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Asset Pricing and liquidity
"Safer margins for option trading: How accuracy promotes efficiency", with Shmuel Hauser and Uzi Yaari, forthcomin in Multinational Finance Journal.
”The Price of Options Illiquidity”,with Shmuel Hauser and Menachem Brenner, Journal of Finance 56 (2001), 789-805.
”The Contribution of Market Makers to Liquidity and Efficiency of Options Trading in Electronic Markets”, with Shmuel Hauser, Batia Pilo and Itzik Shurky, Journal of Banking and Finance, 30, 2025- 2040,(2006).
”The Non Tradability Premium of Forward Contracts”, with Shmuel Hauser, Avraham Kamara and Miki Kahn, Journal of Business 79, 2069-2079,( 2006).
Asset Pricing and Terrorism
"Financial markets and terrorism: The perspective of the two sides of the conflict", with Shmuel Hauser, Yoram Kroll and Sharbel Shoukaire, forthcoming in European Journal of Political Economy.
"Small Investment and Large Returns: Terrorism, Media and the Economy", with Rafi Melnick, European Economic Review 54,963-973, (2010).
“The Impact of Terrorism and Anti -Terrorism on Capital Markets“, pp.77-90, with Shmuel Hauser, Rafi Melnick and Abrahm Levi, New Terrorism Issues, Edited by Lucy S. MacLeod and Olivia C. Thomson, Nova Publishers (2009).
“Terrorism, Financial Markets and Resource Allocation”, with Rafi Melnick, in “The Integration and Management of Traumatised People After Terror Attacks “– NATO Security Through Science, IOS Press (May 2007).
“Financial Markets and Terrorism”, with Rafi Melnick, European Journal of Political Economy 20 (2004), 367-386.Reprinted in “The Economic Analysis of Terrorism”, Edited by Tilman Bruck, Routledge Studies, Ch 8, pages 121-145, (2007).
Hedging and Derivatives
"A Cost of Tax Planning," with Margalioth, Yoram; Sulganik, Eyal;and Edrey, Yoseph, Review of Law & Economics: Vol. 5 (2009).
”Firm’s Output under Uncertainty and Asymmetric Taxation”, with Itzhak Zilcha, Economica 71 (2004),141- 153.
“Tax Asymmetry, Production and Hedging”, with Itzhak Zilcha, Journal of Economics and Business 54 ( 2002), 345-356.
“Optimal Spreading When Spreading Is Optimal”, with Avraham Lioui, Journal of Economics, Dynamics & Control 23 (1998), 277-301.
“Exporting Firm And Forward Markets: The Multiperiod Case”, with Itzhak Zilcha, Journal of International Money and Finance 10 (1991), 108-117.
“Oligopoly, Uncertain Demand and Forward Markets”, with Itzhak Zilcha, Journal of Economics and Business 42 (1990), 17-26.
“The Determinants Of The Individual’s Demand For Hedging Instruments”, with David Pines and Abba Schwarts, Journal of Futures Markets 9 (1989), 135-141.
“Home Asset Preference And Productivity Shocks” with David Pines and Abba Schwartz, Journal of International Economics 25 (1988), 165-176.
“The Demand For Domestic Assets And Consumption Risk”, with David Pines and Abba Schwartz, in “Recent Developments In International Banking/Finance” (Chapter 14), Edited by S.J. Khoury, D.C. Heath Company (1988).
“Discriminating Monopoly, Forward Markets And International Trade”, with Itzhak Zilcha, International Economics Review 28 (1987), 459-468.
“The Futures Price of Commodity in a Fixed Supply”, with David Pines, Economics Letters 23 (1987), 37-41.
“Optimal International Hedging in a Commodity and Currency Forward Markets”, with Simon Benninga and Itzhak Zilcha, Journal of International Money and Finance 4 (1985), 137-141.
International Economics
“Trade Liberalization And Imperfect Competition: A welfare Analysis”, with Dan Levin, International Economics Review 31 (1990), 773-782.
“Quotas As Options: Valuation And Equilibrium Implications”, with Alan Marcus, Journal of International Economics 24 (1988), 255-274.
“On The Risk–Adjusted Effective Protection Rate”, The Review of Economics and Statistics 66 (1984), 129-136.
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