Author Page for Haim Kedar-Levy

Hebrew University of Jerusalem - Jerusalem School of Business Administration and Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management

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Citation 3

Abstract:

4.

Seasonality in Outliers of Daily Stock Returns: A Tail that Wags the Dog?

Number of pages: 15 Posted: 19 Aug 2003

Dan Galai, Haim Kedar-Levy and Ben Z. Schreiber

Hebrew University of Jerusalem - Jerusalem School of Business Administration, Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management and Bank of Israel

Downloads 419 (141,550)

Citation 1

Abstract:

5.

A Rational Foundation for Trend-Chasing and Contrarian Trades with Implications for Momentum Anomalies

Quarterly Journal of Finance, 3, 1-20

Number of pages: 33 Posted: 29 Mar 2005 Last Revised: 09 Feb 2018

Haim Kedar-Levy

Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management

Downloads 381 (157,125)

Citation 1

Abstract:

6.

Day-of-The-Week Effect in High Moments

Number of pages: 26 Posted: 29 Mar 2005

Dan Galai and Haim Kedar-Levy

Hebrew University of Jerusalem - Jerusalem School of Business Administration and Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management

Downloads 369 (162,822)

Abstract:

7.

Are Individual or Institutional Investors the Agents of ‎Bubbles?‎

Journal of International Money and Finance 59 (2015) 1–22

Number of pages: 43 Posted: 17 Mar 2012 Last Revised: 06 Aug 2016

Jongmoo Jay Choi, Haim Kedar-Levy and Sean Sehyun Yoo

Temple University, Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management and Belmont University - College of Business Administration

Downloads 322 (189,966)

Citation 6

Abstract:

8.

The Effect of Trading Halts on the Speed of Price Discovery

Number of pages: 29 Posted: 29 Mar 2005

Shmuel Hauser, Haim Kedar-Levy, Batia Pilo and Itzhak Shurki

Ben-Gurion University of the Negev - School of Management, Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management, Israel Securities Authority and Israel Securities Authority

Downloads 267 (230,335)

Citation 1

Abstract:

9.

The Speed of Stock Price Discovery

Journal of Financial Intermediation, 22, 2, 245-258

Number of pages: 31 Posted: 10 Jul 2009 Last Revised: 09 Feb 2018

Arieh Gavious and Haim Kedar-Levy

Ono Academic College and Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management

Downloads 221 (277,248)

Citation 4

Abstract:

10.

Long-Term Predictability in Stock Returns: Past and Future Us Baby-Boom Effects, 1950-2050‎

Number of pages: 31 Posted: 29 Mar 2005 Last Revised: 26 Jul 2022

Haim Kedar-Levy

Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management

Downloads 166 (358,159)

Abstract:

11.

Resource Uncertainty and Sustainable Competitive Advantage: A Resource Base Theory Perspective

Number of pages: 42 Posted: 09 Feb 2022

Avraham Meshulach and Haim Kedar-Levy

Hebrew University School of Business and Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management

Downloads 164 (361,983)

Abstract:

12.

Price Discovery in the Small and in the Large: Momentum and Reversal, Bubbles and Crashes

Journal of Financial Markets, Forthcoming

Number of pages: 50 Posted: 17 Sep 2010 Last Revised: 17 Jul 2019

Haim Kedar-Levy

Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management

Downloads 152 (385,736)

Abstract:

13.

The Impact of Retail Investors’ Sentiment on Conditional Volatility of Stocks and Bonds

Number of pages: 32 Posted: 09 Feb 2022

Elroi Hadad and Haim Kedar-Levy

Shamoon college of Engineering and Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management

Downloads 113 (486,066)

Abstract:

14.

The Impact of Daily Return Limit and Segmented Clientele on Stock Returns in China

International Review of Financial Analysis, Forthcoming

Number of pages: 36 Posted: 14 Mar 2009 Last Revised: 17 Sep 2010

Haim Kedar-Levy, Xiaoyan Yu, Akiko Kamesaka and Uri Ben-Zion

Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management, Ryukoku University, Aoyama Gakuin University and Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management

Downloads 112 (489,278)

Abstract:

15.

Price Discovery during Parallel Stocks and Options Preopening: Information Distortion and Hints of Manipulation

Number of pages: 41 Posted: 15 May 2014 Last Revised: 09 Feb 2018

Shmuel Hauser, Haim Kedar-Levy and Orit Milo

Ben-Gurion University of the Negev - School of Management, Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management and Ben Gurion University of the Negev

Downloads 100 (530,838)

Citation 2

Abstract:

16.

