10
H index
10
i10 index
480
Citations
Hebrew University of Jerusalem | 10 H index 10 i10 index 480 Citations RESEARCH PRODUCTION: 31 Articles 16 Papers 6 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Zvi Wiener. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Bank of Israel Working Papers / Bank of Israel | 4 |
Year ![]() | Title of citing document ![]() |
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2024 | How Do Mutual Fund Management Fee Changes Impact Mutual Fund Flows. (2024). Mugerman, Yevgeny ; Steinberg, Nadav. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.12. Full description at Econpapers || Download paper |
2024 | Step-by-step negotiations and the Nash bargaining solution: Efficiency-free characterizations. (2024). Nakamura, Kensei. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003720. Full description at Econpapers || Download paper |
2024 | Trading activity of VIX futures and options around FOMC announcements. (2024). Yang, Jimmy J ; Tsai, Wei-Che ; Huang, Hong-Gia. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002539. Full description at Econpapers || Download paper |
2024 | Stock market reactions and optimism bias in analysts’ earnings forecasts: An analysis of Chinas stock markets. (2024). Vagnani, Gianluca ; Dong, Yan ; Ji, XU ; Yang, Xiaoqi. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011947. Full description at Econpapers || Download paper |
2024 | Dont move my cheese: Financial advice adaptation to regulatory change. (2024). Mugerman, Yevgeny ; Gildin, Ilan ; Abudy, Menachem. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000357. Full description at Econpapers || Download paper |
2024 | Risk spillovers and optimal hedging in commodity ETFs: A TVP-VAR Approach. (2024). Vasileiou, Evangelos ; Malhotra, Davinder ; Hadad, Elroi. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324014016. Full description at Econpapers || Download paper |
2024 | Integrating Raiffa and Nash approaches to bargaining using interim agreements. (2024). Chaturvedi, Rakesh ; Chatterjee, Kalyan. In: Games and Economic Behavior. RePEc:eee:gamebe:v:146:y:2024:i:c:p:105-120. Full description at Econpapers || Download paper |
2024 | Market timing with moving average distance: International evidence. (2024). Mugerman, Yevgeny ; Kaplanski, Guy ; Abudy, Menachem Meni. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001318. Full description at Econpapers || Download paper |
2024 | Managing decision fatigue: Evidence from analysts’ earnings forecasts. (2024). Jiao, Yawen. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:77:y:2024:i:1:s0165410123000393. Full description at Econpapers || Download paper |
2024 | Mutual fund flows and government bond returns. (2024). Wohl, Avi ; Nathan, Daniel ; Abudy, Menachem Meni. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000396. Full description at Econpapers || Download paper |
2025 | Uncertainty in Pricing and Risk Measurement of Survivor Contracts. (2025). Dominic, Len Patrick ; So, Kenrick Raymond ; Cruz, Stephanie Claire ; Marcella, Elias Antonio ; Briones, Jeric. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:2:p:35-:d:1594125. Full description at Econpapers || Download paper |
2024 | Impact of Tax Reductions on Public–Private Partnership Projects: Evidence from Comprehensive Implementation of China’s Business Tax to Value-Added Tax Reform. (2024). Zhao, Jing ; Wang, Wei. In: Sustainability. RePEc:gam:jsusta:v:17:y:2024:i:1:p:95-:d:1554112. Full description at Econpapers || Download paper |
2024 | Evolutionary Finance: Models with Short-Lived Assets. (2024). Chen, Zerong. In: Economics Discussion Paper Series. RePEc:man:sespap:2402. Full description at Econpapers || Download paper |
2024 | The impact of monetary policy interventions on banking sector stocks: an empirical investigation of the COVID-19 crisis. (2024). Sheehan, Barry ; Shannon, Darren ; Odonnell, Niall. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00575-2. Full description at Econpapers || Download paper |
2024 | Alternative data in finance and business: emerging applications and theory analysis (review). (2024). Xu, Ying ; Liu, LU ; Sun, Yunchuan ; Abraham, Ajith ; Jiang, Jie ; Hu, Haifeng ; Shi, Yufeng ; Zeng, Xiaoping. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00652-0. Full description at Econpapers || Download paper |
2025 | Decoding systemic risks across commodities and emerging market stock markets. (2025). Ghorbel, Ahmed ; Ghallabi, Fahmi ; Karim, Sitara. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00732-1. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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1996 | General Properties of Option Prices. In: Journal of Finance. [Full Text][Citation analysis] | article | 82 |
2018 | ISRAELI TREASURY AUCTION REFORM In: Israel Economic Review. [Full Text][Citation analysis] | article | 1 |
2013 | Israeli Treasury Auction Reform.(2013) In: Bank of Israel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2007 | Solvency II and the Solvency Capital Requirement for Insurance Firms in Israel In: Israel Economic Review. [Full Text][Citation analysis] | article | 0 |
2000 | A GUARANTEED-RETURN CONTRACT FOR PENSION FUNDS’ INVESTMENTS IN THE CAPITAL MARKET In: Bank of Israel Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | The Estimation of Nominal and Real Yield Curves from Government In: Bank of Israel Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | The Exclamation Mark of Cain: Risk Salience and Mutual Fund Flows In: Bank of Israel Working Papers. [Full Text][Citation analysis] | paper | 19 |
