Gady Jacoby

College of Management Academic Studies

Dean, School of Economics

Elie Wiesel St 2

Rishon LeTsiyon

Israel

Seton Hall University

Associate Professor

400 S Orange Avenue

South Orange, NJ 07079

United States

University of Manitoba - Department of Accounting and Finance

Professor of Finance

Faculty of Management

Winnipeg, MB R3T 5V4

Canada

  • College of Management Academic Studies

  • Seton Hall University

SCHOLARLY PAPERS

21

DOWNLOADS
Rank 42,265

SSRN RANKINGS

Top 42,265

in Total Papers Downloads

1,965

SSRN CITATIONS

10

CROSSREF CITATIONS

2

Scholarly Papers (21)

Actions:
Email selected abstracts
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 471 (102,263)
Citation 2

Abstract:

Loading...

2.

Market Sentiment and the Cross-section of Expected Stock Returns

Number of pages: 55 Posted: 10 Feb 2020 Last Revised: 12 Sep 2022
Gady Jacoby, Gady Jacoby, Chi Liao, Nanying Lin and Lei Lu
College of Management Academic Studies, University of Manitoba - Asper School of Business, Lyon College and University of Manitoba
Downloads 265 (192,304)

Abstract:

Loading...

Sentiment Risk, Sentiment Beta, Stock Returns, Short-sale Constraints

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 208 (242,704)
Citation 2

Abstract:

Loading...

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 131 (358,822)

Abstract:

Loading...

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 108 (413,388)

Abstract:

Loading...

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 - Goodman School of Business
Downloads 106 (418,894)

Abstract:

Loading...

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 100 (436,419)

Abstract:

Loading...

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

8.

The Pricing of Dividend Surprises

Number of pages: 48 Posted: 22 Nov 2022
Gady Jacoby, Gady Jacoby, Shi Li, Lei Lu and Yan Wang
College of Management Academic Studies, Sprott School of Business, Carleton University, University of Manitoba and Brock University - Goodman School of Business
Downloads 94 (454,525)

Abstract:

Loading...

Payout Policy; Dividend surprise; Stock return anomaly; Financial constraint

9.

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, Lyon College and University of Manitoba
Downloads 86 (480,516)

Abstract:

Loading...

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

10.

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 Lyon College
Downloads 85 (484,010)

Abstract:

Loading...

Hedge Fund Performance, Disagreement, Arbitrage

11.

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 82 (494,504)
Citation 2

Abstract:

Loading...

Corporate Governance, External Control, Legal Environment, Information Transparency

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, University of Manitoba and University of Northern British Columbia - School of Business
Downloads 59 (590,290)
Citation 1

Abstract:

Loading...

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

13.

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 University of Manitoba
Downloads 58 (595,216)

Abstract:

Loading...

Heterogeneous belief, information production, stock return comovement

14.

Cash Shortfalls in IPO Firms

Number of pages: 15 Posted: 06 Aug 2022
Lei Liu, Gady Jacoby, Gady Jacoby, Xiaoping Song and Steven Xiaofan Zheng
Jinling Institute of Technology, College of Management Academic Studies, affiliation not provided to SSRN and University of Manitoba - Asper School of Business
Downloads 47 (653,993)

Abstract:

Loading...

cash shortfalls, IPO, Cash flows, Valuation, long run stock return

15.

Does Climate Risk Shape Firms’ Financial-Reporting Conservatism?

Number of pages: 31 Posted: 11 May 2023
Rong Ding, Gady Jacoby, Gady Jacoby, Mingzhi Liu, Mingzhi Liu, Tingting Wang and Zhenyu Wu
affiliation not provided to SSRN, College of Management Academic Studies, University of Manitoba - Asper School of BusinessUniversity of Manitoba - Department of Accounting and Finance, University of Manitoba and University of Manitoba
Downloads 30 (767,764)

Abstract:

Loading...

Climate Risk, Financial-Reporting Conservatism, Governance, Uncertainty Avoidance

16.

Trauma and Investment Horizon: Evidence from a Representative China Equity Investor Behavior Survey

Number of pages: 19 Posted: 03 Apr 2023
Qi Zhang, Xiaomeng Lu, Fang Wan, Gady Jacoby, Gady Jacoby and Ruiqi Guan
University of Manitoba, Southwestern University of Finance and Economics (SWUFE), University of Manitoba, College of Management Academic Studies and University of Manitoba
Downloads 18 (869,830)

Abstract:

Loading...

Trauma, Investment Horizon, household finance

17.

An Asset-Pricing Model with Commonality in Exchange Rates

Number of pages: 42 Posted: 17 Oct 2022
Gady Jacoby, Gady Jacoby, Rose C. Liao, Yan Wang and Zhenyu Wu
College of Management Academic Studies, Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics, Brock University - Goodman School of Business and University of Manitoba
Downloads 17 (879,137)

Abstract:

Loading...

ICAPM, Exchange rate risk, Dynamic conditional correlation

18.

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

Abstract:

Loading...

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

19.

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

Abstract:

Loading...

Credit spreads, absolute spreads, relative spreads, Eurobonds

20.

A Duration Model for Defaultable Bonds

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

Abstract:

Loading...

21.

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 Gottesman
College of Management Academic Studies, York University - Schulich School of Business and Pace University - Lubin School of Business - Department of Finance and Economics

Abstract:

Loading...