| Sentiment and stock prices: The case of aviation disasters G Kaplanski, H Levy Journal of financial economics 95 (2), 174-201, 2010 | 758 | 2010 |
| 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 | 229 | 2010 |
| 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 | 179 | 2015 |
| VaR risk measures versus traditional risk measures: an analysis and survey G Kaplanski, Y Kroll The Journal of Risk 4 (3), 1-27, 2002 | 85 | 2002 |
| Moving average distance as a predictor of equity returns D Avramov, G Kaplanski, A Subrahmanyam Review of Financial Economics 39 (2), 127-145, 2021 | 60* | 2021 |
| Real estate prices: An international study of seasonality's sentiment effect G Kaplanski, H Levy Journal of Empirical Finance 19 (1), 123-146, 2012 | 55 | 2012 |
| Traditional beta, downside risk beta and market risk premiums G Kaplanski The Quarterly Review of Economics and Finance 44 (5), 636-653, 2004 | 54 | 2004 |
| Seasonality in perceived risk: A sentiment effect G Kaplanski, H Levy Quarterly Journal of Finance 7 (1), 2017 | 47 | 2017 |
| 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 | 41 | 2012 |
| Basel’s value-at-risk capital requirement regulation: An efficiency analysis G Kaplanski, H Levy Journal of Banking & Finance 31 (6), 1887-1906, 2007 | 38 | 2007 |
| Talking Numbers: Technical versus Fundamental Investment Recommendations D Avramov, G Kaplanski, H Levy Journal of Banking and Finance 92, 100-114, 2018 | 34* | 2018 |
| 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 | 33 | 2016 |
| Portfolio selection in a two-regime world M Levy, G Kaplanski European Journal of Operational Research 242 (2), 514-524, 2015 | 33 | 2015 |
| 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 | 31 | 2014 |
| Analysts and Sentiment: A Causality Study G Kaplanski, H Levy The Quarterly Review of Economics and Finance 63, 315-327, 2017 | 29* | 2017 |
| 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 | 29 | 2015 |
| Post-Fundamentals Price Drift in Capital Markets: A Regression Regularization Perspective D Avramov, G Kaplanski, A Subrahmanyam Management Scienc 68 (10), 7065-7791, 2022 | 25* | 2022 |
| Trading breaks and asymmetric information: The option markets G Kaplanski, H Levy Journal of Banking & Finance 58, 390-404, 2015 | 21* | 2015 |
| Analytical portfolio value-at-risk G Kaplanski Journal of Risk 7 (2), 33-54, 2005 | 14* | 2005 |
| The Two-Parameter Long-Horizon Value-at-Risk G Kaplanski, H Levy Frontiers in Finance and Economics 7, 1-20, 2010 | 7 | 2010 |
Haim LevyThe Hebrew University of JerusalemEmail verificata su mail.huji.ac.il
