Avi Wohl

Tel Aviv University - Coller School of Management

P.O. Box 39010

Ramat Aviv, Tel Aviv, 69978

Israel

SCHOLARLY PAPERS

17

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6,766

SSRN CITATIONS
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Top 6,495

in Total Papers Citations

54

CROSSREF CITATIONS

125

Scholarly Papers (17)

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
Rutgers Business School - Rutgers University, Deceased and Tel Aviv University - Coller School of Management
Downloads 1,710 (10,483)
Citation 8

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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 1,298 (16,144)
Citation 20

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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 622 (45,983)
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 - Faculty of Management and Tel Aviv University - Coller School of Management
Downloads 545 (54,404)
Citation 5

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

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

EFA 2003 Annual Conference Paper No. 231
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 460 (66,637)
Citation 7

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

Journal of Financial Economics, Vol. 74, No. 3, pp. 461-486, December 2004
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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The Demand for Stocks: An Analysis of IPO Auctions

Number of pages: 25 Posted: 27 Jun 1997
Deceased, Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship and Tel Aviv University - Coller School of Management
Downloads 455 (67,546)
Citation 7

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The Demand for Stocks: An Analysis of IPO Auctions

Review of Financial Studies, Vol. 12, No. 2
Posted: 28 Dec 1998
Deceased, Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship and Tel Aviv University - Coller School of Management

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7.

The Price Pressure of Aggregate Mutual Fund Flows

Number of pages: 38 Posted: 05 Nov 2008 Last Revised: 07 Aug 2009
Rutgers Business School - Rutgers University, Deceased and Tel Aviv University - Coller School of Management
Downloads 404 (78,567)
Citation 16

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

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 257 (128,924)

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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 93 (303,023)
Citation 1

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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 31 (512,331)

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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 16 (610,567)

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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

9.

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 335 (97,413)

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10.

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 273 (121,547)
Citation 6

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

11.

Implications of an Index-Contingent Trading Mechanism

Number of pages: 27 Posted: 20 May 1997
Tel Aviv University - Coller School of Management and Deceased
Downloads 107 (274,027)

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12.

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
Bar-Ilan University - Graduate School of Business Administration, Tel Aviv University, Recanati Business School, Students and Tel Aviv University - Coller School of Management
Downloads 70 (355,914)

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13.

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 64 (373,019)
Citation 3

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

14.

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 16 (588,765)

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

15.

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 10 (629,322)

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market microstructure; market efficiency; price noise; price correction

16.

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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17.

An Index-Contingent Trading Mechanism: Economic Implications

Posted: 23 Jul 1999
Tel Aviv University - Coller School of Management and Deceased

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