Dr. David Yechiam Aharon

Senior researcher and lecturer

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לעמוד המרצה בעברית

About

Dr. David Yechiam Aharon is a Senior Lecturer at Ono Academic College's Faculty of Business Administration. He specializes in market microstructure, the dynamics of liquidity and volatility, and financial market connectedness. Dr. Aharon's research explores the impact of uncertainty and extreme market conditions on trading efficiency, market behavior, and asset pricing. He has a proven track record of high-quality publications in top-tier finance journals and is actively involved in international collaborations, academic conferences, and peer reviews for various finance and economics journals.

Education

Ph.D. in Business Administration

The University of Haifa, Faculty of Management, Department of Business Administration (2016)

MBA in Business Administration (Magna cum Laude)

Ben-Gurion University, Faculty of Management (2009)

BA in Banking and Capital Market (Magna cum Laude)

Netanya Academic College (2006)

Teaching Areas

Corporate Finance, Investments and Portfolio Management, Financial Derivatives, Financial Markets and Institutions

Research interests

Market Microstructure, Liquidity and Volatility Dynamics, Event Studies in Financial Markets, Asset Pricing and Information Transmission, Connectedness of Asset Classes and Systemic Risk, Cryptocurrency, Blockchain, and Alternative Investments

Selected Publications

Aharon, D.Y., Shoaib, A., Brahim, M. (2024).
Connectedness at Extremes between Real Estate Tokens and Real Estate Stocks. International Review of Financial Analysis, 95, Part B, October 2024, 103425. DOI: 10.1016/j.irfa.2024.103425
Aharon, D.Y., Baig, A., Jacoby, G., Zhenyu, W. (2023).
Greenhouse Gas Emissions, Air Pollution, and the Stability of Equity Markets: International Evidence. Journal of International Financial Markets, Institutions & Money, 92, April 2024, 101952. DOI: 10.1016/j.intfin.2024.101952
Aharon, D.Y., Butt, H., Jaffri, A., Nichols, B. (2023).
Asymmetric Volatility in The Cryptocurrency Market: New Evidence from Models with Structural Breaks? International Review of Financial Analysis, 87, 102651. DOI: 10.1016/j.irfa.2023.102651
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, 64, 101803. DOI: 10.1016/j.ribaf.2022.101803
Aharon, D.Y. (2020).
Uncertainty, Fear and Herding Behavior: Evidence from Size-Ranked Portfolios. Journal of Behavioral Finance, 22(3), 320-337. DOI: 10.1080/15427560.2020.1774887

CV

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