Rafi (Rafael) Eldor

Interdisciplinary Center (IDC) Herzliya - Arison School of Business

Professor of Finance

P.O. Box 167

Herzliya, 46150

Israel

SCHOLARLY PAPERS

19

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SSRN CITATIONS
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Top 9,087

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22

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 311 (97,201)

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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 215 (141,406)
Citation 1

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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 34 (459,643)

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Terror, Terrorism, Media, 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 196 (154,466)
Citation 1

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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 13 (585,897)

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

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 200 (151,613)
Citation 2

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

5.

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 146 (199,677)
Citation 12

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Terror, Terrorism, Stock Markets

6.
Downloads 38 (221,877)
Citation 42

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 38 (441,882)

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Options, Liquidity, Non-tradable

7.

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 115 (240,289)

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Terror attack, Terrorism, Stock markets

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 105 (256,279)

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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 62 (350,677)

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Market makers; Trading efficiency; Liquidity

10.

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 25 (493,127)
Citation 1

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Home Asset Preference, Productivity Shocks, Home Bias

11.

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 24 (498,713)

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Price risk, Production, Taxes

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 23 (504,269)

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Oligopoly, Forward Markets, Nash equilibrium

13.

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 22 (510,158)

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international economics, trade liberalization welfare analysis

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 20 (521,789)

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Monopoly, Forward markets, Uncertainty

15.

Firm's Output Under Uncertainty and Asymmetric Taxation

Economica, Vol. 71, No. 1, pp. 141-153, February 2004
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 (551,175)
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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 (563,308)

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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 10 (582,200)

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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 (588,555)

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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 7 (601,509)

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Effective protection rate, Equilibrium, Uncertainty