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Details about Guy Kaplanski

Homepage:http://mba.biu.ac.il/en/kaplanski
Postal address:Israel
Workplace:Graduate School of Business, Bar Ilan University, (more information at EDIRC)

Access statistics for papers by Guy Kaplanski.

Last updated 2020-10-08. Update your information in the RePEc Author Service.

Short-id: pka1093


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Working Papers

2005

  1. Analytical Portfolio Value-at-Risk
    MPRA Paper, University Library of Munich, Germany Downloads

2002

  1. VaR Risk Measures versus Traditional Risk Measures: an Analysis and Survey
    MPRA Paper, University Library of Munich, Germany Downloads View citations (7)

Journal Articles

2019

  1. Investment performance and emotions: an international study
    Studies in Economics and Finance, 2019, 36, (1), 32-50 Downloads

2018

  1. Talking Numbers: Technical versus fundamental investment recommendations
    Journal of Banking & Finance, 2018, 92, (C), 100-114 Downloads

2017

  1. Analysts and sentiment: A causality study
    The Quarterly Review of Economics and Finance, 2017, 63, (C), 315-327 Downloads View citations (3)
  2. Envy and Altruism: Contrasting Bivariate and Univariate Prospect Preferences
    Scandinavian Journal of Economics, 2017, 119, (2), 457-483 Downloads
  3. Seasonality in Perceived Risk: A Sentiment Effect
    Quarterly Journal of Finance (QJF), 2017, 07, (01), 1-21 Downloads View citations (9)

2016

  1. Past returns and the perceived Sharpe ratio
    Journal of Economic Behavior & Organization, 2016, 123, (C), 149-167 Downloads View citations (3)

2015

  1. Do Happy People Make Optimistic Investors?
    Journal of Financial and Quantitative Analysis, 2015, 50, (1-2), 145-168 Downloads View citations (27)
  2. Portfolio selection in a two-regime world
    European Journal of Operational Research, 2015, 242, (2), 514-524 Downloads View citations (7)
  3. Trading breaks and asymmetric information: The option markets
    Journal of Banking & Finance, 2015, 58, (C), 390-404 Downloads View citations (1)
  4. Value-at-risk capital requirement regulation, risk taking and asset allocation: a mean-variance analysis
    The European Journal of Finance, 2015, 21, (3), 215-241 Downloads View citations (5)

2014

  1. Sentiment, irrationality and market efficiency: The case of the 2010 FIFA World Cup
    Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2014, 49, (C), 35-43 Downloads View citations (2)

2012

  1. EXECUTIVE SHORT-TERM INCENTIVE, RISK-TAKING AND LEVERAGE-NEUTRAL INCENTIVE SCHEME
    Annals of Financial Economics (AFE), 2012, 07, (01), 1-45 Downloads View citations (2)
  2. Real estate prices: An international study of seasonality's sentiment effect
    Journal of Empirical Finance, 2012, 19, (1), 123-146 Downloads View citations (9)
  3. The holiday and Yom Kippur War sentiment effects: the Tel Aviv Stock Exchange (TASE)
    Quantitative Finance, 2012, 12, (8), 1283-1298 Downloads View citations (9)

2010

  1. Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market
    Journal of Financial and Quantitative Analysis, 2010, 45, (2), 535-553 Downloads View citations (33)
  2. Sentiment and stock prices: The case of aviation disasters
    Journal of Financial Economics, 2010, 95, (2), 174-201 Downloads View citations (91)
  3. The Two-Parameter Long-Horizon Value-at-Risk
    Frontiers in Finance and Economics, 2010, 7, (1), 1-20 Downloads

2007

  1. Basel's value-at-risk capital requirement regulation: An efficiency analysis
    Journal of Banking & Finance, 2007, 31, (6), 1887-1906 Downloads View citations (10)

2004

  1. Traditional beta, downside risk beta and market risk premiums
    The Quarterly Review of Economics and Finance, 2004, 44, (5), 636-653 Downloads View citations (2)
 
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