, Corporate Bonds

6.

Investor Sentiment and Portfolio Selection

Finance Research Letters, Vol. 15, 2015
Number of pages: 15 Posted: 21 Sep 2017
Chengbo Fu, Gady Jacoby, Gady Jacoby and Yan Wang
University of Northern British Columbia - School of Business, College of Management Academic Studies and Brock University
Downloads 85 (397,435)

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Investor Sentiment, Mean-Variance Theory, Portfolio Selection.

7.

Internal Control Weakness, Investment and Firm Valuation

Finance Research Letters, Vol. 25, 2018
Number of pages: 19 Posted: 09 Mar 2019
Gady Jacoby, Gady Jacoby, Yingqi Li, Tianze Li and Steven Xiaofan Zheng
College of Management Academic Studies, Shanghai Lixin University of Commerce, University of Manitoba - Department of Accounting and Finance and University of Manitoba - Asper School of Business
Downloads 70 (443,359)

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Sarbanes-Oxley Act, Internal Control Weakness, Stock Performance, q theory of investments, Benchmark Adjusted Returns, Credit Ratings

8.

The Value of Investor Sophistication

Number of pages: 47 Posted: 11 Oct 2021
Chengbo Fu, Gady Jacoby, Gady Jacoby, Nanying Lin and Lei Lu
University of Northern British Columbia - School of Business, College of Management Academic Studies, University of Manitoba - Asper School of Business and Asper School of Business, University of Manitoba
Downloads 65 (460,613)

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investor sophistication, conditional model, idiosyncratic volatility, stock returns, short-sale constraint.

9.

Corporate Governance, External Control, Public Governance, and Environmental Information Transparency: Evidence from Emerging Markets

Jacoby, G., Liu, M., Wang, Y., Wu, Z., & Zhang, Y. (2019). Corporate Governance, External Control, Public Governance, and Environmental Information Transparency: Evidence from Emerging Markets. Journal of International Financial Markets, Institutions, & Money, 58, 269-283.
Number of pages: 48 Posted: 14 Mar 2019
Gady Jacoby, Gady Jacoby, Mingzhi Liu, Mingzhi Liu, Yefeng Wang, Zhenyu Wu and Ying Zhang
College of Management Academic Studies, University of Manitoba - Asper School of BusinessUniversity of Manitoba - Department of Accounting and Finance, University of Manitoba - Department of Business Administration, University of Manitoba and University of Manitoba - Department of Accounting and Finance
Downloads 57 (490,852)
Citation 2

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Corporate Governance, External Control, Legal Environment, Information Transparency

10.

Commonality in Disagreement and Stock Returns

Number of pages: 33 Posted: 24 Nov 2020
Gady Jacoby, Gady Jacoby, Shi Li and Lei Lu
College of Management Academic Studies, University of Manitoba - Asper School of Business and Asper School of Business, University of Manitoba
Downloads 40 (567,652)

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Heterogeneous belief, information production, stock return comovement

11.

Disagreement Exploitation and the Cross-Section of Hedge Funds Performance

Number of pages: 39 Posted: 06 May 2022
Gady Jacoby, Gady Jacoby, Shi Li and Nanying Lin
College of Management Academic Studies, Sprott School of Business, Carleton University and University of Manitoba - Asper School of Business
Downloads 32 (611,728)

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Hedge Fund Performance, Disagreement, Arbitrage

12.

A Separation Analysis of the Idiosyncratic Volatility-Return Relation

Number of pages: 27 Posted: 06 Jun 2022
George J. Jiang, Gady Jacoby, Gady Jacoby, Lei Lu and Chengbo Fu
Washington State University, College of Management Academic Studies, Asper School of Business, University of Manitoba and University of Northern British Columbia - School of Business
Downloads 31 (617,797)

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Market Condition, Idiosyncratic Volatility, Upside Risk, Downside Risk, Investor Reaction

13.

Portfolio Selection Subject to Vague Experts' Judgments

International Review of Financial Analysis, Vol. 17, No. 5, 2008
Posted: 02 Apr 2006 Last Revised: 07 Feb 2011
K. Smimou, C. R. Bector, Gady Jacoby and Gady Jacoby
University of Ontario Institute of Technology (UOIT) - Faculty of Business & IT, University of Manitoba and College of Management Academic Studies

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Finance, Portfolio Selection, Fuzzy Theory, Mean-Variance Theory, Subjective Measures, Experts' judgments

14.

Measuring Credit Spreads: Evidence from Australian Eurobonds

Applied Financial Economics, Vol. 15, No. 9, pp. 651-666, 2005
Posted: 02 Aug 2005
Jonathan A. Batten, Warren P. Hogan, Gady Jacoby and Gady Jacoby
RMIT University, University of Technology, Sydney - School of Finance and Economics and College of Management Academic Studies

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Credit spreads, absolute spreads, relative spreads, Eurobonds

15.

A Duration Model for Defaultable Bonds

Posted: 01 Mar 2002
Gady Jacoby and Gady Jacoby
College of Management Academic Studies

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16.

The Capital Asset Pricing Model and the Liquidity Effect: A Theoretical Approach

Journal of Financial Markets
Posted: 11 Jul 2000
Gady Jacoby, Gady Jacoby, David J. Fowler and Aron A. Gottesman
College of Management Academic Studies, York University - Schulich School of Business and Pace University - Lubin School of Business - Department of Finance and Economics

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