Similar Search Results

Seasonality in outliers of daily stock returns : a tail that wags the dog?

Galai, Dan; Kedar-Levy, Haim; Shraiber, Bentsi - In: International review of financial analysis 17 (2008) 5, pp. 784-792

Persistent link: https://www.econbiz.de/10003792193

A rational foundation for trend-chasing and contrarian trades with implications for momentum anomalies

Kedar-Levy, Haim - In: The quarterly journal of finance 3 (2013) 1, pp. 13500031-135000321

Persistent link: https://www.econbiz.de/10010198273

The potential effect of US baby-boom retirees on stock returns

Kedar-Levy, Haim - In: The North American journal of economics and finance : a … 30 (2014), pp. 106-121

Persistent link: https://www.econbiz.de/10010463555

The components of the return from hedging options against stocks

Galai, Dan - In: The journal of business : B 56 (1983) 1, pp. 45-54

Persistent link: https://www.econbiz.de/10002205613

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

Saadon, Yossi - 2019

We translate print media coverage into a gauge of human sentiment and the equivalent advertisement value, and find that the tone of media coverage substantially impacts stock markets. The tone has a positive effect on overnight stock returns and a negative effect on intraday returns, while...

Persistent link: https://www.econbiz.de/10012898987

Predicting foreign investors' carry trade activity in the Israeli FX market using a time-varying currency risk premium approach

Mantzura, Ariel; Shraiber, Bentsi - In: International review of economics & finance : IREF 59 (2019), pp. 438-457

Persistent link: https://www.econbiz.de/10012203257

Newspapers tone and the overnight-intraday stock return anomaly

Saadon, Yossi; Shraiber, Bentsi - In: Journal of financial markets 65 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014466332

Regulation effects on stock returns in Shanghai and Shenzhen exchanges

Kedar-Levy, Haim; Yu, Xiaoyan; Kamesaka, Akiko; … - In: Journal / The Capco Institute : journal of financial … 30 (2010), pp. 133-139

Persistent link: https://www.econbiz.de/10008939364

The impact of daily return limit and segmented clientele on stock returns in China

Kedar-Levy, Haim; Yu, Xiaoyan; Kamesaka, Akiko; … - In: International review of financial analysis 19 (2010) 4, pp. 223-236

Persistent link: https://www.econbiz.de/10009272676

The impact of retail investor sentiment on the conditional volatility of stocks and bonds : evidence from the Tel-Aviv stock exchange

Hadad, Elroi; Kedar-Levy, Haim - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1303-1313

Persistent link: https://www.econbiz.de/10014446625