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The VIX's term structure of individual active stocks

Qadan, Mahmoud; David, Or; Snunu, Iyad; Shuval, Kerem - In: Finance research letters 61 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10014491016

Risk appetite, idiosyncratic volatility and expected returns

Qadan, Mahmoud - In: International review of financial analysis 65 (2019), pp. 1-12

Persistent link: https://www.econbiz.de/10012208542

The short trading day anomaly

Qadan, Mahmoud; Kliger, Doron - In: Journal of empirical finance 38 (2016), pp. 62-80

Persistent link: https://www.econbiz.de/10011663224

Can investor sentiment predict the size premium?

Qadan, Mahmoud; Aharon, David Y. - In: International review of financial analysis 63 (2019), pp. 10-26

Persistent link: https://www.econbiz.de/10012207362

Idiosyncratic volatility, the VIX and stock returns

Qadan, Mahmoud; Kliger, Doron; Chen, Nir - In: The North American journal of economics and finance : a … 47 (2019), pp. 431-441

Persistent link: https://www.econbiz.de/10012120113

Irregularities in forward-looking volatility

Qadan, Mahmoud; Nisani, Doron; Eichel, Ron - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 489-501

Persistent link: https://www.econbiz.de/10014249179

The value premium and investors' appetite for risk

Qadan, Mahmoud; Jacob, Maram - In: International review of economics & finance : IREF 82 (2022), pp. 194-219

Persistent link: https://www.econbiz.de/10013543093

Call Me When You Grow Up : Firms’ Age, Size, and IPO Performance across Sectors

Siev, Smadar; Qadan, Mahmoud - 2022

[enter AbstUsing recent US data about 1611 IPOs spanning 11 economic sectors for 2009 to 2019, we provide a fresh look at IPO performance in the near and long terms. We provide evidence that a firm’s size and age do act as predictors for its price evolution in the future. In addition, there is...

Persistent link: https://www.econbiz.de/10013491630

Call me when you grow up : firms' age, size, and IPO performance across sectors

Siev, Smadar; Qadan, Mahmoud - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-22

We provide a fresh look at the performance of the stock prices of firms that launched an IPO between 2009 and 2019 and assess the role of their size, age and sector in affecting future performance. We utilize data about 1611 IPOs spanning 11 economic sectors using the event study method. We...

Persistent link: https://www.econbiz.de/10014284360