ד"ר דוד יחיעם אהרון

Abudy, M., Aharon, D.Y, Shust, E., (2023), "Can Gender Pay-Gap Disclosures Make a Difference?", Finance Research Letters, Accepted.

Aharon, D.Y, Kroll, Y., Riff, S., (2023), "Modified Degree of Operating Leverage Risk Measure", Finance Research Letters, Accepted.

Aharon, D.Y., Kizys, R., Umar, Z., Zaremba, A., (2023). "Did David Win a Battle or the War Against Goliath? Dynamic Return and Volatility Connectedness between the GameStop Stock and the High Short Interest Indices”. Research in International Business and Finance, Accepted.

Kalir, I., Aharon, D.Y., Sheshinski, E., Zaken, R., (2022), "Toward a Sustainable Pension System". Journal of Retirement, Accepted.

Aharon, D.Y., Demir, E., Siev, S., (2022), "Real Returns from Unreal World? Market reaction to Metaverse Disclosures". Research in International Business and Finance, Accepted.

Aharon, D.Y., Qadan M., (2022), "Infection, Invasion, and Inflation: Recent Lessons", Finance Research Letters, Volume 50, December 2022, 103307.

Aharon, D.Y., Dimpfl, T., (2022), "Future Portfolio Returns and the VIX Term Structure ", Journal of Risk, Volume 24, Number 5 (June 2022).

Aharon, D.Y., Umar, Z., Aziz, M.I.A., Vo, X.V., (2022), "COVID-19 related Media Sentiment and the Yield Curve of G-7 Economies", North American Journal of Finance and Economics, Volume 61, July 2022, 101678.

Umar, Z., Aharon, D.Y., Esparcia, C., AlWahedi, W. (2022), "Spillovers between Sovereign Yield Curve Components and Oil Price Shocks", Energy Economics, Volume 109, May 2022, 105963.

Umar, Z., Riaz, Y., Aharon, D.Y. (2022), "Network Connectedness Dynamics of the Yield Curve of G7 countries", International Review of Economics and Finance, Volume 79, May 2022, Pages 275-288.

Aharon, D.Y., Baig, A.S., Delisle, R., (2022), "The Impact of Robinhood Investors on the Volatility of Cross-Listed Securities". Research in International Business and Finance, Volume 60, April 2022, 101619.

Aharon, D.Y., Demir, E . (2022), "NFTs and Asset Class Spillovers: Lessons from the Period around the COVID-19 Pandemic", Finance Research Letters, Volume 47, Part A, June 2022, 102515.

Aharon, D.Y., Baig, A.S., Delisle, R., (2022), "The Impact of Government Interventions on Cross-Listed Securities: Evidence from the COVID-19 Pandemic". Finance Research Letters, Volume 46, Part A, May 2022, 102276.

Aharon, D.Y., Demir, E., Lau, C.K.M, Zaremba, A., (2022), "Twitter-Based Uncertainty and Cryptocurrency Returns". Research in International Business and Finance, Volume 59, January 2022, 101546.

Qadan, M., Aharon, D.Y., Eichel, R. (2022), "Seasonal and Calendar Effects and the Price Efficiency of Cryptocurrencies", Finance Research Letters, Volume 46, Part A, May 2022, 102354.

Zaremba, A., Kizys, R., Aharon, D.Y., Umar, Z., (2022), "Term Spreads and the COVID-19 Pandemic: Evidence from International Sovereign Bond Markets", Finance Research Letters, Volume 44, January 2022, 102042.

Aharon, D.Y., Jacoby, A., Cohen, E., Zur, Y., Qadan, M., (2021), "COVID-19, Government Measures and Hospitality Industry Performance", PLOS-ONE, 16(8), e0255819.

Aharon, D.Y., Umar, Z., Vo, X.V., (2021), "Dynamic Spillovers between the Term Structure of Interest Rates, Bitcoin and Safe-Haven Currencies", Financial Innovation, 7(1), 1-25.

Aharon, D.Y., Siev, S., (2021), "COVID-19, Government Interventions and Emerging Capital Markets Performance".Research in International Business and Finance, Volume 58, December 2021, 101492.

Umar, Z., Imran Y., Aharon, D.Y., (2021), "The Relationship between Yield Curve Components and Equity Sectorial Indices: Evidence from China", Pacific-Basin Finance Journal, Volume 68, September 2021, 101591.

