Rafi (Rafael) Eldor

Interdisciplinary Center (IDC) Herzliya - Arison School of Business

Professor of Finance

P.O. Box 167

Herzliya, 46150

Israel

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 33,091

SSRN RANKINGS

Top 33,091

in Total Papers Downloads

1,854

SSRN CITATIONS
Rank 10,498

SSRN RANKINGS

Top 10,498

in Total Papers Citations

38

CROSSREF CITATIONS

82

Scholarly Papers (19)

1.

A Cost of Tax Planning

International Review of Law and Economics, Vol. 5, 2009
Number of pages: 8 Posted: 15 Oct 2004 Last Revised: 31 Dec 2013
Tel Aviv University - Buchmann Faculty of Law, Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship, Interdisciplinary Center (IDC) Herzliya - Arison School of Business and University of Haifa - Faculty of Law
Downloads 319 (119,916)

Abstract:

Loading...

tax planning, imbalance, asymmetry, production, inefficiency

Small Investment and Large Returns: Terrorism, Media and the Economy

European Economic Review, 2010
Number of pages: 20 Posted: 10 Jan 2007 Last Revised: 24 Nov 2013
Rafi Melnick and Rafi (Rafael) Eldor
Interdisciplinary Center Herzliya and Interdisciplinary Center (IDC) Herzliya - Arison School of Business
Downloads 219 (174,921)
Citation 1

Abstract:

Loading...

Terror, Terrorism, Media, Stock markets, September 11

Small Investment and Large Returns: Terrorism, Media and the Economy

European Economic Review 54 (2010)
Number of pages: 11 Posted: 23 Dec 2013
Rafi Melnick and Rafi (Rafael) Eldor
Interdisciplinary Center Herzliya and Interdisciplinary Center (IDC) Herzliya - Arison School of Business
Downloads 35 (560,979)
Citation 2

Abstract:

Loading...

Terror, Terrorism, Media, Stock markets, September 11

3.

Financial Markets and Terrorism: US and Europe

Number of pages: 10 Posted: 21 May 2018
Rafi (Rafael) Eldor and Rafi Melnick
Interdisciplinary Center (IDC) Herzliya - Arison School of Business and Interdisciplinary Center Herzliya
Downloads 234 (164,497)
Citation 17

Abstract:

Loading...

Terror, Terrorism, Stock Markets

4.

Financial Markets and Terrorism

European Journal of Political Economy, Vol. 20, 2004
Number of pages: 20 Posted: 20 Nov 2013
Rafi (Rafael) Eldor and Rafi Melnick
Interdisciplinary Center (IDC) Herzliya - Arison School of Business and Interdisciplinary Center Herzliya
Downloads 228 (168,622)
Citation 2

Abstract:

Loading...

Terror; Terrorism; Israel; Efficient markets; Stock markets; September 11

Safer Margins for Option Trading: How Accuracy Promotes Efficiency

Journal of Multinational Financial Management, Vol. 15, No. 3/4, 2011
Number of pages: 18 Posted: 09 Apr 2008 Last Revised: 11 Oct 2013
Rafi (Rafael) Eldor, Shmuel Hauser and Uzi Yaari
Interdisciplinary Center (IDC) Herzliya - Arison School of Business, Ben-Gurion University of the Negev - School of Management and Rutgers University
Downloads 206 (185,335)
Citation 1

Abstract:

Loading...

derivative margins, option margins, SPAN system, option leverage, option default risk, market efficiency

Safer Margins for Option Trading: How Accuracy Promotes Efficiency

Multinational Finance Journal, Vol. 15, No. 3/4, p. 217-234, 2011
Number of pages: 18 Posted: 25 Jun 2015
Rafi (Rafael) Eldor, Shmuel Hauser and Uzi Yaari
Interdisciplinary Center (IDC) Herzliya - Arison School of Business, ONO Academic Collge and Rutgers University
Downloads 17 (686,083)

Abstract:

Loading...

option margins; option default risk; market efficiency; SPAN system

6.

Financial Markets and Terrorism: The Perspective of the Two Sides of the Conflict

Journal of Business Administration Research, Vol. 1, 18-29, 2012
Number of pages: 12 Posted: 25 Nov 2013
Rafi (Rafael) Eldor, Shmuel Hauser, Yoram Kroll and Sharbel Shoukair
Interdisciplinary Center (IDC) Herzliya - Arison School of Business, Ben-Gurion University of the Negev - School of Management, Ono Academic College Israel and Ono Academic College
Downloads 151 (243,004)

Abstract:

Loading...

Terror attack, Terrorism, Stock markets

7.
Downloads 51 (248,344)
Citation 45

The Price of Options Illiquidity

Journal of Finance, Vol. 56, No. 2, 2001
Number of pages: 18 Posted: 01 Jan 2014
Menachem Brenner, Rafi (Rafael) Eldor and Shmuel Hauser
New York University (NYU) - Department of Finance, Interdisciplinary Center (IDC) Herzliya - Arison School of Business and Ben-Gurion University of the Negev - School of Management
Downloads 51 (482,674)
Citation 1

Abstract:

Loading...

Options, Liquidity, Non-tradable

8.

The Nontradability Premium of Derivatives Contracts

Journal of Business, Vol. 79, No. 5, September 2006
Number of pages: 48 Posted: 13 Jun 2005
Rafi (Rafael) Eldor, Shmuel Hauser, Michael Kahn and Avraham Kamara
Interdisciplinary Center (IDC) Herzliya - Arison School of Business, Ben-Gurion University of the Negev - School of Management, Independent and University of Washington - Michael G. Foster School of Business
Downloads 107 (314,328)

Abstract:

Loading...

