Shai Levi

Tel Aviv University

Assistant Professor

Tel Aviv, 69978

Israel

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 12,854

SSRN RANKINGS

Top 12,854

in Total Papers Downloads

5,474

SSRN CITATIONS
Rank 21,519

SSRN RANKINGS

Top 21,519

in Total Papers Citations

32

CROSSREF CITATIONS

14

Scholarly Papers (18)

1.

The Effect of Stock Liquidity on the Firm's Investment and Production

Review of Financial Studies, forthcoming
Number of pages: 71 Posted: 01 Jun 2018 Last Revised: 09 Mar 2022
Yakov Amihud and Shai Levi
New York University - Stern School of Business and Tel Aviv University
Downloads 718 (50,692)
Citation 5

Abstract:

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liquidity, investment, production

2.

Are Extended Hours Prices Predictive of Subsequent Stock Returns?

Number of pages: 38 Posted: 15 Jul 2016 Last Revised: 01 Dec 2016
Tel Aviv University, New York University, Rutgers, The State University of New Jersey - Accounting and University of California, Berkeley
Downloads 698 (52,567)

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Extended hours trading, earnings announcements, stock recommendation changes, SEC filings, under-reaction

3.

Do Temporary Increases in Information Asymmetry Affect the Cost of Equity?

Management Science, Forthcoming
Number of pages: 38 Posted: 08 May 2008 Last Revised: 22 May 2014
Shai Levi and Xiao-Jun Zhang
Tel Aviv University and University of California, Berkeley
Downloads 674 (55,018)
Citation 4

Abstract:

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Information Asymmetry, Earnings Release, Expected Returns

4.

The Impact of Debt-Equity Reporting Classifications on the Firms' Decision to Issue Hybrid Securities

European Accounting Review Forthcoming
Number of pages: 33 Posted: 05 Dec 2005 Last Revised: 25 Mar 2014
Shai Levi and Benjamin Segal
Tel Aviv University and Fordham University
Downloads 658 (56,726)
Citation 4

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Debt structuring, hybrid securities, mandatorily redeemable shares

5.

Managerial Incentives, Options, and Cost-Structure Choices

Review of Accounting Studies, Forthcoming
Number of pages: 50 Posted: 05 Jan 2017 Last Revised: 23 Nov 2017
David Aboody, Shai Levi and Dan Weiss
University of California, Los Angeles (UCLA) - Accounting Area, Tel Aviv University and Tel Aviv University - Coller School of Management
Downloads 597 (64,220)
Citation 7

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Operating Leverage; Cost Structure; Managerial Incentives; Option Compensation

6.

Voluntary Disclosure of Accruals in Earnings Press Releases and the Pricing of Accruals

Review of Accounting Studies, Vol. 13, No. 1, 2008
Number of pages: 34 Posted: 10 Aug 2005 Last Revised: 22 May 2014
Shai Levi
Tel Aviv University
Downloads 489 (82,327)
Citation 9

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Accrual amonaly, mispricing, voluntary disclosure, preliminary earnings, earnings press releases

7.

Do Firms Underreport Information on Cyber-Attacks? Evidence from Capital Markets

Review of Accounting Studies, Forthcoming
Number of pages: 52 Posted: 12 Mar 2018 Last Revised: 22 Jun 2018
Eli Amir, Shai Levi and Tsafrir Livne
Tel Aviv University, Tel Aviv University and Tel Aviv University - Coller School of Management
Downloads 354 (119,556)
Citation 13

Abstract:

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Cyber-attacks, data breaches, disclosure

Conditional Persistence of Earnings Components and Accounting Anomalies

Journal of Business, Finance & Accounting, Forthcoming
Number of pages: 42 Posted: 07 Aug 2015
Eli Amir, Itay Kama and Shai Levi
Tel Aviv University, University of Michigan, Stephen M. Ross School of Business and Tel Aviv University
Downloads 199 (212,318)

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earnings components, persistence, post-earnings-announcement drift, accrual anomaly, forecast errors

Conditional Persistence of Earnings Components and Accounting Anomalies

Journal of Business Finance & Accounting, Vol. 42, Issue 7-8, pp. 801-825, 2015
Number of pages: 25 Posted: 22 Oct 2015
Eli Amir, Itay Kama and Shai Levi
Tel Aviv University, University of Michigan, Stephen M. Ross School of Business and Tel Aviv University
Downloads 2 (913,925)
Citation 2

Abstract:

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earnings components, persistence, postā€earningsā€announcement drift, accrual anomaly, forecast errors

9.

