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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/10001569112
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The formation of stock return volatility expectations after the 1987 stock market crash
Levy, Haim - In: Economics letters 35 (1991) 4, pp. 441-444
Persistent link: https://www.econbiz.de/10001105617
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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://www.econbiz.de/10001162381
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Abnormal expected utility and event study abnormal returns
Levy, Haim - In: Economics letters 44 (1994) 1, pp. 175-180
Persistent link: https://www.econbiz.de/10001163998
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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 - In: Economics letters 40 (1992) 2, pp. 217-221
Persistent link: https://www.econbiz.de/10001138420
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Rational expectation, firm size and sample selection bias
Gunthorpe, Deborah - In: Economics letters 37 (1991) 4, pp. 429-432
Persistent link: https://www.econbiz.de/10001120365
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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/10006775124