2022 | The exclamation mark of Cain: Risk salience and mutual fund flows.(2022) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2000 | The Value of the Freezeout Option In: Berkeley Olin Program in Law & Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2008 | Stakeholders and the composition of the voting rights of the board of directors In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 8 |
2018 | Dividend policy relevance in a levered firm—The binomial case In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2019 | On the failure of mutual fund industry regulation In: Emerging Markets Review. [Full Text][Citation analysis] | article | 8 |
2024 | Dynamic volatility regulation of financial institutions In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2024 | Regulating cash holdings: Assessing lost returns in mutual funds✰ In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2004 | Bargaining with an agenda In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 32 |
2002 | Bargaining with an Agenda.(2002) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
2001 | Bargaining with an Agenda.(2001) In: Game Theory and Information. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
2000 | Limiting differences between forward and futures prices in a Lucas consumption model In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
1994 | Limiting Differences Between Forward and Futures Prices in a Lucas Consumption Model.(1994) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2020 | By the light of day: The effect of the switch to winter time on stock markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 6 |
2021 | Stock markets and female participation in the labor force In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 5 |
2007 | Liquidation triggers and the valuation of equity and debt In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 27 |
2003 | Liquidation Triggers and the Valuation of Equity and Debt.(2003) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2012 | The value of Value-at-Risk: A theoretical approach to the pricing and performance of risk measurement systems In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 0 |
2013 | Prospect theory and utility theory: Temporary versus permanent attitude toward risk In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 5 |
2006 | The estimation of nominal and real yield curves from government bonds in Israel In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
2003 | Government Support of Investment Projects in the Private Sector: A Microeconomic Approach In: Financial Management. [Citation analysis] | article | 4 |
2001 | General Properties of Option Prices (Revision of 11-95) (Reprint 058) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 63 |
1996 | General Properties of Option Prices..(1996) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
1995 | Theory of Rational Option Pricing: II (Revised: 1-96) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 3 |
1996 | The Analysis of VAR, Deltas and State Prices: A New Approach. In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 3 |
2002 | On the Use of Numeraires in Option pricing In: SSE/EFI Working Paper Series in Economics and Finance. [Full Text][Citation analysis] | paper | 15 |
2004 | Brokerage Commissions and Institutional Trading Patterns In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 79 |
2009 | Brokerage Commissions and Institutional Trading Patterns.(2009) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | article | |
2009 | Credit Risk Spreads in Local and Foreign Currencies In: IMF Working Papers. [Full Text][Citation analysis] | paper | 13 |
2012 | Credit Risk Spreads in Local and Foreign Currencies.(2012) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2012 | Credit Risk Spreads in Local and Foreign Currencies.(2012) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
1998 | Stochastic Dominance and Prospect Dominance with Subjective Weighting Functions. In: Journal of Risk and Uncertainty. [Full Text][Citation analysis] | article | 60 |
2005 | Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models In: Review of Derivatives Research. [Full Text][Citation analysis] | article | 1 |
1999 | Comment on ‘Non-Linear Value-at-Risk’ In: Review of Finance. [Full Text][Citation analysis] | article | 0 |
2008 | Analytic Pricing of Employee Stock Options In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 30 |
In: . [Full Text][Citation analysis] | article | 0 | |
2017 | Flow auctions In: International Journal of Game Theory. [Full Text][Citation analysis] | article | 0 |
2016 | How Do Homeowners Choose Between Fixed and Adjustable Rate Mortgages? In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 5 |
2018 | Introduction In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 0 |
2022 | Knowns and Unknowns. Risk Management in a Context of Increasing Uncertainty In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 0 |
2023 | Financial Theory and Risk Modeling: Diverse Perspectives in Turbulent Times In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 0 |
2023 | Contingent Claims Analysis in Corporate Finance In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2024 | Investor Sophistication and the Effect of Behavioral Biases in Structured Products Investment In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2016 | Individuals Investment in Financial Structured Products from Rational and Behavioral Choice Perspectives In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 6 |
2016 | Heuristics and Biases in the Israeli Mortgage Market In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2012 | Accounting Values versus Market Values and Earnings Management in Banks In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 2 |
2012 | A Balance Sheet Approach for Sovereign Debt In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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