Haim Kedar-Levy

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

Ph.D.

P.O. Box 653

Beer-Sheva 84105

Israel

SCHOLARLY PAPERS

16

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3,271

SSRN CITATIONS

5

CROSSREF CITATIONS

3

Scholarly Papers (16)

1.

The Valuation of Athletes as Risky Investments: A Theoretical Model

Journal of Sport Management, Vol. 22, No. 1, pp. 50-81, 2008
Number of pages: 54 Posted: 02 May 2007 Last Revised: 21 Apr 2009
Haim Kedar-Levy and Michael Bar Eli
Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management and Ben-Gurion University of the Negev
Downloads 455 (62,310)

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Sport, Economics, Valuation, Athletes, Risk

2.

Multiple Comparisons of Return Distributions: A New Look at the Day-of-The-Week Effect

Number of pages: 20 Posted: 12 Mar 2002
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 392 (74,452)
Citation 3

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Day of the Week, Multiple Comparison Procedures, Non-Parametric Tests

3.
Downloads 385 ( 76,012)

Price Bubbles of New-Technology Ipos

Number of pages: 31 Posted: 12 Mar 2002
Haim Kedar-Levy
Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management
Downloads 255 (119,160)

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IPO, New Technology, Incomplete Information, Bubbles

Price Bubbles of New-Technology Ipos

Journal of Entrepreneurial Finance & Business Ventures, Vol. 7, No. 2, pp. 11-32, 2002
Number of pages: 31 Posted: 29 Mar 2005
Haim Kedar-Levy
Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management
Downloads 130 (219,958)

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IPO, New Technology, Incomplete Information, Bubbles

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 370 (79,611)

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Outliers, Monday Effect, January Effect, Halloween Effect, Month-of-the-Year

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 318 (94,517)

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Trend-chasing, Contrarian, Rational, Behavioral

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 288 (104,761)

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Day of the week, high moments, corporate announcements

Day-of-The-Week Effect in High Moments

Financial Markets, Institutions & Instruments, Vol. 14, No. 3, pp. 169-186, August 2005
Number of pages: 18 Posted: 09 Aug 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 21 (533,435)
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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 271 (112,340)
Citation 1

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trend-chasing, contrarian, behavioral bubbles, individual vs. institutional investors, foreign ‎investors

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 204 (148,912)

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Trading halts, speed of price discovery

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 129 (220,548)
Citation 2

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speed, price discovery, convergence, microstructure, asset pricing

10.

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

Number of pages: 32 Posted: 29 Mar 2005 Last Revised: 06 Aug 2016
Haim Kedar-Levy
Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management
Downloads 123 (228,723)

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Predictability, Demography, Baby-Boom, Asset Pricing

11.

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 100 (264,968)

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Price Discovery; Bubble; Crash; Momentum; Reversal

12.

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 75 (316,748)

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China; Anomalies; Momentum; Reversal; Clientele

13.

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 58 (362,486)
Citation 1

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Heterogeneity, Discount Rate Risk, Turnover, Liquidity, Sharpe-Ratio

14.

Portfolio Composition and Investors' Trading Patterns Toward 1/N

Number of pages: 18 Posted: 06 Aug 2016 Last Revised: 20 Aug 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 41 (420,413)

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Portfolio Theory; Behavioral Finance; Prospect Theory; Disposition Effect

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 affiliation not provided to SSRN
Downloads 41 (420,413)

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Price discovery; Manipulation; Preopening; Liquidity

16.

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 (669,706)

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Volatility risk premium, Jump risk premium, Options strategies, Gamma hedging ‎