9
H index
9
i10 index
451
Citations
Zvi Wiener : Citation Profile
Hebrew University of Jerusalem | RESEARCH PRODUCTION: 26 Articles 16 Papers 5 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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29 years (1994 - 2023). Relations with other researchers
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:
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Main data
Where Zvi Wiener has published?
| Journals with more than one article published | # docs |
|---|---|
| Quarterly Journal of Finance (QJF) | 3 |
| Journal of International Financial Markets, Institutions and Money | 3 |
| Review of Financial Studies | 2 |
| Journal of Economics and Business | 2 |
| Journal of Banking & Finance | 2 |
| Israel Economic Review | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Bank of Israel Working Papers / Bank of Israel | 4 |
Recent works citing Zvi Wiener (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Pitmans Theorem, Black-Scholes Equation, and Derivative Pricing for Fundraisers. (2023). Tsuzuki, Yukihiro. In: Papers. RePEc:arx:papers:2303.13956. Full description at Econpapers || Download paper |
| 2023 | On an Optimal Stopping Problem with a Discontinuous Reward. (2023). Vachon, Marie-Claude ; MacKay, Anne. In: Papers. RePEc:arx:papers:2311.03538. Full description at Econpapers || Download paper |
| 2023 | Drivers of Flows-Performance Sensitivity in Mutual Funds. (2023). Ben-Ze, Noam. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2023.06. Full description at Econpapers || Download paper |
| 2023 | Secured and unsecured debt in creditor-friendly bankruptcy. (2023). Naqvi, Hassan ; Franois, Pascal. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000627. Full description at Econpapers || Download paper |
| 2023 | Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets. (2023). Yeomans, Julian Scott ; Luukka, Pasi ; Ahmed, Sheraz ; Patari, Eero. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000074. Full description at Econpapers || Download paper |
| 2023 | Can gender Pay-Gap disclosures make a difference?. (2023). Shust, Efrat ; Aharon, David Y ; Abudy, Menachem. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007590. Full description at Econpapers || Download paper |
| 2023 | Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes. (2023). Borovkov, Konstantin ; Nguyen, Duy Phat. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:110:y:2023:i:c:p:72-81. Full description at Econpapers || Download paper |
| 2023 | Economic consequences of building a cross-country barrier among alternative policies to deal with unauthorized immigration. (2023). Milo, Orit ; Jacoby, Tomer ; Gavious, Ilanit. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000070. Full description at Econpapers || Download paper |
| 2023 | Does 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. Full description at Econpapers || Download paper |
| 2023 | Equilibrium and real options in the ethanol industry: Modeling and empirical evidence. (2023). Merener, Nicolas ; Davison, Matt. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000496. Full description at Econpapers || Download paper |
| 2023 | Market 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. Full description at Econpapers || Download paper |
| 2023 | Time-varying fund manager skills of socially responsible investing (SRI) funds in developed and emerging markets. (2023). Jitmaneeroj, Boonlert. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192300003x. Full description at Econpapers || Download paper |
| 2023 | A bibliometric review of dividend policy literature. (2023). Iqbal, Najaf ; Patel, Ritesh ; Ed-Dafali, Slimane. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001137. Full description at Econpapers || Download paper |
| 2023 | Towards a macroprudential regulatory framework for mutual funds?. (2023). Hasse, Jean-Baptiste ; Candelon, Bertrand ; Panopoulou, Ekaterini ; Argyropoulos, Christos. In: Post-Print. RePEc:hal:journl:hal-04103373. Full description at Econpapers || Download paper |
| 2023 | Self-Efficacy in Disrupted Environments: COVID-19 as a Natural Experiment. (2023). Vuculescu, Oana ; Klyver, Kim ; Bergenholtz, Carsten. In: Entrepreneurship Theory and Practice. RePEc:sae:entthe:v:47:y:2023:i:3:p:724-750. Full description at Econpapers || Download paper |
| 2023 | In memoriam: Tomas Björk (1947–2021). (2023). Gaspar, Raquel ; Khapko, Mariana. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:4:d:10.1007_s00780-023-00511-3. Full description at Econpapers || Download paper |
Zvi Wiener has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Zvi Wiener:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 0 |
| 2013 | Israeli Treasury Auction Reform.(2013) In: Bank of Israel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | 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 | 5 |
| 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: 5 | 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 | 7 |
| 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 | 6 |
| 2004 | Bargaining with an agenda In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 30 |
| 2002 | Bargaining with an Agenda.(2002) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2001 | Bargaining with an Agenda.(2001) In: Game Theory and Information. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | 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 | 3 |
| 2021 | Stock markets and female participation in the labor force In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 4 |
| 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 |
| 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 | 64 |
| 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: 64 | 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 | 14 |
| 2004 | Brokerage Commissions and Institutional Trading Patterns In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 75 |
| 2009 | Brokerage Commissions and Institutional Trading Patterns.(2009) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | 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 | 59 |
| 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: Review of Financial Studies. [Full Text][Citation analysis] | article | 30 |
| 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 | Contingent Claims Analysis in Corporate Finance 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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