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Dan Galai · Study
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Author
Dan Galai
27 works
· latest 2009
· 3 institutions
cluster: provisional
ORCID 0000-0002-3337-6667
Works
27 shown
Sovereign debt auctions: Uniform or discriminatory?
Journal of Monetary Economics
·
2009
·
3 authors
·
Open access
78
citations
Liquidation triggers and the valuation of equity and debt
Journal of Banking & Finance
·
2007
·
3 authors
59
citations
The “Ostrich Effect” and the Relationship between the Liquidity and the Yields of Financial Assets*
The Journal of Business
·
2006
·
2 authors
101
citations
The essentials of risk management
International Linear Collider
·
2005
·
3 authors
350
citations
Liquidation Triggers and the Valuation of Equity and Debt
SSRN Electronic Journal
·
2005
·
3 authors
·
preprint
·
Open access
30
citations
Prototype risk rating system
Journal of Banking & Finance
·
2001
·
3 authors
178
citations
A comparative analysis of current credit risk models
Journal of Banking & Finance
·
2000
·
3 authors
967
citations
Stochastic equity volatility related to the leverage effect II: valuation of European equity options and warrants
Applied Mathematical Finance
·
1995
·
3 authors
33
citations
The interaction between the financial and investment decisions of the firm: the case of issuing warrants in a levered firm
Journal of Banking & Finance
·
1994
·
2 authors
43
citations
Stochastic equity volatility related to the leverage effect
Applied Mathematical Finance
·
1994
·
3 authors
50
citations
Stochastic equity volatility and the capital structure of the firm
Philosophical Transactions of the Royal Society of London Series A Physical and Engineering Sciences
·
1994
·
3 authors
35
citations
Hedging Volatility in Foreign Currencies
The Journal of Derivatives
·
1993
·
2 authors
44
citations
A contingent claim analysis of a regulated depository institution
Journal of Banking & Finance
·
1991
·
2 authors
66
citations
New Financial Instruments for Hedge Changes in Volatility
Financial Analysts Journal
·
1989
·
2 authors
103
citations
A Note on "Equilibrium Warrant Pricing Models and Accounting for Executive Stock Options"
Journal of Accounting Research
·
1989
·
1 author
24
citations
Implied Interest Rates
The Journal of Business
·
1986
·
2 authors
52
citations
Information Effects on the Bid-Ask Spread
The Journal of Finance
·
1983
·
2 authors
1,875
citations
The Components of the Return from Hedging Options Against Stocks
The Journal of Business
·
1983
·
1 author
59
citations
A Proposal for Indexes for Traded Call Options
The Journal of Finance
·
1979
·
1 author
36
citations
The Risk-Return Relationship and Stock Prices
Journal of Financial and Quantitative Analysis
·
1979
·
1 author
51
citations
PRICING OF WARRANTS AND THE VALUE OF THE FIRM
The Journal of Finance
·
1978
·
2 authors
180
citations
Modern Developments in Financial Management.
The Journal of Finance
·
1978
·
3 authors
109
citations
Pricing of Warrants and the Value of the Firm
The Journal of Finance
·
1978
·
2 authors
34
citations
Empirical tests of boundary conditions for CBOE options
Journal of Financial Economics
·
1978
·
1 author
84
citations
Tests of Market Efficiency of the Chicago Board Options Exchange
The Journal of Business
·
1977
·
1 author
199
citations
The option pricing model and the risk factor of stock
Journal of Financial Economics
·
1976
·
2 authors
1,239
citations
Transactions costs and the relationship between put and call prices
Journal of Financial Economics
·
1974
·
1 author
98
citations