Menachem (Meni) Abudy

Bar-Ilan University - Graduate School of Business Administration

Ramat Gan

Israel

SCHOLARLY PAPERS

15

DOWNLOADS
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Top 19,446

in Total Papers Downloads

3,267

SSRN CITATIONS
Rank 31,787

SSRN RANKINGS

Top 31,787

in Total Papers Citations

21

CROSSREF CITATIONS

6

Scholarly Papers (15)

1.
Downloads 1,348 ( 18,292)
Citation 2

Pricing Stock Options with Stochastic Interest Rate

NYU Working Paper No. 2451/30272
Number of pages: 46 Posted: 15 Oct 2011
Menachem (Meni) Abudy and Yehuda (Yud) Izhakian
Bar-Ilan University - Graduate School of Business Administration and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 983 (28,641)

Abstract:

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Option, call option, put option, stochastic interest rate, term structure of interest rates, Black and Scholes, put-call parity

Pricing Stock Options with Stochastic Interest Rate

Number of pages: 46 Posted: 03 Oct 2011
Menachem (Meni) Abudy and Yehuda (Yud) Izhakian
Bar-Ilan University - Graduate School of Business Administration and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 365 (102,411)
Citation 1

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Option, call option, put option, put-call parity, stochastic interest rate

2.

Do Executive Compensation Contracts Maximize Firm Value? Indications from a Quasi-Natural Experiment

Columbia Business School Research Paper No. 17-69, 28th Annual Conference on Financial Economics and Accounting
Number of pages: 52 Posted: 03 Oct 2017 Last Revised: 08 Aug 2019
Menachem (Meni) Abudy, Dan Amiram, Oded Rozenbaum and Efrat Shust
Bar-Ilan University - Graduate School of Business Administration, Tel Aviv University - Coller School of Management, George Washington University - School of Business and The Department of Management and Economics, The Open University of Israel
Downloads 511 (69,429)
Citation 3

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executive compensation; governance; optimal contracts

3.

How Much Can Illiquidity Affect Corporate Debt Yield Spread?

Number of pages: 43 Posted: 19 Jun 2015 Last Revised: 20 Jun 2016
Menachem (Meni) Abudy and Alon Raviv
Bar-Ilan University - Graduate School of Business Administration and Bar-Ilan University - Graduate School of Business Administration
Downloads 346 (109,503)
Citation 1

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corporate bonds, illiquidity, illiquidity spread, yield spread, financial crises

4.

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 303 (126,484)
Citation 10

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

5.

The Cost of Equity for Private Firms

Number of pages: 37 Posted: 26 May 2015 Last Revised: 30 Nov 2015
Menachem (Meni) Abudy, Simon Benninga and Efrat Shust
Bar-Ilan University - Graduate School of Business Administration, Tel Aviv University - Faculty of Management and The Department of Management and Economics, The Open University of Israel
Downloads 184 (205,260)
Citation 1

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Non-marketability, non-diversification, cost of capital, private firm valuation

6.

Valuing Restricted Stock Grants to Non-Executive Employees

Number of pages: 46 Posted: 29 Oct 2014 Last Revised: 26 Feb 2016
Menachem (Meni) Abudy and Simon Benninga
Bar-Ilan University - Graduate School of Business Administration and Tel Aviv University - Faculty of Management
Downloads 98 (332,813)

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Marketability, discount, restricted stocks compensation

7.

Non-marketability and the Value of Employee Stock Options

Forthcoming in the Journal of Banking and Finance
Number of pages: 33 Posted: 21 Nov 2011 Last Revised: 06 Oct 2013
Menachem (Meni) Abudy and Simon Benninga
Bar-Ilan University - Graduate School of Business Administration and Tel Aviv University - Faculty of Management
Downloads 85 (363,873)
Citation 2

Abstract:

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employee stock options, under pricing

8.

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 77 (385,625)

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9.

Retail Investors’ Trading and Stock Market Liquidity

Forthcoming, The North American Journal of Economics and Finance
Number of pages: 37 Posted: 13 Nov 2020
Menachem (Meni) Abudy
Bar-Ilan University - Graduate School of Business Administration
Downloads 58 (447,381)

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retail investors, liquidity, stock market liquidity

10.

The Effect of Liquidity on Non-Marketable Securities

Number of pages: 11 Posted: 26 Sep 2017 Last Revised: 09 Nov 2017
Menachem (Meni) Abudy, Hadar Binsky and Alon Raviv
Bar-Ilan University - Graduate School of Business Administration, Tel Aviv University and Bar-Ilan University - Graduate School of Business Administration
Downloads 58 (447,381)

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non-marketability discount, illiquidity, thin-traded securities

11.

שינויים באחזקות בעלי השליטה – עוד דרך להשגת טובות הנאה פרטיות?

רבעון לכלכלה, 59 (1/4), 2012
Number of pages: 31 Posted: 28 Oct 2013
Eyal Yaniv, Beni Lauterbach, Menachem (Meni) Abudy and Oren Kapah
Bar-Ilan University - Graduate School of Business Administration, Bar-Ilan University - Graduate School of Business Administration, Bar-Ilan University - Graduate School of Business Administration and Bar-Ilan University - Department of Computer Science
Downloads 53 (466,117)

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תיעול, בעלי שליטה, ממשל תאגידי, טובות הנאה פרטיות

12.

What Happens to Trading Volume When the Regulator Bans Voluntary Disclosure?

European Accounting Review, Forthcoming
Number of pages: 49 Posted: 21 Jul 2019 Last Revised: 22 Jul 2019
Menachem (Meni) Abudy and Efrat Shust
Bar-Ilan University - Graduate School of Business Administration and The Department of Management and Economics, The Open University of Israel
Downloads 42 (513,045)
Citation 1

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voluntary disclosure, precision of disclosure, unexplained trading volume, investor disagreement, liquidity

13.

Mutual Fund Flows and Government Bond Returns

Number of pages: 38 Posted: 10 Jun 2021 Last Revised: 22 Sep 2021
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 41 (517,783)

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Investor sentiment, government bonds, mutual funds, flows

14.

Stock Markets and Female Participation in the Labor Force

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 33 Posted: 15 Jan 2020 Last Revised: 11 Mar 2021
Menachem (Meni) Abudy, Yevgeny Mugerman and Zvi Wiener
Bar-Ilan University - Graduate School of Business Administration, Bar Ilan University and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 41 (517,783)

Abstract:

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trading volume, female participation in labor force, cross-country variation

15.

Changes in Controlling Shareholders’ Holdings: Do They Entail Financial Tunneling?

Advances in Financial Economics, Vol. 18, 2015
Number of pages: 27 Posted: 08 Jun 2017
Menachem (Meni) Abudy and Beni Lauterbach
Bar-Ilan University - Graduate School of Business Administration and Bar-Ilan University - Graduate School of Business Administration
Downloads 22 (626,820)
Citation 2

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Controlling shareholders; Financial tunneling