Access Statistics for Guy Kaplanski

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analytical Portfolio Value-at-Risk 0 0 0 13 0 0 1 74
VaR Risk Measures versus Traditional Risk Measures: an Analysis and Survey 1 1 2 16 1 2 6 76
Total Working Papers 1 1 2 29 1 2 7 150


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analysts and sentiment: A causality study 0 0 0 8 0 0 2 57
Basel's value-at-risk capital requirement regulation: An efficiency analysis 0 0 0 147 0 0 0 333
Do Happy People Make Optimistic Investors? 0 0 1 32 0 0 2 89
EXECUTIVE SHORT-TERM INCENTIVE, RISK-TAKING AND LEVERAGE-NEUTRAL INCENTIVE SCHEME 0 0 0 1 0 1 3 29
Envy and Altruism: Contrasting Bivariate and Univariate Prospect Preferences 0 0 0 1 0 0 1 22
Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market 0 0 4 127 1 3 9 460
Investment performance and emotions: an international study 0 0 0 2 0 0 3 17
Moving average distance as a predictor of equity returns 0 0 4 4 2 2 16 16
Past returns and the perceived Sharpe ratio 1 1 1 8 1 2 2 89
Portfolio selection in a two-regime world 0 1 3 16 0 1 3 56
Postfundamentals Price Drift in Capital Markets: A Regression Regularization Perspective 0 2 10 13 0 2 14 23
Real estate prices: An international study of seasonality's sentiment effect 0 0 0 15 1 2 4 73
Seasonality in Perceived Risk: A Sentiment Effect 0 1 2 26 0 1 3 84
Sentiment and stock prices: The case of aviation disasters 3 5 22 763 4 10 63 1,943
Sentiment, irrationality and market efficiency: The case of the 2010 FIFA World Cup 0 0 1 17 0 0 5 97
Talking Numbers: Technical versus fundamental investment recommendations 0 0 1 35 0 0 2 91
The Two-Parameter Long-Horizon Value-at-Risk 0 0 0 27 1 1 1 126
The holiday and Yom Kippur War sentiment effects: the Tel Aviv Stock Exchange (TASE) 0 0 0 13 0 0 1 58
The race to exploit anomalies and the cost of slow trading 0 0 1 2 0 2 6 8
Trading breaks and asymmetric information: The option markets 0 0 0 6 1 1 1 36
Traditional beta, downside risk beta and market risk premiums 0 0 0 124 1 1 2 366
Value-at-risk capital requirement regulation, risk taking and asset allocation: a mean-variance analysis 0 0 0 4 0 1 1 37
Total Journal Articles 4 10 50 1,391 12 30 144 4,110
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Cross-Sectional Anomalies: Statistical Phenomena or Free-Lunch Opportunities 0 1 1 1 1 2 2 2
Total Chapters 0 1 1 1 1 2 2 2


Statistics updated 2025-03-03