Avner Wolf

Baruch College

Executive Director of International Programs

One Bernard Baruch Way

New York, NY 10010

United States

SCHOLARLY PAPERS

8

DOWNLOADS
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Top 22,820

in Total Papers Downloads

1,682

CITATIONS
Rank 33,217

SSRN RANKINGS

Top 33,217

in Total Papers Citations

6

Scholarly Papers (8)

1.

Bonds Versus Stocks: Investors' Age and Risk Taking

Journal of Monetary Economics, Vol. 56, No. 6, pp. 817-830, September 2009
Number of pages: 40 Posted: 18 Oct 2006 Last Revised: 27 Feb 2012
Georgetown University - Robert Emmett McDonough School of Business, Sabanci University, Hebrew University of Jerusalem - Jerusalem School of Business Administration and Baruch College
Downloads 889 (18,096)
Citation 3

Abstract:

Asset Allocation, Life-Cycle Funds, Almost Stochastic Dominance, Almost Mean-Variance

2.

The Dynamic Process of Price Discovery in an Equity Market

Number of pages: 40 Posted: 26 Mar 2008
Bar-Ilan University - Department of Economics, Baruch College - CUNY and Baruch College
Downloads 419 (51,842)
Citation 2

Abstract:

3.

Trading, Price Setting and Volatility in Equity Markets Under Divergent Expectations and Adaptive Valuations

Number of pages: 36 Posted: 31 Aug 2006
Bar-Ilan University - Department of Economics, Baruch College - CUNY and Baruch College
Downloads 240 (99,104)
Citation 1

Abstract:

Trading, price discovery, volatility, equity markets, divergent expectations, adaptive valuations, and market structure

4.

Empirical Study on Price Momentum Strategy for Long, Short, and Long/Short Equity Portfolios: Optimal Rebalancing Period and Optimal Size

Journal of Wealth Management, Summer 2003
Posted: 10 Jul 2006
Susana Yu and Avner Wolf
State University in New York / Plattsburgh and Baruch College

Abstract:

Momentum Strategy

5.

An Examination of Average Returns, Dispersion of Average Returns, and Bid-Ask Quotes

Journal of Wealth Management, Spring 2003
Posted: 07 Jul 2006
Susana Yu and Avner Wolf
State University in New York / Plattsburgh and Baruch College

Abstract:

Bid-Ask Quotes, Spread of Returns

6.

Nasdaq-100 Index Futures: Intraday Momentum or Reversal?

Journal of Investment Management, Vol. 3, No. 3, Third Quarter 2005
Posted: 29 Apr 2005
Susana Yu, Joel Rentzler and Avner Wolf
State University in New York / Plattsburgh, City University of New York (CUNY) - Baruch College and Baruch College

Abstract:

Index futures, overreaction, market efficiency

7.

Intraday Price Reversals in the US Stock Index Futures Market: A 15-year Study

Journal of Banking and Finance, Vol. 29, No. 5, p. 1311, May 2005
Posted: 15 Apr 2005
James L. Grant, Avner Wolf and Susana Yu
Independent, Baruch College and State University in New York / Plattsburgh

Abstract:

Index Futures, Overreactions Market Efficiency

8.

Long-Short Strategies May Not Be Factor-Neutral

Journal of Investing, Vol. 13, No. 3, pp. 44-53, Fall 2004
Posted: 15 Sep 2004
Susana Yu, Joel Rentzler and Avner Wolf
State University in New York / Plattsburgh, City University of New York (CUNY) - Baruch College and Baruch College

Abstract:

Factor-Neutral, Trading Strategies