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Guy Kaplanski
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Year
Sentiment and stock prices: The case of aviation disasters
G Kaplanski, H Levy
Journal of financial economics 95 (2), 174-201, 2010
5542010
Exploitable predictable irrationality: the FIFA World Cup effect on the US stock market
G Kaplanski, H Levy
Journal of Financial and Quantitative Analysis 45 (02), 535-553, 2010
1852010
Do Happy People Make Optimistic Investors?
G Kaplanski, H Levy, C Veld, Y Veld-Merkoulova
Journal of Financial and Quantitative Analysis 50 (1-2), 145-168, 2015
1302015
VaR risk measures versus traditional risk measures: an analysis and survey
G Kaplanski, Y Kroll
The Journal of Risk 4 (3), 1-27, 2002
832002
Seasonality in perceived risk: A sentiment effect
G Kaplanski, H Levy
Quarterly Journal of Finance 7 (1), 2017
50*2017
Real estate prices: An international study of seasonality's sentiment effect
G Kaplanski, H Levy
Journal of Empirical Finance 19 (1), 123-146, 2012
462012
Traditional beta, downside risk beta and market risk premiums
G Kaplanski
The Quarterly Review of Economics and Finance 44 (5), 636-653, 2004
462004
Moving average distance as a predictor of equity returns
D Avramov, G Kaplanski, A Subrahmanyam
Review of Financial Economics 39 (2), 127-145, 2021
35*2021
Basel’s value-at-risk capital requirement regulation: An efficiency analysis
G Kaplanski, H Levy
Journal of Banking & Finance 31 (6), 1887-1906, 2007
352007
The holiday and yom kippur war sentiment effects: the Tel Aviv Stock Exchange (TASE)
G Kaplanski, H Levy
Quantitative Finance 12 (8), 1283-1298, 2012
332012
Portfolio selection in a two-regime world
M Levy, G Kaplanski
European Journal of Operational Research 242 (2), 514-524, 2015
322015
Past Returns and the Perceived Sharpe Ratio
G Kaplanski, H Levy, C Veld, YV Veld-Merkoulova
Journal of Economic Behavior & Organization 123, 149-167, 2016
262016
Value-at-risk capital requirement regulation, risk taking and asset allocation: a mean–variance analysis
G Kaplanski, H Levy
The European Journal of Finance 21 (3), 215-241, 2015
252015
Talking Numbers: Technical versus Fundamental Investment Recommendations
D Avramov, G Kaplanski, H Levy
Journal of Banking and Finance 92, 100-114, 2018
23*2018
Analysts and Sentiment: A Causality Study
G Kaplanski, H Levy
The Quarterly Review of Economics and Finance 63, 315-327, 2017
21*2017
Sentiment, Irrationality and Market Efficiency: The Case of the 2010 FIFA World Cup
G Kaplanski, H Levy
Journal of Behavioral and Experimental Economics 49, 35-43, 2014
212014
Analytical portfolio value-at-risk
G Kaplanski
Journal of Risk 7 (2), 33-54, 2005
13*2005
Post-Fundamentals Price Drift in Capital Markets: A Regression Regularization Perspective
D Avramov, G Kaplanski, A Subrahmanyam
Management Science, forthcoming, 2022
12*2022
Trading breaks and asymmetric information: The option markets
G Kaplanski, H Levy
Journal of Banking & Finance 58, 390-404, 2015
7*2015
The Two-Parameter Long-Horizon Value-at-Risk
G Kaplanski, H Levy
Frontiers in Finance and Economics 7, 1-20, 2010
62010
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Articles 1–20