Zvi Wiener : Citation Profile

Are you Zvi Wiener?

Hebrew University of Jerusalem

9

H index

9

i10 index

434

Citations

RESEARCH PRODUCTION:

26

Articles

16

Papers

5

Chapters

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   28 years (1994 - 2022). See details.
   Cites by year: 15
   Journals where Zvi Wiener has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 7 (1.59 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwi2
   Updated: 2023-05-27    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Mugerman, Yevgeny (4)

Steinberg, Nadav (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Zvi Wiener.

Is cited by:

Wong, Wing-Keung (16)

Gropp, Reint (6)

Fahlenbrach, Ruediger (6)

De Haas, Ralph (6)

Detemple, Jerome (5)

Clark, Ephraim (5)

Abudy, Menachem (5)

Perrakis, Stylianos (4)

Li, Minqiang (4)

Fajardo, José (4)

Vulpes, Giuseppe (4)

Cites to:

Campbell, John (11)

Mugerman, Yevgeny (5)

Hirshleifer, David (5)

Longstaff, Francis (5)

Thaler, Richard (4)

Shleifer, Andrei (4)

merton, robert (4)

Abudy, Menachem (3)

Brennan, Michael (3)

Kramer, Lisa (3)

Worthington, Andrew (3)

Main data

Where Zvi Wiener has published?

Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money3
Quarterly Journal of Finance (QJF)3
Israel Economic Review2
Review of Financial Studies2
Journal of Economics and Business2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Bank of Israel Working Papers / Bank of Israel4

Recent works citing Zvi Wiener (2023 and 2022)

YearTitle of citing document
2022Securities Lending Strategies: Valuation of Term Loans using Option Theory. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1609.01274.

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2021Perpetual American options with asset-dependent discounting. (2020). Palmowski, Zbigniew ; Al-Hadad, Jonas. In: Papers. RePEc:arx:papers:2007.09419.

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2022General properties of the Solutions to Moving Boundary Problems for Black-Sholes Equations. (2022). , Hyong-Chol ; Choe, Tae-Song. In: Papers. RePEc:arx:papers:2203.05726.

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2023Pitmans Theorem, Black-Scholes Equation, and Derivative Pricing for Fundraisers. (2023). Tsuzuki, Yukihiro. In: Papers. RePEc:arx:papers:2303.13956.

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2021Shedding light on a dark matter: Jump diffusion and option?implied investor preferences. (2021). Perrakis, Stylianos ; Oancea, Michael ; Ghanbari, Hamed. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:2:p:244-286.

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2022Non?Deal Roadshows, Informed Trading, and Analyst Conflicts of Interest. (2022). Williams, Jared ; Jame, Russell ; Bradley, Daniel. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:265-315.

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2021Optimal investment, derivative demand, and arbitrage under price impact. (2021). Spiliopoulos, Konstantinos ; Robertson, Scott ; Anthropelos, Michail. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:3-35.

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2021Currency Anomalies. (2021). Bartram, Söhnke ; Garratt, Anthony ; Djuranovik, Leslie . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15653.

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2022Central moments, stochastic dominance, moment rule, and diversification with an application. (2022). Wong, Wing-Keung ; Guo, XU ; Chow, Sheung-Chi ; Chan, Raymond H. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:161:y:2022:i:c:s0960077922004611.

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2021Institutional trading in firms rumored to be takeover targets. (2021). Khadivar, Hamed ; Davis, Frederick ; Walker, Thomas J. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302418.

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2021The values and incentive effects of options on the maximum or the minimum of the stock prices and market index. (2021). Wang, Xingchun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302345.

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2021Hedge funds and their prime broker analysts. (2021). Teo, Melvyn ; Kulchania, Manoj ; Chung, Sung Gon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:141-158.

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2022The power of ESG transparency: The effect of the new SFDR sustainability labels on mutual funds and individual investors. (2022). Walter, Andreas ; Martin, Fabio ; Becker, Martin G. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000332.

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2022Do computerized traders follow social norms? Evidence from the holocaust remembrance moment of silence. (2022). Abudy, Menachem ; Mugerman, Yevgeny ; Gildin, Ilan. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001854.

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2022Transaction fees: Impact on institutional order types, commissions, and execution quality. (2022). Odonoghue, Shawn M. In: Journal of Financial Markets. RePEc:eee:finmar:v:60:y:2022:i:c:s1386418122000118.

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2022The economic consequences of violence against civilians: Developing economic resilience to violence. (2022). Gavious, Ilanit. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001839.

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2021Could Chapter 11 redeem itself? Wealth and welfare effects of the redemption option. (2021). Franois, Pascal ; Breton, Michele ; Annabi, Amira. In: International Review of Law and Economics. RePEc:eee:irlaec:v:67:y:2021:i:c:s0144818821000296.

