Avi Wohl

Tel Aviv University - Coller School of Management

P.O. Box 39010

Ramat Aviv, Tel Aviv, 69978

Israel

  • Tel Aviv University - Coller School of Management

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    • Tel: +972 3 6409051
SCHOLARLY PAPERS

19

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139

Scholarly Papers (19)

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1.

Measuring Investor Sentiment with Mutual Fund Flows

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 59 Posted: 14 Sep 2008 Last Revised: 21 Sep 2011
Azi Ben-Rephael, Shmuel Kandel (deceased) and Avi Wohl
Rutgers Business School - Rutgers University, affiliation not provided to SSRN (deceased) and Tel Aviv University - Coller School of Management
Downloads 1,938 (18,205)
Citation 11

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mutual funds, flows, investor sentiment, return predictability, stocks

2.

The Diminishing Liquidity Premium

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 60 Posted: 19 Mar 2008 Last Revised: 02 Aug 2013
Azi Ben-Rephael, Ohad Kadan and Avi Wohl
Rutgers Business School - Rutgers University, Washington University in St. Louis - John M. Olin Business School and Tel Aviv University - Coller School of Management
Downloads 1,513 (26,575)
Citation 42

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liquidity, illiquidity, liquidity premium, stock returns

3.

Detecting Liquidity Traders

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 50 Posted: 02 Mar 2002 Last Revised: 14 Dec 2008
Avner Kalay and Avi Wohl
Tel Aviv University - Faculty of Management and Tel Aviv University - Coller School of Management
Downloads 694 (79,296)
Citation 1

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liquidity traders, liquidity, transparency, return predictability, commonality of liquidity, contagion, elasticity, liquidity

4.

Do Firms Buy Their Stock at Bargain Prices? Evidence from Actual Stock Repurchase Disclosures

Forthcoming in Review of Finance
Number of pages: 59 Posted: 15 Jan 2011 Last Revised: 05 Jun 2013
Azi Ben-Rephael, Jacob Oded and Avi Wohl
Rutgers Business School - Rutgers University, Tel Aviv University - Coller School of Management and Tel Aviv University - Coller School of Management
Downloads 657 (85,094)
Citation 22

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Stock Repurchases, Stock Buybacks, Payout Policy, Timing, Bid-Ask Spread, Liquidity, Insider Trading

5.

Measuring Stock Illiquidity: An Investigation of the Demand and Supply Schedules at the Tase

Downloads 556 (105,150)
Citation 8

Measuring Stock Illiquidity: An Investigation of the Demand and Supply Schedules at the Tase

Number of pages: 49 Posted: 07 Aug 2003
Avner Kalay, Orly Sade and Avi Wohl
Tel Aviv University - Faculty of Management, Hebrew University of Jerusalem - Department of Finance and Tel Aviv University - Coller School of Management
Downloads 556 (103,794)
Citation 8

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Measuring Stock Illiquidity: An Investigation of the Demand and Supply Schedules at the TASE

Posted: 17 Feb 2005
Avner Kalay, Orly Sade and Avi Wohl
Tel Aviv University - Faculty of Management, Hebrew University of Jerusalem - Department of Finance and Tel Aviv University - Coller School of Management

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6.

Political News and Stock Prices: The Case of Saddam Hussein Contracts

Downloads 545 (107,815)
Citation 5

Political News and Stock Prices: The Case of Saddam Hussein Contracts

Number of pages: 26 Posted: 13 Aug 2003
Yakov Amihud and Avi Wohl
New York University - Stern School of Business and Tel Aviv University - Coller School of Management
Downloads 318 (198,773)

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political risk, war and the stock market, war and exchange rates

Political News and Stock Prices: The Case of Saddam Hussein Contracts

NYU Working Paper No. S-DRP-03-11
Number of pages: 27 Posted: 07 Nov 2008
Yakov Amihud and Avi Wohl
New York University - Stern School of Business and Tel Aviv University - Coller School of Management
Downloads 121 (488,558)
Citation 3

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political risk, war and the stock market, war and exchange rates

Political News and Stock Prices: The Case of Saddam Hussein Contracts

NYU Working Paper No. SC-AM-03-05
Number of pages: 26 Posted: 04 Nov 2008
Yakov Amihud and Avi Wohl
New York University - Stern School of Business and Tel Aviv University - Coller School of Management
Downloads 66 (724,327)

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political risk, war and the stock market, war and exchange rates

Political News and Stock Prices: The Case of Saddam Hussein Contracts

NYU Working Paper No. S-MF-03-06
Number of pages: 26 Posted: 12 Nov 2008
Yakov Amihud and Avi Wohl
New York University - Stern School of Business and Tel Aviv University - Coller School of Management
Downloads 40 (917,076)
Citation 2

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political risk, war and the stock market, war and exchange rates

Political News and Stock Prices: The Case of Saddam Hussein Contracts

Journal of Banking and Finance, Forthcoming
Posted: 14 Aug 2003
Yakov Amihud and Avi Wohl
New York University - Stern School of Business and Tel Aviv University - Coller School of Management

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political risk, war and the stock market, war and exchange rates

7.

