Authored books

1. Kedar-Levy, Haim. 2002. Advanced Financial Modeling on Excel, Hebrew, The Open University Publishing Company, Israel, pp. 507. (Hebrew)

2. Kedar-Levy, Haim. 2013. The Great Financial Crises of the Past Century, Hebrew, Modan Publishing, Israel. pp. 120 (Hebrew)

3. Kedar-Levy, Haim. 2015. A Critical History of Financial Crises: Why would politicians spoil the financial system? Imperial College Press. London, UK. pp. 228

4.  Kedar-Levy, Haim. 2020. Modern Investment Theory. Magnes Press.  Jerusalem, Israel. pp. 530 (Hebrew)

Selected publications in scientific journals

1. Galai, D., and H. Kedar-Levy, (2005). Day-of-the-Week Effect in High Moments. Financial Markets, Institutions and Instruments, 14(3), 169-186.

2. Hauser, S., H. Kedar-Levy, B. Pilo, and I. Shurki, (2006). The Effect of Trading Halts on the Speed of Price Discovery, Journal of Financial Services Research, 29, 83-99.

3. Galai, D., H. Kedar-Levy and B. Schreiber, (2008) Seasonality in Outliers of Daily Stock Returns: A Tail that Wags the Dog? International Review of Financial Analysis, 17, 784-792.

4. Kedar-Levy, H., and M. Bar-Eli, (2008) The Valuation of Athletes as Risky Investments, Journal of Sport Management, 22, 1, 50-81.

5. Kedar-Levy, H., Xiaoyan Yu, Akiko Kamesaka, and Uri Ben-Zion, (2010) The Impact of Daily Return Limit and Segmented Clientele on Stock Returns in China, International Review of Financial Analysis, 19, 4, 223-236. Lead article.

6. Gavious Arieh and Kedar-Levy Haim, (2013) The Speed of Stock Price Discovery, Journal of Financial Intermediation, 22, 2, 245-258.

7. Kedar-Levy Haim, (2013) A Rational Foundation for Trend-chasing and Contrarian Trades, Quarterly Journal of Finance,

8. Kedar-Levy H., (2014) The Potential Effect of US Baby-Boom Retirees on Stock Returns. North American Journal of Economics and Finance

9. Galai D., H. Kedar-Levy, and B. Schreiber, (2014). Volatility-Decay Risk Premia, Journal of Derivatives.

10. Ben-Horin M. H. Kedar-Levy, and B. Z. Schreiber, (2015) Herding patterns ‎among Israeli Institutional Investors, Bank of Israel Review.

11. Choi, J. J., H. Kedar-Levy, and S. Yoo (2015). Are Individual or ‎Institutional investors the Agents of Bubbles. Journal of International Money and ‎Finance. Lead article.

12. Hauser, S. and H. Kedar-Levy (2018). Liquidity Might Come at Cost: The Role of Heterogeneous Preferences Journal of Financial Markets, 39, 1-23. Lead article. Winner of the Best Paper Award, 25th MFS annual conference, Budapest, Hungary.

13. Kedar-Levy, H. (2020). Price Discovery in the Small and in the Large: Momentum and Reversal, Bubbles and Crashes. Journal of Financial Markets, 

14.  Hauser S., Kedar-Levy H., and Milo O., (2022). Price Discovery during Parallel Stocks and Options Preopening: Information Distortion and Hints of Manipulation, Journal of Financial Markets

15.  Avioz I., Kedar-Levy H., Pungulescu C., and Stolin D., (2022). Linking asset prices to news without direct asset mentions,  Applied Economics Letters.