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2022The Winner Takes It All: Investor Sentiment and the Eurovision Song Contest. (2022). Abudy, Menachem ; Shust, Efrat ; Mugerman, Yevgeny. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:137:y:2022:i:c:s0378426622000322.

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2023Does market design contribute to market stability? Indications from a corporate bond exchange during the COVID-19 crisis. (2023). Shust, Efrat ; Abudy, Menachem. In: Journal of Economics and Business. RePEc:eee:jebusi:v:123:y:2023:i:c:s0148619522000613.

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2021Measuring institutional trading costs and the implications for finance research: The case of tick size reductions. (2021). Liu, Tingting ; Irvine, Paul J ; Eaton, Gregory W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:832-851.

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2022The value of intermediation in the stock market. (2022). Franzoni, Francesco ; Egan, Mark ; di Maggio, Marco ; Dimaggio, Marco . In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:208-233.

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2022More informative disclosures, less informative prices? Portfolio and price formation around quarter-ends. (2022). Verma, Aadhaar ; Kaplan, Zachary ; Gormley, Todd A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:665-688.

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2023Market efficiency of Asian stock markets during the financial crisis and non-financial crisis periods. (2023). Wang, Ming-Hui ; Ke, Mei-Chu ; Chiang, Yi-Chein ; Chang, Hao-Wen ; Nguyen, Tien-Trung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:312-329.

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2021Meaning and gender differences. (2021). Winter, Eyal ; Mugerman, Yevgeny ; Bezalel, Jonathan. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:95:y:2021:i:c:s2214804321000975.

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2021The Impact of Weather Factors on Quotations of Energy Sector Companies on Warsaw Stock Exchange. (2021). Tarczyska-Uniewska, Magorzata ; Majewski, Sebastian ; Tarczyski, Waldemar ; Mentel, Grzegorz ; Majewska, Agnieszka. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:6:p:1536-:d:514552.

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2022Spectral Expansions for Credit Risk Modelling with Occupation Times. (2022). Makarov, Roman N ; Kato, Hiromichi ; Campolieti, Giuseppe. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:12:p:228-:d:989220.

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2021Fund Ratings of Socially Responsible Investing (SRI) Funds: A Precautionary Note. (2021). Jitmaneeroj, Boonlert ; Budsaratragoon, Pornanong. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:7548-:d:589476.

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2021Transaction Costs, Portfolio Characteristics, and Mutual Fund Performance. (2021). Chordia, Tarun ; Busse, Jeffrey A ; Tang, Yuehua ; Jiang, Lei. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1227-1248.

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2021Designing bankers pay: Using contingent capital to reduce risk-shifting. (2021). Raviv, Alon ; Peleg-Lazar, Sharon ; Hilscher, Jens. In: MPRA Paper. RePEc:pra:mprapa:106596.

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2021Gradual Bargaining in Decentralized Asset Markets. (). Rocheteau, Guillaume ; Lebeau, Lucie ; Hu, Tai-Wei ; In, Younghwan. In: Review of Economic Dynamics. RePEc:red:issued:20-33.

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2022Options as Silver Bullets: Valuation of Term Loans, Inventory Management, Emissions Trading and Insurance Risk Mitigation using Option Theory. (2022). Kashyap, Ravi. In: Annals of Operations Research. RePEc:spr:annopr:v:315:y:2022:i:2:d:10.1007_s10479-022-04610-w.

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2022Systemic risk: a network approach. (2022). Hasse, Jean-Baptiste. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:1:d:10.1007_s00181-021-02131-2.

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2022Crowdlending: mapping the core literature and research frontiers. (2022). Lopez-Cabarcos, Angeles M ; Pieiro-Chousa, Juan ; Palacios-Marques, Daniel ; Ribeiro-Navarrete, Samuel. In: Review of Managerial Science. RePEc:spr:rvmgts:v:16:y:2022:i:8:d:10.1007_s11846-021-00491-8.

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2021Coexistence of Money and Interest-Bearing Bonds. (2021). van Buggenum, Hugo. In: Discussion Paper. RePEc:tiu:tiucen:0bd7c6fc-3779-4bf3-9100-0aca198505b4.

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2021Coexistence of Money and Interest-Bearing Bonds. (2021). van Buggenum, Hugo. In: Other publications TiSEM. RePEc:tiu:tiutis:0bd7c6fc-3779-4bf3-9100-0aca198505b4.

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2021Banks and financial markets in microfounded models of money. (2021). van Buggenum, Hugo. In: Other publications TiSEM. RePEc:tiu:tiutis:f6e8dc53-9a1b-4f66-9cef-b1efb22ac76c.

