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Dan Galai
Dan Galai
Professor of Finance, The Hebrew University
Verified email at mail.huji.ac.il - Homepage
Title
Cited by
Cited by
Year
Information effects on the bid‐ask spread
TE Copeland, D Galai
the Journal of Finance 38 (5), 1457-1469, 1983
31511983
The option pricing model and the risk factor of stock
D Galai, RW Masulis
Journal of Financial economics 3 (1-2), 53-81, 1976
21261976
A comparative analysis of current credit risk models
M Crouhy, D Galai, R Mark
Journal of Banking & Finance 24 (1-2), 59-117, 2000
18082000
The essentials of risk management
M Crouhy, D Galai, R Mark
McGraw-Hill, 2006
11552006
Tests of market efficiency of the Chicago Board Options Exchange
D Galai
The Journal of Business 50 (2), 167-197, 1977
3681977
Prototype risk rating system
M Crouhy, D Galai, R Mark
Journal of banking & finance 25 (1), 47-95, 2001
3632001
Pricing of warrants and the value of the firm
D Galai, MI Schneller
The Journal of Finance 33 (5), 1333-1342, 1978
3011978
New financial instruments for hedge changes in volatility
M Brenner, D Galai
Financial Analysts Journal 45 (4), 61-65, 1989
2391989
Empirical tests of boundary conditions for CBOE options
D Galai
Journal of Financial Economics 6 (2-3), 187-211, 1978
1601978
The “ostrich effect” and the relationship between the liquidity and the yields of financial assets
D Galai, O Sade
The Journal of Business 79 (5), 2741-2759, 2006
1562006
Transactions costs and the relationship between put and call prices
JP Gould, D Galai
Journal of Financial Economics 1 (2), 105-129, 1974
1411974
Gerenciamento de risco: abordagem conceitual e prática: uma visão integrada dos riscos de crédito operacional e de mercado
M Crouhy, D Galai, R Mark
Qualitymark, 2004
1182004
Sovereign debt auctions: Uniform or discriminatory?
M Brenner, D Galai, O Sade
Journal of Monetary Economics 56 (2), 267-274, 2009
1162009
A survey of empirical tests of option-pricing models
D Galai
Option pricing: Theory and applications, 45-80, 1983
1161983
Liquidation triggers and the valuation of equity and debt
D Galai, A Raviv, Z Wiener
Journal of Banking & Finance 31 (12), 3604-3620, 2007
932007
A contingent claim analysis of a regulated depository institution
M Crouhy, D Galai
Journal of Banking & Finance 15 (1), 73-90, 1991
851991
Implied interest rates
M Brenner, D Galai
Journal of Business, 493-507, 1986
851986
The components of the return from hedging options against stocks
D Galai
Journal of Business, 45-54, 1983
841983
Hedging volatility in foreign currencies
M Brenner, D Galai
The Journal of Derivatives 1 (1), 53-59, 1993
771993
Model risk
M Crouhy, D Galai, R Mark
journal of Financial engineering 7, 267-288, 1998
601998
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