Guy Kaplanski
Names
first: |
Guy |
last: |
Kaplanski |
Identifer
Contact
Affiliations
-
Bar Ilan University
/ Graduate School of Business Administration
Research profile
author of:
- Envy and Altruism: Contrasting Bivariate and Univariate Prospect Preferences (RePEc:bla:scandj:v:119:y:2017:i:2:p:457-483)
by Guy Kaplanski & Haim Levy - Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market (RePEc:cup:jfinqa:v:45:y:2010:i:02:p:535-553_00)
by Kaplanski, Guy & Levy, Haim - Do Happy People Make Optimistic Investors? (RePEc:cup:jfinqa:v:50:y:2015:i:1-2:p:145-168_00)
by Kaplanski, Guy & Levy, Haim & Veld, Chris & Veld-Merkoulova, Yulia - Portfolio selection in a two-regime world (RePEc:eee:ejores:v:242:y:2015:i:2:p:514-524)
by Levy, Moshe & Kaplanski, Guy - Real estate prices: An international study of seasonality's sentiment effect (RePEc:eee:empfin:v:19:y:2012:i:1:p:123-146)
by Kaplanski, Guy & Levy, Haim - The race to exploit anomalies and the cost of slow trading (RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000465)
by Kaplanski, Guy - Basel's value-at-risk capital requirement regulation: An efficiency analysis (RePEc:eee:jbfina:v:31:y:2007:i:6:p:1887-1906)
by Kaplanski, Guy & Levy, Haim - Trading breaks and asymmetric information: The option markets (RePEc:eee:jbfina:v:58:y:2015:i:c:p:390-404)
by Kaplanski, Guy & Levy, Haim - Talking Numbers: Technical versus fundamental investment recommendations (RePEc:eee:jbfina:v:92:y:2018:i:c:p:100-114)
by Avramov, Doron & Kaplanski, Guy & Levy, Haim - Past returns and the perceived Sharpe ratio (RePEc:eee:jeborg:v:123:y:2016:i:c:p:149-167)
by Kaplanski, Guy & Levy, Haim & Veld, Chris & Veld-Merkoulova, Yulia - Sentiment and stock prices: The case of aviation disasters (RePEc:eee:jfinec:v:95:y:2010:i:2:p:174-201)
by Kaplanski, Guy & Levy, Haim - Traditional beta, downside risk beta and market risk premiums (RePEc:eee:quaeco:v:44:y:2004:i:5:p:636-653)
by Kaplanski, Guy - Analysts and sentiment: A causality study (RePEc:eee:quaeco:v:63:y:2017:i:c:p:315-327)
by Kaplanski, Guy & Levy, Haim - Sentiment, irrationality and market efficiency: The case of the 2010 FIFA World Cup (RePEc:eee:soceco:v:49:y:2014:i:c:p:35-43)
by Kaplanski, Guy & Levy, Haim - Unknown item repec:eme:sef000:sef-11-2017-0311
- Investment performance and emotions: an international study (RePEc:eme:sefpps:sef-11-2017-0311)
by Guy Kaplanski & Haim Levy - The Two-Parameter Long-Horizon Value-at-Risk (RePEc:ffe:journl:v:7:y:2010:i:1:p:1-20)
by Guy Kaplanski, Haim Levy - Postfundamentals Price Drift in Capital Markets: A Regression Regularization Perspective (RePEc:inm:ormnsc:v:68:y:2022:i:10:p:7658-7681)
by Doron Avramov & Guy Kaplanski & Avanidhar Subrahmanyam - VaR Risk Measures versus Traditional Risk Measures: an Analysis and Survey (RePEc:pra:mprapa:80070)
by Kaplanski, Guy & Kroll, Yoram - Analytical Portfolio Value-at-Risk (RePEc:pra:mprapa:80216)
by Kaplanski, Guy - Value-at-risk capital requirement regulation, risk taking and asset allocation: a mean-variance analysis (RePEc:taf:eurjfi:v:21:y:2015:i:3:p:215-241)
by Guy Kaplanski & Haim Levy - The holiday and Yom Kippur War sentiment effects: the Tel Aviv Stock Exchange (TASE) (RePEc:taf:quantf:v:12:y:2012:i:8:p:1283-1298)
by Guy Kaplanski & Haim Levy - Moving average distance as a predictor of equity returns (RePEc:wly:revfec:v:39:y:2021:i:2:p:127-145)
by Doron Avramov & Guy Kaplanski & Avanidhar Subrahmanyam - Executive Short-Term Incentive, Risk-Taking And Leverage-Neutral Incentive Scheme (RePEc:wsi:afexxx:v:07:y:2012:i:01:n:s2010495212500030)
by Guy Kaplanski & Haim Levy - Seasonality in Perceived Risk: A Sentiment Effect (RePEc:wsi:qjfxxx:v:07:y:2017:i:01:n:s2010139216500154)
by Guy Kaplanski & Haim Levy - Cross-Sectional Anomalies: Statistical Phenomena or Free-Lunch Opportunities (RePEc:wsi:wschap:9789811290633_0004)
by Guy Kaplanski