Details about Maurice David Levi

This author is deceased (2021-04-28).

Access statistics for papers by Maurice David Levi.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: ple633

Working Papers

2013

1. Seasonal asset allocation: Evidence from mutual fund flows
   CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) View citations (32)
   See also Journal Article Seasonal Asset Allocation: Evidence from Mutual Fund Flows, Journal of Financial and Quantitative Analysis, Cambridge University Press (2017) View citations (41) (2017)

2002

2. Winter blues: a SAD stock market cycle
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (4)
   See also Journal Article Winter Blues: A SAD Stock Market Cycle, American Economic Review, American Economic Association (2003) View citations (397) (2003)

1999

3. Recent Developments in Money Laundering Policies and Offshore Finance Centers
   Working Papers, Portsmouth University - Department of Economics View citations (2)

1998

4. Losing Sleep at the Market: The Daylight-Savings Anomaly
   Discussion Papers, Department of Economics, Simon Fraser University View citations (23)
   See also Journal Article Losing Sleep at the Market: The Daylight Saving Anomaly, American Economic Review, American Economic Association (2000) View citations (246) (2000)

1991

5. A Reconsideration of Monetary Velocity: The Effects of the Housing and Stock Markets
   University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA

Journal Articles

2017

1. Seasonal Asset Allocation: Evidence from Mutual Fund Flows
   Journal of Financial and Quantitative Analysis, 2017, 52, (1), 71-109 View citations (41)
   See also Working Paper Seasonal asset allocation: Evidence from mutual fund flows, CFR Working Papers (2013) View citations (32) (2013)

2015

2. Are Women More Likely to Seek Advice than Men? Evidence from the Boardroom
   JRFM, 2015, 8, (1), 1-23 View citations (10)
3. Seasonal Variation in Treasury Returns
   Critical Finance Review, 2015, 4, (1), 45-115 View citations (17)

2014

4. Director gender and mergers and acquisitions
   Journal of Corporate Finance, 2014, 28, (C), 185-200 View citations (232)
5. Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity
   The Review of Asset Pricing Studies, 2014, 4, (1), 39-77 View citations (13)

2012

6. A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns
   Journal of Banking & Finance, 2012, 36, (4), 934-956 View citations (24)
7. Fiscal consequences of scrapping cash
   Journal of Payments Strategy & Systems, 2012, 6, (3), 283-300
8. The relative-age effect and career success: Evidence from corporate CEOs
   Economics Letters, 2012, 117, (3), 660-662 View citations (42)

2010

9. Deal or No Deal: Hormones and the Mergers and Acquisitions Game
   Management Science, 2010, 56, (9), 1462-1483 View citations (30)

2009

10. Is it the weather? Comment
    Journal of Banking & Finance, 2009, 33, (3), 578-582 View citations (16)

2005

11. Foreign direct investment: The human dimension
    Journal of International Money and Finance, 2005, 24, (6), 913-934 View citations (11)
12. International Trade and the Connection between Excess Demand and Inflation
    Review of International Economics, 2005, 13, (4), 699-708 View citations (13)

2004

13. Converting Technology to Mitigate Environmental Damage
    Management Science, 2004, 50, (8), 1015-1030 View citations (15)

2003

14. Winter Blues: A SAD Stock Market Cycle
    American Economic Review, 2003, 93, (1), 324-343 View citations (397)
    See also Working Paper Winter blues: a SAD stock market cycle, FRB Atlanta Working Paper (2002) View citations (4) (2002)

2002

15. Alternative foreign exchange management protocols: an application of sensitivity analysis
    Journal of Multinational Financial Management, 2002, 12, (1), 1-19
16. Losing Sleep at the Market: The Daylight Saving Anomaly: Reply
    American Economic Review, 2002, 92, (4), 1257-1263 View citations (25)
17. Sticky prices: the impact of regulation
    Journal of Monetary Economics, 2002, 49, (4), 797-821 View citations (18)

2000

18. Losing Sleep at the Market: The Daylight Saving Anomaly
    American Economic Review, 2000, 90, (4), 1005-1011 View citations (246)
    See also Working Paper Losing Sleep at the Market: The Daylight-Savings Anomaly, Discussion Papers (1998) View citations (23) (1998)
19. The European Union as a country portfolio
    European Journal of Political Economy, 2000, 16, (3), 411-427 View citations (11)

