Gitit Gur-Gershgoren

Israel Securities Authority

Chief Economist (former)

22 Kanfei Nesharim Street

Jerusalem 95464

Israel

Gitit Gur Gershgoren

ISA Chief Economist (former)

Tzahal Street 104

Kiryat Ono, 55000

Israel

SCHOLARLY PAPERS

4

DOWNLOADS

829

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

A Simple-But-Powerful Test for Long-Run Event Studies

Robert Day School of Economics and Finance Research Paper No. 2008-8
Number of pages: 44 Posted: 16 Nov 2005
Gitit Gur-Gershgoren, Jaime F. Zender and Eric N. Hughson
Israel Securities Authority, University of Colorado at Boulder - Department of Finance and Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 605 (55,709)
Citation 3

Abstract:

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Long-run event study methodology

2.

Channeling Funds into the Group: IPO Pricing in Business Groups

Number of pages: 29 Posted: 04 Aug 2011
Aharon Cohen Mohliver and Gitit Gur-Gershgoren
Columbia University - Columbia Business School and Israel Securities Authority
Downloads 122 (284,239)

Abstract:

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IPO, business groups, mutual funds, internal capital markets, tunneling, channeling

3.

How High Frequency Trading Affects a Market Index

Scientific Reports 3, Article number: 2110
Number of pages: 8 Posted: 04 Jul 2013
Dror Y. Kenett, Eshel Ben-Jacob, H. Eugene Stanley and Gitit Gur-Gershgoren
Financial Industry Regulatory Authority (FINRA), Tel Aviv University (Deceased), Boston University - Center for Polymer Studies and Israel Securities Authority
Downloads 85 (361,170)
Citation 1

Abstract:

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HFT, market microstructure, correlation, econophysics

4.

A Deep Market in Israeli Corporate Bonds: Macro and Microeconomic Analysis in Light of the Accounting Standards

Israel Economic Review, Vol. 18, No. 1 (2020), 139-176
Number of pages: 38 Posted: 27 Oct 2020
Gitit Gur-Gershgoren, Elroi Hadad and Haim Kedar-Levy
Israel Securities Authority, Independent and Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management
Downloads 17 (657,762)

Abstract:

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