The Demand for Stocks: An Analysis of IPO Auctions

Downloads 517 (115,104)
Citation 18

The Demand for Stocks: An Analysis of IPO Auctions

Number of pages: 25 Posted: 27 Jun 1997
Shmuel Kandel (deceased), Oded Sarig and Avi Wohl
affiliation not provided to SSRN (deceased), Reichman University - Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship and Tel Aviv University - Coller School of Management
Downloads 517 (113,700)
Citation 18

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The Demand for Stocks: An Analysis of IPO Auctions

Posted: 28 Dec 1998
Shmuel Kandel (deceased), Oded Sarig and Avi Wohl
affiliation not provided to SSRN (deceased), Reichman University - Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship and Tel Aviv University - Coller School of Management

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8.

The Price Pressure of Aggregate Mutual Fund Flows

Number of pages: 38 Posted: 05 Nov 2008 Last Revised: 07 Aug 2009
Azi Ben-Rephael, Shmuel Kandel (deceased) and Avi Wohl
Rutgers Business School - Rutgers University, affiliation not provided to SSRN (deceased) and Tel Aviv University - Coller School of Management
Downloads 514 (115,911)
Citation 16

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mutual funds, flows, returns, price pressure, price impact

9.

Corporate Bond Trading on a Limit Order Book Exchange

Number of pages: 45 Posted: 10 Mar 2016 Last Revised: 15 Jul 2017
Menachem (Meni) Abudy and Avi Wohl
Bar-Ilan University - Graduate School of Business Administration and Tel Aviv University - Coller School of Management
Downloads 401 (155,456)
Citation 10

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Corporate bonds, trading costs, retail investors, short-term investors, bid-ask spreads, liquidity

10.

Continuous Trading or Call Auctions: Revealed Preferences of Investors at Tase

Number of pages: 30 Posted: 20 Mar 2000
Avner Kalay, Li Wei and Avi Wohl
Tel Aviv University - Faculty of Management, University of Utah and Tel Aviv University - Coller School of Management
Downloads 398 (156,762)

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11.

A Behavioral Theory of the Effect of the Risk-Free Rate on the Demand for Risky Assets

Forthcoming, Journal of Behavioral and Experimental Economics
Number of pages: 17 Posted: 12 Jul 2018
Yoav Ganzach and Avi Wohl
Tel Aviv University - Coller School of Management and Tel Aviv University - Coller School of Management
Downloads 163 (382,426)
Citation 6

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Risk-Free Rate; Demand for Risky Assets; Decreasing Marginal Sensitivity; Risk Perception; Prospect Theory

12.

Mutual Fund Flows and Government Bond Returns

Number of pages: 45 Posted: 10 Jun 2021 Last Revised: 20 Feb 2024
Menachem (Meni) Abudy, Daniel Nathan and Avi Wohl
Bar-Ilan University - Graduate School of Business Administration, Bank of Israel and Tel Aviv University - Coller School of Management
Downloads 155 (399,183)

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Investor sentiment, government bonds, mutual fund flows, break-even inflation

13.

Implications of an Index-Contingent Trading Mechanism

Number of pages: 27 Posted: 20 May 1997
Avi Wohl and Shmuel Kandel (deceased)
Tel Aviv University - Coller School of Management and affiliation not provided to SSRN (deceased)
Downloads 145 (421,416)

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14.

Performance of Israeli Mutual Funds: Equity and Bond Funds

Israel Economic Review, Vol. 13, No. 1, 2016
Number of pages: 21 Posted: 06 Mar 2016
Menachem (Meni) Abudy, Moshe Barel and Avi Wohl
Bar-Ilan University - Graduate School of Business Administration, Tel Aviv University, Recanati Business School, Students and Tel Aviv University - Coller School of Management
Downloads 144 (423,759)

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15.

Market Timing in Open Market Bond Repurchases

Number of pages: 67 Posted: 09 Aug 2022 Last Revised: 11 Feb 2024
Nadav Steinberg and Avi Wohl
Bank of Israel - Research Department and Tel Aviv University - Coller School of Management
Downloads 92 (590,231)

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16.

Political News and Stock Prices: The Case of Saddam Hussein Conacts

NYU Working Paper No. FIN-03-019
Number of pages: 27 Posted: 11 Nov 2008
Yakov Amihud and Avi Wohl
New York University - Stern School of Business and Tel Aviv University - Coller School of Management
Downloads 51 (806,177)

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political risk, war and the stock market,, war and exchange rates

17.

A Note on Price Noises and Their Correction Process: Evidence from Two Equal-Payoff Government Bonds

Journal of Banking and Finance, Vol. 25, 2001
Number of pages: 22 Posted: 21 Oct 2013
Beni Lauterbach and Avi Wohl
Bar-Ilan University - Graduate School of Business Administration and Tel Aviv University - Coller School of Management
Downloads 43 (868,271)

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market microstructure; market efficiency; price noise; price correction

18.

Continuous Trading or Call Auctions: Revealed Preferences of Investors at the Tel Aviv Stock Exchange

The Journal of Finance, Vol. 57, pp. 523-542, 2002
Posted: 25 Apr 2002
Avner Kalay, Li Wei and Avi Wohl
Tel Aviv University - Faculty of Management, University of Utah and Tel Aviv University - Coller School of Management

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19.

An Index-Contingent Trading Mechanism: Economic Implications

Posted: 23 Jul 1999
Avi Wohl and Shmuel Kandel (deceased)
Tel Aviv University - Coller School of Management and affiliation not provided to SSRN (deceased)

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