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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

Post, Thierry; Levy, Haim - 2002

We investigate whether risk seeking or non-concave utility functions can help to explain the cross-sectional pattern0 of stock returns. For this purpose, we analyze the stochastic dominance efficiency classification of the value-weighted market portfolio relative to benchmark portfolios based on...

Persistent link: https://www.econbiz.de/10010324879

Nonlinear mean reversion in stock prices

Bali, Turan G.; Demirtas, K. Ozgur; Levy, Haim - In: Journal of banking & finance 32 (2008) 5, pp. 767-782

Persistent link: https://www.econbiz.de/10003702750

Does risk seeking drive stock prices? : A stochastic dominance analysis of aggregate investor preferences and beliefs

Post, Thierry; Levy, Haim - In: The review of financial studies 18 (2005) 3, pp. 925-954

Persistent link: https://www.econbiz.de/10003133543

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

Post, Thierry; Levy, Haim - 2002

Persistent link: https://www.econbiz.de/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://www.econbiz.de/10001693585

Signaling theory and risk perception : an experimental study

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

Persistent link: https://www.econbiz.de/10001177649

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

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://www.econbiz.de/10001251075

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://www.econbiz.de/10001229791