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By the Light of Day : The Effect of the Switch to Winter Time on Stock Markets

Mugerman, Yevgeny - 2019

We studied the effect of the end of Daylight Saving Time (DST) on stock markets around the globe. Using a detailed cross-country daily returns data set we found that (a) market returns on the day following the clock shift were significantly lower than the corresponding day of a week unaffected...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012898101

The behavior of option prices around merger and acquisition announcements

Levy, Haim - In: Advances in investment analysis and portfolio … 4 (1997), pp. 179-191

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001229791

Differences in the distribution of the daily yield of securities

Galai, Dan - In: Economic review (1996), pp. 71-87

Der Aktienertrag wird nach Wochentagen analysiert. Der Sonntag wird als Basis für die übrigen Wochentage gewichtet. Zwar sind die Erträge am Sonntag am höchsten, aber im Monats- bzw. Jahresdurchschnitt gleichen sich die Differenzen aus. (DÜI-Seu)

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001251075

Signaling theory and risk perception : an experimental study

Levy, Haim - In: Journal of economics & business 47 (1995) 1, pp. 39-56

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001177649

Stock market volatility after the crash

Levy, Haim - In: Research in finance 12 (1995), pp. 65-78

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001185439

A microscopic model of the stock market : cycles, booms, and crashes

Levy, Moshe - In: Economics letters 45 (1994) 1, pp. 103-111

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001162381

Abnormal expected utility and event study abnormal returns

Levy, Haim - In: Economics letters 44 (1994) 1, pp. 175-180

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001163998

Market reaction to quarterly earnings' announcements : a stochastic dominance based test of market efficiency

Falk, Haim - In: Management science : journal of the Institute for … 35 (1989) 4, pp. 425-446

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001063818

Does risk seeking drive asset prices? : A stochastic dominance analysis of aggregate investor preferences

Post, Thierry; Levy, Haim - 2002

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001689309

Does risk seeking drive asset prices? : A stochastic dominance analysis of aggregate investor preferences

Post, Thierry (contributor); Levy, Haim (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001693585

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