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

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Nonlinear mean reversion in stock prices

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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

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

Post, Thierry; Levy, Haim - 2002

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

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Signaling theory and risk perception : an experimental study

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

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Abnormal expected utility and event study abnormal returns

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

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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)

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The behavior of option prices around merger and acquisition announcements

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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

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