A Deep Market in Israeli Corporate Bonds: Macro and Microeconomic Analysis in Light of the Accounting Standards

Israel Economic Review, Vol. 18, No. 1 (2020), 139-176

Number of pages: 38 Posted: 27 Oct 2020

Gitit Gur-Gershgoren, Elroi Hadad and Haim Kedar-Levy

Israel Securities Authority, Independent and Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management

Downloads 95 (548,927)

Abstract:

17.

Liquidity Might Come at Cost: The Role of Heterogeneous Preferences

Journal of Financial Markets, Forthcoming

Number of pages: 56 Posted: 21 Feb 2018 Last Revised: 21 Mar 2018

Shmuel Hauser and Haim Kedar-Levy

Ben-Gurion University of the Negev - School of Management and Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management

Downloads 95 (548,927)

Citation 1

Abstract:

18.

News Intensity and Asset Returns: The Case of Currency Volatility

Number of pages: 15 Posted: 17 Jan 2024

Ilanit Avioz, Haim Kedar-Levy and Crina Pungulescu

Ben-Gurion University of the Negev - School of Management, Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management and Toulouse Business School - Barcelona Campus

Downloads 91 (563,962)

Abstract:

19.

Portfolio Composition and Investors' Trading Patterns Toward 1/N

Asian journal of Economics and Finance, Forthcoming

Number of pages: 18 Posted: 06 Aug 2016 Last Revised: 13 Dec 2019

Ori Beeri, Haim Kedar-Levy and Moty Amar

Ben Gurion University of the Negev, Guilford Glazer Faculty of Business and Management, Students, Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management and Ono Academic College

Downloads 85 (588,100)

Abstract:

20.

Linking Asset Prices to News without Direct Asset Mentions

Number of pages: 10 Posted: 13 Mar 2023 Last Revised: 13 Jul 2023

Ilanit Avioz, Haim Kedar-Levy, Crina Pungulescu and David Stolin

Ben-Gurion University of the Negev - School of Management, Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management, Toulouse Business School - Barcelona Campus and Toulouse Business School - Economics and Finance

Downloads 71 (655,365)

Citation 1

Abstract:

21.

Predictable Liquidity Properties in a Segmented, Inelastic Stock Market

Downloads 69 (660,154)

2

Predictable Liquidity Properties in a Segmented, Inelastic Stock Market

Number of pages: 54 Posted: 09 Nov 2023

Haim Kedar-Levy, Joonseok Kim and Sean Yoo

Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management, affiliation not provided to SSRN and Belmont University

Downloads 49 (792,142)

Abstract:

Predictable Liquidity Properties in a Segmented, Inelastic Stock Market

Number of pages: 54 Posted: 03 Sep 2024

Haim Kedar-Levy, Joonseok Kim and Sean Yoo

Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management, affiliation not provided to SSRN and Belmont University

Downloads 20 (1,059,762)

Abstract:

22.

The Impact of Retail Investor Sentiment on Conditional Volatility Of Stocks and Bonds

Number of pages: 32 Posted: 04 Jul 2022 Last Revised: 17 Nov 2023

Elroi Hadad and Haim Kedar-Levy

Shamoon college of Engineering and Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management

Downloads 58 (718,148)

Abstract:

23.

The impact of Predictable Trades on IVOL, Liquidity Risk, and Liquidity Commonality

Number of pages: 39 Posted: 20 Aug 2021 Last Revised: 13 Sep 2021

Haim Kedar-Levy, Seok Joong Kim and Sean Sehyun Yoo

Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management, affiliation not provided to SSRN and Belmont University - College of Business Administration

Downloads 55 (735,858)

Abstract:

24.

A Robust Valuation Model for Entrepreneurial Ventures

Kedar-Levy, Haim (2013) "A Robust Valuation Model for Entrepreneurial Ventures," The Journal of Entrepreneurial Finance: Vol. 16: Iss. 2, pp. 57-74.

Number of pages: 16 Posted: 28 Mar 2022

Haim Kedar-Levy

Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management

Downloads 46 (801,501)

Abstract:

25.

The Microeconomics of Innovation under Uncertainty and the Resource-Based View of Business Strategy a

Accepted, International Journal of Innovation Management

Number of pages: 40 Posted: 26 Aug 2024

Avraham Meshulach and Haim Kedar-Levy

Hebrew University School of Business and Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management

Downloads 21 (1,015,401)

Abstract:

26.

Volatility-Decay Risk Premia

The Journal of Derivatives, Forthcoming, 2014, https://doi.org/10.3905/jod.2014.22.1.057

Posted: 20 May 2019

Dan Galai, Haim Kedar-Levy and Ben Z. Schreiber

Hebrew University of Jerusalem - Jerusalem School of Business Administration, Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management and Bank of Israel

Downloads 0 (1,249,420)

Haim Kedar-Levy

Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management

Ph.D.

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Scholarly Papers (26)

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