9.

The Contribution of Market Makers to Liquidity and Efficiency of Options Trading in Electronic Markets

Journal of Banking and Finance, Vol. 30, 2006
Number of pages: 16 Posted: 29 Nov 2013
Rafi (Rafael) Eldor, Shmuel Hauser, Batia Pilo and Itzik Shurki
Interdisciplinary Center (IDC) Herzliya - Arison School of Business, Ben-Gurion University of the Negev - School of Management, Israel Securities Authority and Government of the State of Israel - Israel Securities Authority
Downloads 79 (380,350)
Citation 1

Abstract:

Loading...

Market makers; Trading efficiency; Liquidity

10.

Trade Liberalization and Domestic Monopoly: A Welfare Analysis

International Economic Review, Vol. 31, No. 4 (Nov., 1990), pp. 773-782
Number of pages: 11 Posted: 23 Dec 2013 Last Revised: 31 Dec 2013
Rafi (Rafael) Eldor and Dan Levin
Interdisciplinary Center (IDC) Herzliya - Arison School of Business and Ohio State University (OSU) - Economics
Downloads 49 (482,736)
Citation 1

Abstract:

Loading...

international economics, trade liberalization welfare analysis

11.

Home Asset Preference and Productivity Shocks

Journal of International Economics, Vol. 25, 1988
Number of pages: 12 Posted: 01 Jan 2014 Last Revised: 27 Jan 2014
Rafi (Rafael) Eldor, David Pines and Abba Schwartz
Interdisciplinary Center (IDC) Herzliya - Arison School of Business, Tel Aviv University - Eitan Berglas School of Economics and Tel Aviv University - Eitan Berglas School of Economics
Downloads 30 (575,520)
Citation 2

Abstract:

Loading...

Home Asset Preference, Productivity Shocks, Home Bias

12.

Oligopoly, Uncertain Demand, and Forward Markets

Journal of Economics and Business, Vol. 42, 1990
Number of pages: 10 Posted: 01 Jan 2014 Last Revised: 27 Jan 2014
Rafi (Rafael) Eldor and Itzhak Zilcha
Interdisciplinary Center (IDC) Herzliya - Arison School of Business and Tel Aviv University - Eitan Berglas School of Economics
Downloads 26 (600,191)
Citation 2

Abstract:

Loading...

Oligopoly, Forward Markets, Nash equilibrium

13.

Tax Asymmetry, Production and Hedging

Journal of Economics and Business, Vol. 54, 2002
Number of pages: 12 Posted: 01 Jan 2014 Last Revised: 27 Jan 2014
Rafi (Rafael) Eldor and Itzhak Zilcha
Interdisciplinary Center (IDC) Herzliya - Arison School of Business and Tel Aviv University - Eitan Berglas School of Economics
Downloads 26 (600,191)

Abstract:

Loading...

Price risk, Production, Taxes

14.

Discriminating Monopoly, Forward Markets and International Trade

International Economic Review, Vol. 28, No. 2 (Jun., 1987) pp. 459-468
Number of pages: 11 Posted: 24 Nov 2013
Rafi (Rafael) Eldor and Itzhak Zilcha
Interdisciplinary Center (IDC) Herzliya - Arison School of Business and Tel Aviv University - Eitan Berglas School of Economics
Downloads 21 (634,364)

Abstract:

Loading...

Monopoly, Forward markets, Uncertainty

15.

Firm's Output Under Uncertainty and Asymmetric Taxation

Number of pages: 13 Posted: 26 Mar 2004
Itzhak Zilcha and Rafi (Rafael) Eldor
Tel Aviv University - Eitan Berglas School of Economics and Interdisciplinary Center (IDC) Herzliya - Arison School of Business
Downloads 15 (677,595)
  • Add to Cart

Abstract:

Loading...

16.

Determinants of an Individual's Demand for Hedging Instruments

The Journal of Futures Markets, Vol 9, 1989
Number of pages: 7 Posted: 24 Nov 2013
Rafi (Rafael) Eldor, David Pines and Abba Schwartz
Interdisciplinary Center (IDC) Herzliya - Arison School of Business, Tel Aviv University - Eitan Berglas School of Economics and Tel Aviv University - Eitan Berglas School of Economics
Downloads 13 (693,113)

Abstract:

Loading...

Determinants, Hedging, Consumption

17.

On the Risk-Adjusted Effective Protection Rate

The Review of Economics and Statistics, Vol. 66, No. 2 (May, 1984), pp. 235-241
Number of pages: 8 Posted: 21 Nov 2013
Rafi (Rafael) Eldor
Interdisciplinary Center (IDC) Herzliya - Arison School of Business
Downloads 11 (708,755)

Abstract:

Loading...

18.

Exporting Firm and Forward Markets: The Multiperiod Case

Journal of International Money and Finance, Vol. 10, 1991
Number of pages: 10 Posted: 01 Jan 2014 Last Revised: 27 Jan 2014
Itzhak Zilcha and Rafi (Rafael) Eldor
Tel Aviv University - Eitan Berglas School of Economics and Interdisciplinary Center (IDC) Herzliya - Arison School of Business
Downloads 9 (724,549)

Abstract:

Loading...

Forward Markets, Exporting, Multi-period

19.

The Effective Protection Rate Under Uncertainty: A Note

The Economic Record, 1986, 485-489
Number of pages: 5 Posted: 27 Nov 2013
Rafi (Rafael) Eldor
Interdisciplinary Center (IDC) Herzliya - Arison School of Business
Downloads 8 (732,478)

Abstract:

Loading...

Effective protection rate, Equilibrium, Uncertainty