10
H index
10
i10 index
498
Citations
Hebrew University of Jerusalem | 10 H index 10 i10 index 498 Citations RESEARCH PRODUCTION: 34 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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| 2025 | Pitmans Theorem, Black-Scholes Equation, and Derivative Pricing for Fundraisers. (2025). Tsuzuki, Yukihiro. In: Papers. RePEc:arx:papers:2303.13956. Full description at Econpapers || Download paper |
| 2025 | 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 |
| 2024 | Comparative Statics for Optimal Stopping Problems in Nonstationary Environments. (2024). Durandard, Th'Eo ; Camboni, Matteo. In: Papers. RePEc:arx:papers:2402.06999. Full description at Econpapers || Download paper |
| 2025 | Ranking Policies Under Loss Aversion and Inequality Aversion. (2025). Parker, Thomas ; Kurek, Radoslaw ; Kobus, Martyna. In: Papers. RePEc:arx:papers:2510.09590. Full description at Econpapers || Download paper |
| 2024 | Exchanges for government bonds? Evidence during COVID-19. (2024). Nathan, Daniel ; Kutai, Ari ; Wittwer, Milena. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.03. Full description at Econpapers || Download paper |
| 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 | Is financial literacy a protection tool from online fraud in the digital era?. (2024). Oggero, Noemi ; Sandretto, Davide ; Isaia, Eleonora. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024000923. Full description at Econpapers || Download paper |
| 2025 | Misguided mortgage choices: Financial literacy, inflation expectations, and borrowing decisions. (2025). Mugerman, Yevgeny ; Ilan, Mordechai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000589. 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 |
| 2025 | Do institutional investor cliques prefer supply chain transparency?. (2025). Li, Shi ; Ma, Leyao ; Ding, Jing. In: Economics Letters. RePEc:eee:ecolet:v:248:y:2025:i:c:s0165176525000837. Full description at Econpapers || Download paper |
| 2024 | Trading activity of VIX futures and options around FOMC announcements. (2024). Tsai, Wei-Che ; Yang, Jimmy J ; 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). Dong, Yan ; Ji, XU ; Yang, Xiaoqi ; Vagnani, Gianluca. 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 ; Abudy, Menachem ; Gildin, Ilan. 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 |
| 2025 | Portfolio climate risk and fund flow performance. (2025). Lu, Shuai ; Li, Dong. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015514. Full description at Econpapers || Download paper |
| 2025 | The dynamic relationship among economic and monetary policy, geopolitical risk, sentiment, and risk aversion: A TVP-VAR approach. (2025). Hadad, Elroi ; Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015617. Full description at Econpapers || Download paper |
| 2025 | Trying to think: An experimental study of the impact of cognitive load on financial risk taking by groups. (2025). Sitbon, N ; Kashy-Rosenbaum, G ; Manos, R ; Lahav, E. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000881. Full description at Econpapers || Download paper |
| 2025 | The cost of misclassification in mutual funds. (2025). Fang, Fei ; Parida, Sitikantha. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325003381. 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 |
| 2025 | Strategic commitment to forgo information: Evidence from the lab. (2025). Mugerman, Yevgeny ; Winter, Eyal ; Kandel, Emanuel. In: Games and Economic Behavior. RePEc:eee:gamebe:v:150:y:2025:i:c:p:401-414. Full description at Econpapers || Download paper |
| 2025 | Almost stochastic dominance: Magnitude constraints on risk aversion. (2025). Meyer, Jack ; Liu, Liqun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:82-90. Full description at Econpapers || Download paper |
| 2024 | Market timing with moving average distance: International evidence. (2024). Kaplanski, Guy ; Abudy, Menachem ; Mugerman, Yevgeny. 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). Nathan, Daniel ; Abudy, Menachem ; Wohl, Avi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000396. Full description at Econpapers || Download paper |
| 2024 | Demand for financial advice: Evidence from a randomized choice experiment. (2024). Cherednychenko, Olha ; Hermes, Niels ; Meyer, Marco ; Kramer, Marc ; de Bruin, Boudewijn. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s0378426624001109. Full description at Econpapers || Download paper |
| 2025 | Do hedge fund clients of prime brokers front-run their analysts?. (2025). Kazemi, Maziar M ; Chen, Bing ; Yang, Xiaohui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024008165. Full description at Econpapers || Download paper |
| 2025 | The impact of write-down equity on bank stability under ambiguity aversion. (2025). Qiu, Lingyan ; Zhao, Zhiming ; Shu, Jianping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000140. 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 | The Influencing Mechanism of Managerial Myopic Behavior on Enterprise Sustainable Development Performance: Evidence Based on Listed Companies in China. (2024). Cui, Yuzhen ; Zhu, Shunlin. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:11:p:4472-:d:1401470. Full description at Econpapers || Download paper |