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Zvi Wiener has edited the books:

YearTitleTypeCited

Works by Zvi Wiener:

YearTitleTypeCited
1996 General Properties of Option Prices. In: Journal of Finance.
[Full Text][Citation analysis]		article80
2018ISRAELI TREASURY AUCTION REFORM In: Israel Economic Review.
[Full Text][Citation analysis]		article0
2013Israeli Treasury Auction Reform.(2013) In: Bank of Israel Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2007Solvency II and the Solvency Capital Requirement for Insurance Firms in Israel In: Israel Economic Review.
[Full Text][Citation analysis]		article0
2000A GUARANTEED-RETURN CONTRACT FOR PENSION FUNDS’ INVESTMENTS IN THE CAPITAL MARKET In: Bank of Israel Working Papers.
[Full Text][Citation analysis]		paper0
2006The Estimation of Nominal and Real Yield Curves from Government In: Bank of Israel Working Papers.
[Full Text][Citation analysis]		paper0
2019The Exclamation Mark of Cain: Risk Salience and Mutual Fund Flows In: Bank of Israel Working Papers.
[Full Text][Citation analysis]		paper3
2022The exclamation mark of Cain: Risk salience and mutual fund flows.(2022) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2000The Value of the Freezeout Option In: Berkeley Olin Program in Law & Economics, Working Paper Series.
[Full Text][Citation analysis]		paper1
2008Stakeholders and the composition of the voting rights of the board of directors In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article7
2018Dividend policy relevance in a levered firm—The binomial case In: Economics Letters.
[Full Text][Citation analysis]		article1
2019On the failure of mutual fund industry regulation In: Emerging Markets Review.
[Full Text][Citation analysis]		article4
2004Bargaining with an agenda In: Games and Economic Behavior.
[Full Text][Citation analysis]		article30
2002Bargaining with an Agenda.(2002) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2001Bargaining with an Agenda.(2001) In: Game Theory and Information.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2000Limiting differences between forward and futures prices in a Lucas consumption model In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
1994Limiting 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 another version. Agregated cites: 0		paper
2020By 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]		article2
2021Stock markets and female participation in the labor force In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article3
2007Liquidation triggers and the valuation of equity and debt In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article25
2003Liquidation Triggers and the Valuation of Equity and Debt.(2003) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2012The 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]		article0
2013Prospect theory and utility theory: Temporary versus permanent attitude toward risk In: Journal of Economics and Business.
[Full Text][Citation analysis]		article4
2003Government Support of Investment Projects in the Private Sector: A Microeconomic Approach In: Financial Management.
[Citation analysis]		article4
2001General Properties of Option Prices (Revision of 11-95) (Reprint 058) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper62
1996General Properties of Option Prices..(1996) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 62		paper
1995Theory of Rational Option Pricing: II (Revised: 1-96) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper3
1996The Analysis of VAR, Deltas and State Prices: A New Approach. In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper3
2002On the Use of Numeraires in Option pricing In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]		paper13
2004Brokerage Commissions and Institutional Trading Patterns In: Discussion Paper Series.
[Full Text][Citation analysis]		paper73
2009Brokerage Commissions and Institutional Trading Patterns.(2009) In: Review of Financial Studies.
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2009Credit Risk Spreads in Local and Foreign Currencies In: IMF Working Papers.
[Full Text][Citation analysis]		paper13
2012Credit Risk Spreads in Local and Foreign Currencies.(2012) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
2012Credit Risk Spreads in Local and Foreign Currencies.(2012) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
1998Stochastic Dominance and Prospect Dominance with Subjective Weighting Functions. In: Journal of Risk and Uncertainty.
[Full Text][Citation analysis]		article59
2005Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models In: Review of Derivatives Research.
[Full Text][Citation analysis]		article1
1999Comment on ‘Non-Linear Value-at-Risk’ In: Review of Finance.
[Full Text][Citation analysis]		article0
2008Analytic Pricing of Employee Stock Options In: Review of Financial Studies.
[Full Text][Citation analysis]		article30
2017Flow auctions In: International Journal of Game Theory.
[Full Text][Citation analysis]		article0
2016How Do Homeowners Choose Between Fixed and Adjustable Rate Mortgages? In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]		article5
2018Introduction In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]		article0
2022Knowns and Unknowns. Risk Management in a Context of Increasing Uncertainty In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]		article0
2023Contingent Claims Analysis in Corporate Finance In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2016Individuals Investment in Financial Structured Products from Rational and Behavioral Choice Perspectives In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter6
2016Heuristics and Biases in the Israeli Mortgage Market In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2012Accounting Values versus Market Values and Earnings Management in Banks In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter2
2012A Balance Sheet Approach for Sovereign Debt In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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