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Dan Galai

Hebrew University of Jerusalem - Jerusalem School of Business Administration

Mount Scopus

Jerusalem, 91905

Israel

  • Hebrew University of Jerusalem - Jerusalem School of Business Administration

    • Email
    • Tel: 972 2 5883235
    • Fax: 972 2 5881341
SCHOLARLY PAPERS

21

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205

Scholarly Papers (21)

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1.

Accounting Values versus Market Values and Earnings Management in Banks

Number of pages: 26 Posted: 18 Nov 2003
Dan Galai, Eyal Sulganik and Zvi Wiener
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
Downloads 1,329 (10,679)
Citation 2

Abstract:

earnings management, banks, book values, market values, capital requirements

2.

Liquidation Triggers and the Valuation of Equity and Debt

EFA 2005 Moscow Meetings Paper
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
Downloads 1,137 (13,581)
Citation 18

Abstract:

default, bankruptcy, liquidation trigger, debt pricing, distress threshold

3.

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

Downloads 529 ( 42,439)
Citation 5

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
Downloads 529 (41,908)
Citation 5

Abstract:

Liquidity, Behavioral Finance, Mental Accounting

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

Journal of Business, Forthcoming
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

Abstract:

4.

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 - Australian School of Business
Downloads 462 (29,784)
Citation 167

Abstract:

Option pricing, wealth expropriation, nonstationary risk, leverage, investment decisions, financing decisions, conglomerate mergers, mergers, risky debt, levered equity

5.

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
Downloads 382 (62,501)
Citation 2

Abstract:

Day of the Week, Multiple Comparison Procedures, Non-Parametric Tests

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 343 (68,941)
Citation 2

Abstract:

Outliers, Monday Effect, January Effect, Halloween Effect, Month-of-the-Year

7.

Day-of-the-Week Effect in High Moments

Downloads 304 ( 82,495)
Citation 2

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 283 (88,980)
Citation 2

Abstract:

Day of the week, high moments, corporate announcements

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
Downloads 21 (459,232)
Citation 2
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Abstract:

8.

Volatility-Decay Risk Premia

The Journal of Derivatives, Forthcoming, 2014
Number of pages: 34 Posted: 23 Jun 2012 Last Revised: 24 May 2014
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 258 (83,453)

Abstract:

Volatility risk premium, Jump risk premium, Options strategies, Gamma hedging ‎

9.

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 251 (96,054)
Citation 1

Abstract:

currency crisis, exchange rate, sovereign debt, jump diffusion, asset pricing

10.

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
Downloads 227 (105,626)

Abstract:

Uniform auction, discriminatory auction, treasury bonds, Tbills

11.

Credit Risk Spreads in Local and Foreign Currencies

Downloads 212 (120,659)
Citation 1

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 126 (190,405)
Citation 1

Abstract:

Asset prices, Bonds, Capital markets, Corporate sector, Credit risk, Currencies, Debt, Debt restructuring, Economic models, Exchange rates, Sovereign debt

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 86 (250,124)
Citation 1

Abstract:

credit spread, foreign debt, Merton's model

12.

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 176 (138,554)
Citation 2

Abstract:

corporate governance, stakeholders, board of directors, contingent claims

13.

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 167 (144,877)

Abstract:

bid-ask spreads, implied volatility, currency options, markets micro-structure

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 62 (296,323)

Abstract:

15.

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 42 (187,437)

Abstract:

credit spread, dividend policy, Merton’s model

16.

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

Financial Management, Vol. 32, No. 3, 2003
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 12 (486,121)
Citation 3
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Abstract:

17.

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 0 (423,926)

Abstract:

loan commitment, MAC clause, contingent claims analysis, Merton model

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

Abstract:

Uniform auction, Discriminatory auction, Treasury bonds, T-bills

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

Abstract:

20.

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

Abstract:

21.

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

Abstract:

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