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The formation of stock return volatility expectations after the 1987 stock market crash
Levy, Haim; Yoder, James - In: Economics Letters 35 (1991) 4, pp. 441-444
Persistent link: https://www.econbiz.de/10005297165
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A stochastic dominance analysis of trading losses from using sample estimates of the variance in the Black-Scholes model
Levy, Haim; Yoder, James - In: Economics Letters 40 (1992) 2, pp. 217-221
Persistent link: https://www.econbiz.de/10005355704
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Abnormal expected utility and event study abnormal returns
Levy, Haim; Gunthorpe, Deborah - In: Economics Letters 44 (1994) 1-2, pp. 175-180
Persistent link: https://www.econbiz.de/10005095309
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Rational expectation, firm size, and sample selection bias
Gunthorpe, Deborah; Levy, Haim - In: Economics Letters 37 (1991) 4, pp. 429-432
Persistent link: https://www.econbiz.de/10005095470
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A microscopic model of the stock market : Cycles, booms, and crashes
Levy, Moshe; Levy, Haim; Solomon, Sorin - In: Economics Letters 45 (1994) 1, pp. 103-111
Persistent link: https://www.econbiz.de/10005269944
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Testing for risk aversion: a stochastic dominance approach
Levy, Moshe; Levy, Haim - In: Economics Letters 71 (2001) 2, pp. 233-240
Persistent link: https://www.econbiz.de/10005270099