Dr. David Yechiam Aharon

Senior researcher and lecturer

Contact
לעמוד המרצה בעברית

About

Dr. David Yechiam Aharon is a senior researcher and lecturer at Ono Academic College. Currently, Dr. Aharon serves as the deputy head of the finance specialization in the undergraduate program and oversees the research budget of the Faculty of Business Administration’s faculty members.

Education

PhD in Finance, Department of Business Administration, University of Haifa.

Teaching Areas

Foundations of Finance
Financial Modeling
Portfolio Management
Financial Markets and Institutions

Research interests

Market Microstructure
Behavioral Finance
Asset Pricing
Personal page on Google Scholar:
https://scholar.google.co.il/citations?user=iGG-IkoAAAAJ&hl=en

Selected Publications

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.
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.
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.
Qadan, M., Aharon, D.Y., (2018), "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), "Bitcoin and the Day-of-the-Week Effect", Finance Research Letters, Volume 31, December 2019.
Aharon, D.Y., Qadan M., (2018), "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), "The Degree of Free Cash Flow and Valuation", 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, 63, 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., Cohen, G. (2020), "Everybody Likes Shopping, Including the US Capital Market", Physica A: Statistical Mechanics and its Applications, Accepted.