1996

20. The velocity puzzle revisited: The effects of the housing and stock markets
    Journal of Economics and Business, 1996, 48, (1), 23-32 View citations (1)

1994

21. Growing Together or Apart: The Risks and Returns of Alternative Constitutions of Canada
    Canadian Public Policy, 1994, 20, (4), 341-352 View citations (1)

1993

22. Freely Determined versus Regulated Prices: Implications for the Measured Link between Money and Inflation
    Journal of Money, Credit and Banking, 1993, 25, (2), 222-30 View citations (7)

1992

23. Non-reversed investment and borrowing, transaction costs, and covered interest parity
    International Review of Economics & Finance, 1992, 1, (2), 107-119 View citations (4)
24. The structure of international banking
    Journal of International Money and Finance, 1992, 11, (3), 251-272 View citations (41)

1991

25. Bretton Woods: Blueprint for a greenhouse gas agreement
    Ecological Economics, 1991, 4, (3), 253-267 View citations (2)

1988

26. On the Development of International Financial Centers
    The Annals of Regional Science, 1988, 22, 81-94 View citations (4)
    Also in The Annals of Regional Science, 1988, 22, (1), 81-94 (1988) View citations (1)

1987

27. A Market-Based Test of the Effect of Monetary Policy
    Economic Inquiry, 1987, 25, (2), 341-49 View citations (2)

1985

28. Weekend Effects on Stock Returns: A Reply
    Journal of Finance, 1985, 40, (1), 351-52 View citations (6)

1984

29. Spot versus forward speculation and hedging: A diagrammatic exposition
    Journal of International Money and Finance, 1984, 3, (1), 105-109

1983

30. Regulated Prices and Their Consequences
    Canadian Public Policy, 1983, 9, (1), 24-31

1982

31. Weekend Effects on Stock Returns: A Note
    Journal of Finance, 1982, 37, (3), 883-89 View citations (137)

1981

32. Fisher, Phillips, Friedman and the Measured Impact of Inflation on Interest: A Reply
    Journal of Finance, 1981, 36, (4), 963-69 View citations (1)

1980

33. Inflation Uncertainty and the Phillips Curve: Some Empirical Evidence
    American Economic Review, 1980, 70, (5), 1022-27 View citations (43)
34. Money and Corporate Earnings
    Journal of Money, Credit and Banking, 1980, 12, (1), 84-93

1979

35. Fisher, Phillips, Friedman and the Measured Impact of Inflation on Interest
    Journal of Finance, 1979, 34, (1), 35-52 View citations (38)
36. Underutilization of Forward Markets or Rational Behavior?
    Journal of Finance, 1979, 34, (4), 1013-17 View citations (1)

1978

37. Anticipated Inflation and Interest Rates: Further Interpretation of Findings on the Fisher Equation
    American Economic Review, 1978, 68, (5), 801-12 View citations (13)
    Also in Proceedings, 1976, (1), 34-66 (1976)
38. The Weekend Game: Clearing House vs Federal Funds
    Canadian Journal of Economics, 1978, 11, (4), 750-57 View citations (9)

1977

39. Econometrics of investment: J.C.R. Rowley and P.K. Trivedi, (Wiley, New York, 1975)
    Journal of Econometrics, 1977, 6, (1), 142-142
40. Economic Malaise and the Use of Sprays
    Economic Inquiry, 1977, 15, (1), 151-52
41. Measurement errors and bounded OLS estimates
    Journal of Econometrics, 1977, 6, (2), 165-171 View citations (3)
42. Taxation and "Abnormal" International Capital Flows
    Journal of Political Economy, 1977, 85, (3), 635-46 View citations (18)

1976

43. World-wide effects and import elasticities
    Journal of International Economics, 1976, 6, (2), 203-214 View citations (1)

1975

44. BUFFER STOCKS, AGGREGATE ACTIVITY, AND ECONOMIC POLICY
    Economic Inquiry, 1975, 13, (1), 71-80
    Also in Economic Inquiry, 1975, 13, (1), 71-80 (1975)
45. Effectiveness of monetary vs. fiscal policy as revealed by the behavior of inventory stocks: An empirical investigation
    Journal of Monetary Economics, 1975, 1, (2), 151-170

1973

46. Errors in the Variables Bias in the Presence of Correctly Measured Variables
    Econometrica, 1973, 41, (5), 985-86 View citations (46)