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Seasonality in outliers of daily stock returns: A tail that wags the dog?

Galai, Dan; Kedar-Levy, Haim; Schreiber, Ben Z. - In: International review of financial analysis 17 (2008) 5, pp. 784-793

Persistent link: https://www.econbiz.de/10008899429

Day-of-the-week effect in high moments

Galai, Dan; Kedar-Levy, Haim - In: Financial markets, institutions & instruments 14 (2005) 3, pp. 169-186

Persistent link: https://www.econbiz.de/10003123036

Can baby-boomers’ retirement increase stock prices?

Kedar-Levy, Haim - In: The quarterly review of economics and finance : journal … 46 (2006) 2, pp. 284-299

Persistent link: https://www.econbiz.de/10007632944

Linking asset prices to news without direct asset mentions

Avioz, Ilanit; Kedar-Levy, Haim; Pungulescu, Crina; … - In: Applied economics letters 30 (2023) 20, pp. 2907-2912

Persistent link: https://www.econbiz.de/10014414038

The impact of Predictable Trades on IVOL, Liquidity Risk, and Liquidity Commonality

Kedar-Levy, Haim; Kim, Seok Joong; Yoo, Sean Sehyun - 2021

We develop two investment strategy measures by investor type and explore their predictive capability on idiosyncratic volatility, liquidity risk and liquidity commonality. The measures indicate whether each of our nine investor types persistently implements a “positive-feedback” or a...

Persistent link: https://www.econbiz.de/10013215440

Regulation effects on stock returns in Shanghai and Shenzhen exchanges

Kedar-Levy, Haim; Yu, Xiaoyan; Kamesaka, Akiko; … - In: Journal / The Capco Institute : journal of financial … 30 (2010), pp. 133-139

Persistent link: https://www.econbiz.de/10008939364

The impact of daily return limit and segmented clientele on stock returns in China

Kedar-Levy, Haim; Yu, Xiaoyan; Kamesaka, Akiko; … - In: International review of financial analysis 19 (2010) 4, pp. 223-236

Persistent link: https://www.econbiz.de/10009272676

The speed of stock price discovery

Gavious, Arieh; Kedar-Levy, Haim - In: Journal of financial intermediation 22 (2013) 2, pp. 245-258

Persistent link: https://www.econbiz.de/10009730001

The effect of trading halts on the speed of price discovery

Hauser, Shmuel; Kedar-Levy, Haim; Pilo, Batia; Shurki, … - In: Journal of financial services research : JFSR 29 (2006) 1, pp. 83-99

Persistent link: https://www.econbiz.de/10003284973

Seasonality in outliers of daily stock returns : a tail that wags the dog?

Galai, Dan; Kedar-Levy, Haim; Shraiber, Bentsi - In: International review of financial analysis 17 (2008) 5, pp. 784-792

Persistent link: https://www.econbiz.de/10003792193