ספרים

ניהול פיננסי מתקדם באמצעות אקסל. 2002. הוצאת האוניברסיטה הפתוחה. 507 עמ'

המשברים הפיננסיים הגדולים במאה השנים האחרונות. 2013. הוצאת מודן. 120 עמ'

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

 תורת ההשקעות המודרנית. 2020. מאגנס הוצאה לאור. 530 עמ'

פרסומים אקדמיים נבחרים

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

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.

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

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

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. Lead article.

Gavious Arieh and Kedar-Levy Haim, (2013) The Speed of Stock Price Discovery, Journal of Financial Intermediation 

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

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

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

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

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.

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.

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

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

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