Menachem (Meni) Abudy

Bar-Ilan University - Graduate School of Business Administration

Ramat Gan

Israel

SCHOLARLY PAPERS

16

DOWNLOADS
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Top 18,824

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3,235

SSRN CITATIONS
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SSRN RANKINGS

Top 32,999

in Total Papers Citations

19

CROSSREF CITATIONS

6

Scholarly Papers (16)

1.
Downloads 1,325 ( 18,053)
Citation 2

Pricing Stock Options with Stochastic Interest Rate

NYU Working Paper No. 2451/30272
Number of pages: 46 Posted: 15 Oct 2011
Menachem (Meni) Abudy and Yehuda (Yud) Izhakian
Bar-Ilan University - Graduate School of Business Administration and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 960 (28,575)

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Option, call option, put option, stochastic interest rate, term structure of interest rates, Black and Scholes, put-call parity

Pricing Stock Options with Stochastic Interest Rate

Number of pages: 46 Posted: 03 Oct 2011
Menachem (Meni) Abudy and Yehuda (Yud) Izhakian
Bar-Ilan University - Graduate School of Business Administration and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 365 (99,073)
Citation 1

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Option, call option, put option, put-call parity, stochastic interest rate

2.

Do Executive Compensation Contracts Maximize Firm Value? Indications from a Quasi-Natural Experiment

Columbia Business School Research Paper No. 17-69, 28th Annual Conference on Financial Economics and Accounting
Number of pages: 52 Posted: 03 Oct 2017 Last Revised: 08 Aug 2019
Menachem (Meni) Abudy, Dan Amiram, Oded Rozenbaum and Efrat Shust
Bar-Ilan University - Graduate School of Business Administration, Tel Aviv University - Coller School of Management, George Washington University - School of Business and The Department of Management and Economics, The Open University of Israel
Downloads 498 (69,267)
Citation 3

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executive compensation; governance; optimal contracts

3.

How Much Can Illiquidity Affect Corporate Debt Yield Spread?

Number of pages: 43 Posted: 19 Jun 2015 Last Revised: 20 Jun 2016
Menachem (Meni) Abudy and Alon Raviv
Bar-Ilan University - Graduate School of Business Administration and Bar-Ilan University - Graduate School of Business Administration
Downloads 344 (106,711)
Citation 1

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corporate bonds, illiquidity, illiquidity spread, yield spread, financial crises

4.

Corporate Bond Trading on a Limit Order Book Exchange

Number of pages: 45 Posted: 10 Mar 2016 Last Revised: 15 Jul 2017
Menachem (Meni) Abudy and Avi Wohl
Bar-Ilan University - Graduate School of Business Administration and Tel Aviv University - Coller School of Management
Downloads 295 (126,031)
Citation 10

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Corporate bonds, trading costs, retail investors, short-term investors, bid-ask spreads, liquidity

5.

The Cost of Equity for Private Firms

Number of pages: 37 Posted: 26 May 2015 Last Revised: 30 Nov 2015
Menachem (Meni) Abudy, Simon Benninga and Efrat Shust
Bar-Ilan University - Graduate School of Business Administration, Tel Aviv University - Faculty of Management and The Department of Management and Economics, The Open University of Israel
Downloads 180 (202,887)
Citation 1

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Non-marketability, non-diversification, cost of capital, private firm valuation

6.

Valuing Restricted Stock Grants to Non-Executive Employees

Number of pages: 46 Posted: 29 Oct 2014 Last Revised: 26 Feb 2016
Menachem (Meni) Abudy and Simon Benninga
Bar-Ilan University - Graduate School of Business Administration and Tel Aviv University - Faculty of Management
Downloads 98 (323,128)

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Marketability, discount, restricted stocks compensation

7.

Non-marketability and the Value of Employee Stock Options

Forthcoming in the Journal of Banking and Finance
Number of pages: 33 Posted: 21 Nov 2011 Last Revised: 06 Oct 2013
Menachem (Meni) Abudy and Simon Benninga
Bar-Ilan University - Graduate School of Business Administration and Tel Aviv University - Faculty of Management
Downloads 85 (353,265)
Citation 2

Abstract:

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employee stock options, under pricing

8.

