Azriel Levy

Hebrew University of Jerusalem

Mount Scopus

Jerusalem, Jerusalem 91905

Israel

Bank of Israel

P.O. Box 780

Jerusalem, 91907

Israel

SCHOLARLY PAPERS

5

DOWNLOADS

96

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.

Trading Frequency and Implied Transaction Costs of Foreign Exchange Options

ADVANCES IN FUTURES AND OPTIONS RESEARCH, Vol. 7, pp. 37-45, 1994
Number of pages: 9 Posted: 19 Jul 2001 Last Revised: 08 Oct 2013
Shmuel Hauser, Azriel Levy and Uzi Yaari
Ben-Gurion University of the Negev - School of Management, Hebrew University of Jerusalem and Rutgers University
Downloads 25 (594,665)

Abstract:

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trading frequency, non-dealer security markets, price discovery, portfolio effect, return volatility

2.

Immunization Strategy for Multinational Fixed-Income Investments

Managing Global Currency Risk, pp. 143-152, 1997
Number of pages: 10 Posted: 24 Feb 2008 Last Revised: 08 Oct 2013
Shmuel Hauser, Azriel Levy and Uzi Yaari
Ben-Gurion University of the Negev - School of Management, Hebrew University of Jerusalem and Rutgers University
Downloads 24 (601,308)

Abstract:

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fixed-income immunization, hedging currency risk, hedging interest-rate risk, multinational investment portfolio

3.

Hedging Strategies of Financial Intermediaries: Pricing Options with a Bid-Ask Spread

The Financial Review, Vol. 30, No. 4, pp. 809-822, November 1995
Number of pages: 14 Posted: 19 Feb 2008 Last Revised: 08 Oct 2013
Shmuel Hauser, Azriel Levy and Uzi Yaari
Ben-Gurion University of the Negev - School of Management, Hebrew University of Jerusalem and Rutgers University
Downloads 22 (614,844)

Abstract:

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option pricing, hedging portfolio, portfolio adjustment frequency, transaction costs

4.

Trading Frequency and the Efficiency of Price Discovery in a Non-Dealer Market

European Journal of Finance, Vol. 7, No. 3, pp. 187-197, September 2001
Number of pages: 11 Posted: 30 Jan 2008 Last Revised: 08 Oct 2013
Shmuel Hauser, Azriel Levy and Uzi Yaari
Ben-Gurion University of the Negev - School of Management, Hebrew University of Jerusalem and Rutgers University
Downloads 13 (679,132)

Abstract:

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trading frequency, non-dealer security market, price discovery, portfolio effect, return volatility

5.

Efficiency of Price Discovery in Thinly Traded Stocks: Evidence from Dual Listings in Tel Aviv and the OTC

Multinational Finance Journal, Vol. 2, No. 2, p. 133-149, 1998
Number of pages: 17 Posted: 17 Jul 2015
Shmuel Hauser and Azriel Levy
Ben-Gurion University of the Negev - School of Management and Hebrew University of Jerusalem
Downloads 12 (686,835)

Abstract:

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continuous trading; discrete trading; pricing efficiency; Tel Aviv Stock Exchange; trading mechanism