Rafi (Rafael) Eldor

Interdisciplinary Center (IDC) Herzliya - Arison School of Business

Professor of Finance

P.O. Box 167

Herzliya, 46150

Israel

  • Interdisciplinary Center (IDC) Herzliya - Arison School of Business

    • Email
    • Tel: 972-9-952-7234
    • Fax: 972-9-956-3616
SCHOLARLY PAPERS

18

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2,667

TOTAL CITATIONS
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Top 11,792

in Total Papers Citations

52

Scholarly Papers (18)

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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
Yoram Y. Margalioth, Eyal Sulganik, Rafi (Rafael) Eldor and Yoseph M. Edrey
Tel Aviv University - Buchmann Faculty of Law, Reichman University - Interdisciplinary Center (IDC) Herzliyah - Adelson School of Entrepreneuship, Interdisciplinary Center (IDC) Herzliya - Arison School of Business and University of Haifa - Faculty of Law
Downloads 370 (161,683)

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tax planning, imbalance, asymmetry, production, inefficiency

2.

Safer Margins for Option Trading: How Accuracy Promotes Efficiency

Downloads 356 (168,711)
Citation 1

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 261 (232,308)
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 95 (550,930)

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

3.

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

Downloads 314 (192,983)
Citation 2

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 254 (238,781)
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 60 (716,833)
Citation 1

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Terror, Terrorism, Media, Stock markets, September 11

4.

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 306 (198,456)
Citation 25

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Terror, Terrorism, Stock Markets

5.

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 293 (207,758)
Citation 2

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

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 257 (237,386)

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Terror attack, Terrorism, Stock markets

7.

The Price of Options Illiquidity

Downloads 94 (263,544)
Citation 13

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 94 (554,770)
Citation 13

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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 134 (424,208)

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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 122 (456,004)
Citation 4

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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 81 (601,440)
Citation 1

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international economics, trade liberalization welfare analysis

11.

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 63 (686,607)
Citation 2

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Oligopoly, Forward Markets, Nash equilibrium

12.

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 59 (708,239)
Citation 2

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Home Asset Preference, Productivity Shocks, Home Bias

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 47 (782,238)

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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 44 (803,425)

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Monopoly, Forward markets, Uncertainty

15.

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 39 (840,694)

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Determinants, Hedging, Consumption

16.

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 32 (899,324)

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Forward Markets, Exporting, Multi-period

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 30 (917,503)

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18.

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 26 (955,704)

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Effective protection rate, Equilibrium, Uncertainty