| 2024 | The Impact of Global Value Chain Reconstruction on the Innovative Latitude High-Quality Development of Reverse OFDI in China—From the Perspective of Jiangsu Province. (2024). Zhu, Xiyue ; Huang, Chuanrong. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:16:p:6882-:d:1453889. Full description at Econpapers || Download paper |
| 2024 | Navigating Environmental Tax Challenges: Business Strategies for Chinese Firms Sustainable Growth. (2024). Lyu, Xiaomin ; Zhang, Qiongwen. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:17:p:7518-:d:1467636. 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 |
| 2025 | A Study of the Factors Contributing to the Impact of Climate Risks on Corporate Performance in China’s Energy Sector. (2025). Zhou, Jingyi ; Liu, Jingxuan ; Lu, LU ; Song, Yuping ; Wang, Xin. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:11:p:5139-:d:1671218. Full description at Econpapers || Download paper |
| 2025 | How Does Digital Trade Affect a Firm’s Green Total Factor Productivity? A Life Cycle Perspective. (2025). Hu, Jianbo ; Cai, Wenxin ; Shen, YU ; Dinis, Faustino. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:14:p:6435-:d:1701217. Full description at Econpapers || Download paper |
| 2025 | A Set of Sustainability Indicators for Brazilian Small and Medium-Sized Non-Alcoholic Beverage Industries. (2025). Garcia, Angie Lorena ; Feil, Alexandre Andr ; Schreiber, Dusan ; de Oliveira, Jordana ; da Rosa, Maria Clair ; Parada, Mayra Alejandra. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:15:p:6794-:d:1710351. Full description at Econpapers || Download paper |
| 2025 | The Impact of Environmental Incentive Policies on the Value of New Energy Enterprises—Evidence from China’s New Energy Demonstration Cities. (2025). Zhou, Qianling ; Zhao, Xuefei. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:19:p:8603-:d:1757775. Full description at Econpapers || Download paper |
| 2025 | The Grant Proposal Game. (2025). Mugerman, Yevgeny ; Yafeh, Tomer ; Winter, Eyal. In: Working Papers. RePEc:lan:wpaper:423283787. 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 | Value relevance of multifaceted corporate social performance: how do country-specific factors matter?. (2024). Jitmaneeroj, Boonlert. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02615-3. Full description at Econpapers || Download paper |
| 2025 | Risk Measures and Portfolio Choices for Gain-Loss Dependent Objectives. (2025). Chow, Nikolai Sheung-Chi. In: MPRA Paper. RePEc:pra:mprapa:124440. 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). Shi, Yufeng ; Zeng, Xiaoping ; Xu, Ying ; Liu, LU ; Sun, Yunchuan ; Abraham, Ajith ; Jiang, Jie ; Hu, Haifeng. 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). Karim, Sitara ; Ghorbel, Ahmed ; Ghallabi, Fahmi. 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 |
| 2024 | The need for data products in personal finance. (2024). Ribes, Edouard Augustin. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:10:d:10.1007_s43546-024-00716-4. Full description at Econpapers || Download paper |
| 2024 | Towards a macroprudential regulatory framework for mutual funds?. (2024). Hasse, Jean-Baptiste ; Candelon, Bertrand ; Panopoulou, Ekaterini ; Argyropoulos, Christos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3063-3082. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
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| 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 | 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 | 30 |
| 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: 30 | 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 | 28 |
| 2003 | Liquidation Triggers and the Valuation of Equity and Debt.(2003) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | 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 | 80 |
| 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: 80 | 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 | 63 |
| 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 |
| An investigation of cheapest-to-deliver on Treasury bond futures contracts In: Journal of Computational Finance. [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 | 7 |
| 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 |
| 2025 | Introduction to the Special Issue: Transforming the Future of Finance and Risk Management In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 0 |
| 2025 | Trading ESG vs. Trading E, S, and G Separately: An Exploratory Research In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 0 |
| 2025 | Modern Corporate Finance (MCF) and the Rise of the Contingent Claims Analysis (CCA) Era 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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