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The VIX's term structure of individual active stocks

Qadan, Mahmoud; David, Or; Snunu, Iyad; Shuval, Kerem - In: Finance research letters 61 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10014491016

Variance risk and the idiosyncratic volatility puzzle

Qadan, Mahmoud; Shuval, Kerem - In: Finance research letters 45 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10014578075

Risk appetite, idiosyncratic volatility and expected returns

Qadan, Mahmoud - In: International review of financial analysis 65 (2019), pp. 1-12

Persistent link: https://www.econbiz.de/10012208542

The short trading day anomaly

Qadan, Mahmoud; Kliger, Doron - In: Journal of empirical finance 38 (2016), pp. 62-80

Persistent link: https://www.econbiz.de/10011663224

Idiosyncratic volatility, the VIX and stock returns

Qadan, Mahmoud; Kliger, Doron; Chen, Nir - In: The North American journal of economics and finance : a … 47 (2019), pp. 431-441

Persistent link: https://www.econbiz.de/10012120113

Can investor sentiment predict the size premium?

Qadan, Mahmoud; Aharon, David Y. - In: International review of financial analysis 63 (2019), pp. 10-26

Persistent link: https://www.econbiz.de/10012207362

Call me when you grow up : firms' age, size, and IPO performance across sectors

Siev, Smadar; Qadan, Mahmoud - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-22

We provide a fresh look at the performance of the stock prices of firms that launched an IPO between 2009 and 2019 and assess the role of their size, age and sector in affecting future performance. We utilize data about 1611 IPOs spanning 11 economic sectors using the event study method. We...

Persistent link: https://www.econbiz.de/10014284360

The value premium and investors' appetite for risk

Qadan, Mahmoud; Jacob, Maram - In: International review of economics & finance : IREF 82 (2022), pp. 194-219

Persistent link: https://www.econbiz.de/10013543093