Performance of Israeli Mutual Funds: Equity and Bond Funds

Israel Economic Review, Vol. 13, No. 1, 2016
Number of pages: 21 Posted: 06 Mar 2016
Menachem (Meni) Abudy, Moshe Barel and Avi Wohl
Bar-Ilan University - Graduate School of Business Administration, Tel Aviv University, Recanati Business School, Students and Tel Aviv University - Coller School of Management
Downloads 75 (380,146)

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9.

The Winner Takes It All: Investor Sentiment and the Eurovision Song Contest

Number of pages: 45 Posted: 12 Jun 2020 Last Revised: 12 Nov 2020
Menachem (Meni) Abudy, Yevgeny Mugerman and Efrat Shust
Bar-Ilan University - Graduate School of Business Administration, Bar Ilan University and The Department of Management and Economics, The Open University of Israel
Downloads 59 (430,870)

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investor sentiment, investor mood, stock market reaction, price reversal

10.

The Effect of Liquidity on Non-Marketable Securities

Number of pages: 11 Posted: 26 Sep 2017 Last Revised: 09 Nov 2017
Menachem (Meni) Abudy, Hadar Binsky and Alon Raviv
Bar-Ilan University - Graduate School of Business Administration, Tel Aviv University and Bar-Ilan University - Graduate School of Business Administration
Downloads 57 (438,124)

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non-marketability discount, illiquidity, thin-traded securities

11.

שינויים באחזקות בעלי השליטה – עוד דרך להשגת טובות הנאה פרטיות?

רבעון לכלכלה, 59 (1/4), 2012
Number of pages: 31 Posted: 28 Oct 2013
Eyal Yaniv, Beni Lauterbach, Menachem (Meni) Abudy and Oren Kapah
Bar-Ilan University - Graduate School of Business Administration, Bar-Ilan University - Graduate School of Business Administration, Bar-Ilan University - Graduate School of Business Administration and Bar-Ilan University - Department of Computer Science
Downloads 52 (456,614)

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תיעול, בעלי שליטה, ממשל תאגידי, טובות הנאה פרטיות

12.

Retail Investors’ Trading and Stock Market Liquidity

Forthcoming, The North American Journal of Economics and Finance
Number of pages: 37 Posted: 13 Nov 2020
Menachem (Meni) Abudy
Bar-Ilan University - Graduate School of Business Administration
Downloads 48 (472,504)

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retail investors, liquidity, stock market liquidity

13.

What Happens to Trading Volume When the Regulator Bans Voluntary Disclosure?

European Accounting Review, Forthcoming
Number of pages: 49 Posted: 21 Jul 2019 Last Revised: 22 Jul 2019
Menachem (Meni) Abudy and Efrat Shust
Bar-Ilan University - Graduate School of Business Administration and The Department of Management and Economics, The Open University of Israel
Downloads 41 (502,862)
Citation 1

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voluntary disclosure, precision of disclosure, unexplained trading volume, investor disagreement, liquidity

14.

Stock Markets and Female Participation in the Labor Force

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 33 Posted: 15 Jan 2020 Last Revised: 11 Mar 2021
Menachem (Meni) Abudy, Yevgeny Mugerman and Zvi Wiener
Bar-Ilan University - Graduate School of Business Administration, Bar Ilan University and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 40 (507,470)

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trading volume, female participation in labor force, cross-country variation

15.

Changes in Controlling Shareholders’ Holdings: Do They Entail Financial Tunneling?

Advances in Financial Economics, Vol. 18, 2015
Number of pages: 27 Posted: 08 Jun 2017
Menachem (Meni) Abudy and Beni Lauterbach
Bar-Ilan University - Graduate School of Business Administration and Bar-Ilan University - Graduate School of Business Administration
Downloads 22 (608,650)
Citation 2

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Controlling shareholders; Financial tunneling

16.

The Effect of Retail Sentiment on Government Bonds

Number of pages: 38 Posted: 10 Jun 2021
Menachem (Meni) Abudy, Daniel Nathan and Avi Wohl
Bar-Ilan University - Graduate School of Business Administration, Bank of Israel and Tel Aviv University - Coller School of Management
Downloads 16 (650,072)

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Investor sentiment, government bonds, mutual funds, flows