Insider Trading and Disclosure: The Case of Cyberattacks

Number of pages: 37 Posted: 16 Apr 2019
Eli Amir, Shai Levi and Tsafrir Livne
Tel Aviv University, Tel Aviv University and Tel Aviv University - Coller School of Management
Downloads 194 (217,390)

Abstract:

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insider trading, disclosure, cyberattacks, data breaches

10.

Estimating the Precision of Information on Earnings and Non-Earnings Announcement Days, and Its Relation with the Cost of Equity

European Accounting Review Forthcoming
Number of pages: 47 Posted: 11 Mar 2016 Last Revised: 12 Apr 2018
Eli Amir and Shai Levi
Tel Aviv University and Tel Aviv University
Downloads 187 (224,392)

Abstract:

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Precision; Cost of Capital; Earnings Announcements; Earnings Quality; Disclosure

11.

Strategic Trading at the Preopening after Earnings Announcements

Journal of Financial Reporting, Forthcoming
Number of pages: 37 Posted: 13 Oct 2016 Last Revised: 03 Nov 2021
Shai Levi and Xiao-Jun Zhang
Tel Aviv University and University of California, Berkeley
Downloads 166 (248,354)

Abstract:

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earnings announcements, price discovery, preopening, informed trading, liquidity, price impact

12.

Does fiduciary duty to creditors reduce debt-covenant-violation avoidance behavior?

Forthcoming in Journal of Business Finance & Accounting
Number of pages: 47 Posted: 28 Jun 2016 Last Revised: 01 Oct 2021
Shai Levi, Benjamin Segal and Dan Segal
Tel Aviv University, Fordham University and Interdisciplinary Center (IDC) Herzliyah
Downloads 155 (262,974)
Citation 1

Abstract:

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Debt Structuring, Director Fiduciary Duties, Board Independence

13.

The Impact of Social Investing on Charitable Donations

Forthcoming, Management Science
Number of pages: 28 Posted: 10 Dec 2021
Raiz Invest Limited, University of Sydney, Coller School of Management, Tel-Aviv University and Tel Aviv University
Downloads 94 (379,425)

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ESG investing; Governance; Charitable donations; Environmental, Social, and Governance

14.

The Deterrent Effect of Whistleblowing on Tax Collections

European Accounting Review, Forthcoming
Number of pages: 32 Posted: 05 Sep 2018
Eli Amir, Adi Lazar and Shai Levi
Tel Aviv University, Ariel University and Tel Aviv University
Downloads 93 (379,425)

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whistleblowing, tax evasion, deterrence

15.

The Differential Informativeness of Positive and Negative Stock Returns

Journal of Accounting, Auditing and Finance, forthcoming
Number of pages: 38 Posted: 13 Jan 2020 Last Revised: 26 May 2020
Eli Amir, Shai Levi and Roy Zuckerman
Tel Aviv University, Tel Aviv University and Tel Aviv University
Downloads 68 (453,900)

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Return reversals, disclosure, Regulation Fair Disclosure, information precision, information asymmetry

16.

Business Corruption and Economic Prosperity

Journal of Accounting, Auditing and Finance, Forthcoming
Number of pages: 33 Posted: 18 Jul 2017 Last Revised: 27 Aug 2017
Eli Amir, Shai Danziger and Shai Levi
Tel Aviv University, Coller School of Management, Tel-Aviv University and Tel Aviv University
Downloads 68 (453,900)

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Business corruption, economic prosperity, corruption perceptions, regulation

17.

Loss-Aversion Discount on Earnings News

Number of pages: 39 Posted: 10 Nov 2016
Shai Levi and Xiao-Jun Zhang
Tel Aviv University and University of California, Berkeley
Downloads 60 (483,191)

Abstract:

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18.

Asymmetric Decrease in Liquidity Trading before Earnings Announcements and the Announcement Return Premium

Journal of Financial Economics (JFE), Forthcoming
Posted: 03 Feb 2013 Last Revised: 20 Aug 2015
Shai Levi and Xiao-Jun Zhang
Tel Aviv University and University of California, Berkeley

Abstract:

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Earnings announcement premium; liquidity