Author Page for Dan Galai

Accounting Values Versus Market Values and Earnings Management in Banks

Number of pages: 26 Posted: 18 Nov 2003

Hebrew University of Jerusalem - Jerusalem School of Business Administration, Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship and Hebrew University of Jerusalem - Jerusalem School of Business Administration

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Liquidation Triggers and the Valuation of Equity and Debt

Number of pages: 35 Posted: 03 Aug 2005

Dan Galai, Alon Raviv and Zvi Wiener

Hebrew University of Jerusalem - Jerusalem School of Business Administration, Bar-Ilan University - Graduate School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration

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Citation 16

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The Option Pricing Model and the Risk Factor of Stock

Journal of Financial Economics (JFE), Vol. 3, No. 1/2, 1976

Number of pages: 29 Posted: 06 Oct 2009

Dan Galai and Ronald W. Masulis

Hebrew University of Jerusalem - Jerusalem School of Business Administration and University of New South Wales, Sydney

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Citation 138

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The 'Ostrich Effect' and the Relationship between the Liquidity and the Yields of Financial Assets

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The 'Ostrich Effect' and the Relationship between the Liquidity and the Yields of Financial Assets

Number of pages: 27 Posted: 03 Jun 2004

Dan Galai and Orly Sade

Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Department of Finance

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Citation 16

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The 'Ostrich Effect' and the Relationship between the Liquidity and the Yields of Financial Assets

Posted: 02 Jun 2005

Dan Galai and Orly Sade

Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Department of Finance

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Multiple Comparisons of Return Distributions: A New Look at the Day-of-The-Week Effect

Number of pages: 20 Posted: 12 Mar 2002

Dan Galai and Haim Kedar-Levy

Hebrew University of Jerusalem - Jerusalem School of Business Administration and Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management

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Citation 3

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6.

Seasonality in Outliers of Daily Stock Returns: A Tail that Wags the Dog?

Number of pages: 15 Posted: 19 Aug 2003

Dan Galai, Haim Kedar-Levy and Ben Z. Schreiber

Hebrew University of Jerusalem - Jerusalem School of Business Administration, Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management and Bank of Israel

Downloads 377 (90,716)

Citation 1

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Day-of-The-Week Effect in High Moments

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Day-of-The-Week Effect in High Moments

Number of pages: 26 Posted: 29 Mar 2005

Dan Galai and Haim Kedar-Levy

Hebrew University of Jerusalem - Jerusalem School of Business Administration and Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management

Downloads 291 (120,082)

Abstract:

Day-of-The-Week Effect in High Moments

Financial Markets, Institutions & Instruments, Vol. 14, No. 3, pp. 169-186, August 2005

Number of pages: 18 Posted: 09 Aug 2005

Dan Galai and Haim Kedar-Levy

Hebrew University of Jerusalem - Jerusalem School of Business Administration and Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management

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Abstract:

8.

A Balance Sheet Approach for Sovereign Debt

Number of pages: 23 Posted: 14 Jan 2011

Dan Galai, Yoram Landskroner, Alon Raviv and Zvi Wiener

Hebrew University of Jerusalem - Jerusalem School of Business Administration, Hebrew University of Jerusalem - Department of Finance and Banking, Bar-Ilan University - Graduate School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Downloads 277 (127,226)

Citation 1

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9.

Auctioning Sovereign Bonds: A Global Cross-Section Investigation of the Price Mechanism

EFA 2006 Zurich Meetings Paper

Number of pages: 32 Posted: 21 Feb 2007

Menachem Brenner, Dan Galai and Orly Sade

New York University (NYU) - Department of Finance, Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Department of Finance

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10.

Credit Risk Spreads in Local and Foreign Currencies

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Credit Risk Spreads in Local and Foreign Currencies

IMF Working Paper No. 09/110

Number of pages: 21 Posted: 30 Jun 2009

Dan Galai and Zvi Wiener

Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Downloads 135 (245,085)

Abstract:

Credit Risk Spreads in Local and Foreign Currencies

Number of pages: 10 Posted: 04 Mar 2008

Dan Galai and Zvi Wiener

Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Downloads 94 (317,935)

Citation 1

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11.

Stakeholders and the Composition of the Voting Rights of the Board of Directors

Number of pages: 23 Posted: 28 Jan 2008

Dan Galai and Zvi Wiener

Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Downloads 199 (175,785)

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12.

Embedded Insights from an OTC FX Options Market: Key Players, Investment Strategies and Their Impact on Bid-Ask Spreads and Implied Volatilities

Number of pages: 37 Posted: 07 Oct 2008

Dan Galai and Ben Z. Schreiber

Hebrew University of Jerusalem - Jerusalem School of Business Administration and Bank of Israel

Downloads 189 (184,172)

Citation 1

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13.

Credit Risk and Dividend Irrelevance

Number of pages: 29 Posted: 23 Apr 2015

Dan Galai and Zvi Wiener

Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Downloads 177 (195,147)

Citation 1

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14.

Endogenizing Bidder’s Choice in Financial Assets Auctions – An Experimental Investigation

NYU Working Paper No. FIN-07-011

Number of pages: 34 Posted: 03 Nov 2008 Last Revised: 18 Oct 2009

Menachem Brenner, Dan Galai and Orly Sade

New York University (NYU) - Department of Finance, Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Department of Finance

Downloads 64 (394,007)

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15.

Loan Commitments

Number of pages: 20 Posted: 30 Sep 2015

Dan Galai and Zvi Wiener

Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Downloads 44 (466,429)

Abstract:

16.

Government Support of Investment Projects in the Private Sector: A Microeconomic Approach

Number of pages: 18 Posted: 10 Jan 2005

Dan Galai and Zvi Wiener

Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Downloads 13 (642,065)

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Abstract:

17.

Volatility-Decay Risk Premia

The Journal of Derivatives, Forthcoming, 2014, https://doi.org/10.3905/jod.2014.22.1.057

Posted: 20 May 2019

Dan Galai, Haim Kedar-Levy and Ben Z. Schreiber

Hebrew University of Jerusalem - Jerusalem School of Business Administration, Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management and Bank of Israel

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Abstract:

18.

Sovereign Debt Auctions: Uniform or Discriminatory?

Journal of Monetary Economics, Vol. 56, No. 2, 2009

Posted: 28 Apr 2009

Menachem Brenner, Dan Galai and Orly Sade

New York University (NYU) - Department of Finance, Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Department of Finance

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19.

Hedging with a Volatility Term Structure

THE JOURNAL OF DERIVATIVES, Vol 2 No 3, Spring 1995

Posted: 04 Nov 1998

Michel Crouhy and Dan Galai

Canadian Imperial Bank of Commerce - Risk Management and Hebrew University of Jerusalem - Jerusalem School of Business Administration

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Taxes, M-M Propositions and Government's Implicit Cost of Capital in Investment Projects in the Private Sector

European Financial Management, Vol 4, No 2, July 1998

Posted: 06 Mar 1998

Dan Galai

Hebrew University of Jerusalem - Jerusalem School of Business Administration

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Economic Evaluation of Remuneration from Patents and Technology Transfers

THE INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, Vol. 4, No. 2

Posted: 15 Jan 1997

Dan Galai and Yael Ilan

Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem

Dan Galai

Hebrew University of Jerusalem - Jerusalem School of Business Administration

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Scholarly Papers (21)

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Day-of-The-Week Effect in High Moments

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Government Support of Investment Projects in the Private Sector: A Microeconomic Approach

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