Zaremba, A., Kizys, R., Aharon, D.Y., (2021), "Volatility in International Sovereign Bond Markets: The Role of Government Policy Responses to the COVID-19 Pandemic Infected Markets". Finance Research Letters, Volume 43, November 2021, 102011.

Zaremba, A., Kizys, R., Tzouvanas, P., Aharon, D.Y., Demir, E. (2021), "The Quest for Multidimensional Financial Immunity to the COVID-19 Pandemic: Evidence from International Stock Markets". Journal of International Financial Markets, Institutions & Money, Volume 71, March 2021, 101284.

Zaremba, A., Aharon, D.Y., Demir, E., Kizys, R., Zawadka, D., (2021), "COVID-19, Government Policy Responses, and Stock Market Liquidity around the World: A Note". Research in International Business and Finance, Volume 56, April 2021, 101359.

Aharon, D.Y., (2020), "Sentiment, Confidence and Uncertainty: The Case of Tourism and Leisure Stocks", Cornell Hospitality Quarterly, 63(3), 385-398.

Zaremba, A., Kizys, R., Aharon, D.Y., Demir, E., (2020), "Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe". Finance Research Letters, Volume 35, July 2020, 101597.

Aharon, D.Y., (2020), "Uncertainty, Fear and Herding Behavior: Evidence from Size-Ranked Portfolios", Journal of Behaviorial Finance, 22(3), 320-337.

Aharon, D.Y., Qadan M., (2020), "When Do Retail Investors Pay Attention to their Trading Platforms?", North American Journal of Finance and Economics, Volume 53, July 2020, 101209.

Qadan, M., Aharon, D.Y., Cohen, G. (2020), "Everybody Likes Shopping, Including the US Capital Market", Physica A: Statistical Mechanics and its Applications, Volume 551, 1 August 2020, 124173.

Aharon, D.Y., Qadan M. (2019), "Bitcoin and the Day-of-the-Week Effect", Finance Research Letters, Volume 31, December 2019.

Aharon, D.Y., Qadan M., (2019), "The Size Effect is Alive and Well, and Hiding behind Calendar Anomalies", Journal of Portfolio Management, 45(6), 61-74.

Qadan, M., Aharon, D.Y., (2019), "The Length of the Trading Day and Trading Volume", Eurasian Business Review, 9(2), 137-156.

Qadan, M., Aharon, D.Y., (2019), "Can Investor Sentiment Predict the Size Premium", International Review of Financial Analysis, 63, 10-26.

Aharon, D.Y., Yagil Y. (2019), "The Impact of Financial Leverage on the Cost of Equity", International Journal of Economics & Financial Issues, 9(2), 175-188.

Aharon, D.Y, Kroll, Y., Riff, S., (2019), "Degree of Free Cash Flow Leverage", Review of Accounting and Finance, Vol. 18 No. 3, pp. 346-365.

Aharon, D.Y., Yagil Y. (2019), "The Impact of Financial Leverage on the Variance of Stock Returns", International Journal of Financial Studies, 7(1), 14.

Qadan, M., Aharon, D.Y., Eichel, R. (2019), "Seasonal Patterns and Calendar Anomalies in the Commodity Market for Natural Resources", Resources Policy, Volume 63, October 2019, 101435.

Aharon, D.Y., Yagil Y. (2019), "The Impact of Financial Leverage on Shareholders’ Systematic Risk", Sustainability, 11(3), 6548.

Qadan, M., Aharon, D.Y., (2019), "How Much Happiness Can We Find in The U.S. Fear Index", Finance Research Letters, Volume 30, September 2019, Pages 246-258.

Aharon, D.Y., Qadan M. (2018), "What Drives the Demand for Information in the Commodity Market", Resources Policy, Volume 59, December 2018, Pages 532-543.

Aharon, D.Y., Gurshgoren, G, Sharabi, E., Zelekha, Y. (2017), "Market Makers under Extreme Market Conditions: Does Timing Matter?" Journal of Trading, 12(3), 14-29.

Kroll, Y., Aharon, D.Y. (2014). "Analytical Redefinition of DOL and Managerial Investment Decisions". Managerial Finance, 40(7), 734-754.‏

Aharon, D.Y., Gavious, Y., Yosef, R. (2010) "Stock Market Bubble Effects on Mergers and Acquisitions". The Quarterly Review of Economics and Finance, Volume 50, Issue 4, November, Pages 456-470.