User profiles for David Yechiam Aharon
David Y. AharonAssistant Professor in Finance - Faculty of Business Administration, Ono Academic College Verified email at ono.ac.il Cited by 2380 |
[HTML][HTML] COVID-19, government measures and hospitality industry performance
This study explores the interplay between public measures adopted by the US government
to combat COVID-19 and the performance of the American hospitality industry. The recent …
to combat COVID-19 and the performance of the American hospitality industry. The recent …
Bitcoin and the day-of-the-week effect
The day-of-the-week effect is a well-known phenomenon in financial markets, detected in
the price of equities, bonds, currencies and commodities. In this study, we extend the …
the price of equities, bonds, currencies and commodities. In this study, we extend the …
[HTML][HTML] The impact of financial leverage on the variance of stock returns
DY Aharon, Y Yagil - International Journal of Financial Studies, 2019 - mdpi.com
This paper investigates the direct theoretical relationship between the variance of stock returns
(σ 2 E ) and financial leverage (L) considering both corporate and personal taxes. Using …
(σ 2 E ) and financial leverage (L) considering both corporate and personal taxes. Using …
The size effect is alive and well, and hiding behind calendar anomalies
Empirical evidence from the literature documents that the size effect has gradually diminished
since the early 1980s. In this article, the authors examine the stability of this anomaly …
since the early 1980s. In this article, the authors examine the stability of this anomaly …
Analytical redefinition of DOL and managerial investment decisions
Y Kroll, D Yechiam Aharon - Managerial Finance, 2014 - emerald.com
Purpose – The purpose of this paper is to develop alternative analytical measures for the
degree of operating leverage (DOL) that reflect the impact of uncertain demand shocks in the …
degree of operating leverage (DOL) that reflect the impact of uncertain demand shocks in the …
[HTML][HTML] The Impact of Financial Leverage on Shareholders' Systematic Risk
DY Aharon, Y Yagil - Sustainability, 2019 - mdpi.com
This paper tests the degree to which a sustainable relationship exists between financial
leverage and the systematic risk of shareholders under the following capital market imperfections…
leverage and the systematic risk of shareholders under the following capital market imperfections…
[PDF][PDF] The impact of financial leverage on the cost of equity
DY Aharon, Y Yagil - … Journal of Economics and Financial Issues, 2019 - researchgate.net
Using a sample of industrial companies traded on the NYSE, this study examines the effect
of financial leverage (L) on the cost of equity (KE). The goal is to test the theoretical …
of financial leverage (L) on the cost of equity (KE). The goal is to test the theoretical …
[HTML][HTML] Future portfolio returns and the VIX term structure
The Chicago Board Options Exchange (CBOE) Volatility Index (VIX) and VIX-based risk
measures, such as the variance risk premium, are predictors for future portfolio returns. In …
measures, such as the variance risk premium, are predictors for future portfolio returns. In …
How Much Happiness can we find in the fear Index?
DY Aharon, M Qadan - Proceedings of International Academic …, 2017 - ideas.repec.org
Many studies dealing with calendar market anomalies have ascribed positive or negative
patterns detected in returns to investors? moods. However, in these studies, mood was not …
patterns detected in returns to investors? moods. However, in these studies, mood was not …
Market Makers under Extreme Market Conditions: Does Timing Matter?
DY Aharon, GG Gershgoren, E Sharabi… - The Journal of …, 2017 - pm-research.com
This research tests the impact of the nomination of designated market makers in various market
conditions. We explore the effect of such announcements on three dimensions: liquidity, …
conditions. We explore the effect of such announcements on three dimensions: liquidity, …