Haim Levy

Finance · 1992–2015

A researcher in the Science corpus: 14 papers; trusts 16 researchers and is trusted by 29 researchers here, as inferred from the citation graph.

Subfields

• Finance — 47 citations into it; #2,812 of 10,518 by trust here, #1,800 by citations
• Economics and Econometrics — 42 citations into it; #3,999 of 23,481 by trust here, #3,801 by citations
• General Decision Sciences — 16 citations into it; #366 of 1,995 by trust here, #585 by citations
• Economics & Operations Research — 9 citations into it
• Accounting — 5 citations into it
• Cognitive Science & Psychology — 5 citations into it
• Game & Decision Theory — 5 citations into it
• Sociology and Political Science — 5 citations into it

Whom Haim Levy trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Daniel Kahneman
2. Amos Tversky
3. Mark J. Kamstra
4. Robert F. Engle
5. Thierry Post
6. David A. Hirshleifer
7. Malcolm P. Baker
8. R. Duncan Luce
9. Eugene F. Fama
10. Tyler Shumway

Who trusts Haim Levy overall

1. Wing-Keung Wong
2. Vedat Verter
3. Wlodzimierz Ogryczak
4. Brian Tomlin
5. Andrzej Ruszczynski
6. Shushang Zhu
7. Dimitris J. Bertsimas
8. Hooi Hooi Lean
9. K. Phoon
10. Rishabh Agarwal

Papers from Haim Levy's perspective

Ordered by how strongly the researchers Haim Levy trusts endorse each paper. Same corpus, a different order for every researcher.

1. Good Day Sunshine: Stock Returns and the Weather
2. Investor Sentiment and the Cross-Section of Stock Returns
3. Portfolio Selection
4. Rare Disasters and Asset Markets in the Twentieth Century
5. Losing Sleep at the Market: The Daylight-Savings Anomaly
6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
7. Utility of Gains and Losses: Measurement-Theoretical and Experimental Approaches
8. Beyond Greed and Fear
9. Financial Literacy and Stock Market Participation
10. Rain or Shine: Where is the Weather Effect?

Their papers

• Does Risk Seeking Drive Stock Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs (2005) — 161 citations
• Sentiment and stock prices: The case of aviation disasters (2010) — 569 citations
• Prospect Theory and Mean-Variance Analysis (2004) — 245 citations
• Prospect Theory: Much Ado About Nothing? (2002) — 313 citations
• Preferred by "All" and Preferred by "Most" Decision Makers: Almost Stochastic Dominance (2002) — 338 citations
• Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market (2010) — 155 citations
• Risk aversion and skewness preference (2008) — 130 citations
• Do Happy People Make Optimistic Investors (2015) — 113 citations
• For Better Performance: Constrain Portfolio Weights Differentially and Globally (2014) — 67 citations
• Stochastic Dominance: Investment Decision Making under Uncertainty (2010) — 664 citations
• Is There an Intertemporal Relation between Downside Risk and Expected Returns? (2009) — 256 citations
• Markowitz Versus the Talmudic Portfolio Diversification Strategies (2009) — 154 citations
• Microscopic Simulation of Financial Markets: From Investor Behavior to Market Phenomena (2000) — 226 citations
• Stochastic dominance and expected utility: survey and analysis (1992)