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,