Ben Z. Schreiber

Bank of Israel

P.O. Box 780

Jerusalem 91007

Israel

Bar Ilan University

Ramat Gan, 55000

Israel

SCHOLARLY PAPERS

12

DOWNLOADS
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Top 30,783

in Total Papers Downloads

1,515

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (12)

1.

The Relationships Between Profitability, Capital, and Risk: Commercial vs. Saving/Mortgage Banks

Number of pages: 32 Posted: 07 Dec 2008
Jacob Paroush and Ben Z. Schreiber
Bar-Ilan University - Department of Economics and Bank of Israel
Downloads 426 (69,087)

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Profitability, Capital, Risk, Commercial Banks, Mortgage Banks

2.

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 371 (81,286)

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

3.

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 181 (170,132)
Citation 1

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

Liquidity and Efficiency in Three Related Foreign Exchange Options Markets

Number of pages: 42 Posted: 17 Jan 2007
Menachem Brenner and Ben Z. Schreiber
New York University (NYU) - Department of Finance and Bank of Israel
Downloads 120 (239,216)

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Foreign Exchange, Implied Volatility, Liquidity, Bid-Ask Spread

Liquidity and Efficiency in Three Related Foreign Exchange Options Markets

NYU Working Paper No. FIN-06-041
Number of pages: 42 Posted: 03 Nov 2008
Menachem Brenner and Ben Z. Schreiber
New York University (NYU) - Department of Finance and Bank of Israel
Downloads 44 (426,506)

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5.

Uncovered Interest Parity (Uip) in the Mean and Variance of the Ils/Usd Exchange Rate

Number of pages: 37 Posted: 09 Oct 2006
Ben Z. Schreiber
Bank of Israel
Downloads 125 (231,120)

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Exchange and interest rates, Asymmetric volatility spillovers, TARCH

6.

Differential Risk Premiums and the UIP Puzzle

Number of pages: 56 Posted: 22 Jun 2017 Last Revised: 04 Sep 2019
Rita Biswas, Louis R. Piccotti and Ben Z. Schreiber
University at Albany - SUNY, Oklahoma State University - Stillwater - Spears School of Business and Bank of Israel
Downloads 67 (344,668)

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Foreign exchange market, Uncovered interest rate parity, Risk premium, Purchasing power parity

7.

Information Shares in a Two-Tier FX Market

Number of pages: 63 Posted: 21 Sep 2016 Last Revised: 06 Sep 2019
Louis R. Piccotti and Ben Z. Schreiber
Oklahoma State University - Stillwater - Spears School of Business and Bank of Israel
Downloads 62 (358,736)
Citation 1

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forex microstructure, information share, price discovery

8.

'Much Ado About Nothing'?: The Effect of Print Media Tone on Stock Indices

Number of pages: 55 Posted: 12 Jul 2018 Last Revised: 05 Mar 2019
Yossi Saadon and Ben Z. Schreiber
Bank of Israel - Research Department and Bank of Israel
Downloads 43 (422,205)

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News Media Content, Stock Returns, News-Based Trading Strategy, Overnight Returns

9.

Information Shares of Two Parallel Currency Options Markets: Trading Costs versus Transparency/Tradability

Piccotti, Louis R. and Schreiber, Ben Z. (2015). Information shares of two parallel currency options markets: trading costs versus transparency/tradability, Journal of Empirical Finance 32, 210-229
Number of pages: 47 Posted: 16 Sep 2014 Last Revised: 18 Jun 2015
Louis R. Piccotti and Ben Z. Schreiber
Oklahoma State University - Stillwater - Spears School of Business and Bank of Israel
Downloads 42 (425,933)
Citation 1

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Foreign exchange market microstructure, FX options, Information share, Price discovery

10.

Dual Exchange Rate Risk in Dual Stocks

Israel Economic Review, Vol. 11, No. 1, 2014
Number of pages: 32 Posted: 21 Mar 2014
Ben Z. Schreiber
Bank of Israel
Downloads 34 (459,125)

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11.

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
Downloads 0 (681,334)

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

12.

The Owner-Manager Conflict in Insured Banks: Predetermined Salary vs. Bonus Payments

96-38
Posted: 03 Dec 1996
Ben Z. Schreiber
Bank of Israel

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