This study examines how a large sample of US banks compensates their top management
teams (ie, the top four to five highest ranking executives in each bank). We observe two tiers …

We document significant intra-year seasonality in outliers of S&P500 daily rates of return.
Controlling for outliers in dummy regressions reveals that both the January and Monday effects …

This study compares the relationships between the three main bank variables ie, profitability,
capital, and risk of US commercial and savings banks for the period 1995Q1-2015Q4. As …

This paper examines the relation between incentive pay, monitoring, and regulatory requirements
in banks. Using a one-period model with asymmetrical information between the bank …

This paper studies whether trading costs or transparency/tradability are more important to
price discovery using a unique dataset of currency options that trade simultaneously in two …

We examine the associations between newspapers tone and stock market indices by
translating newspapers coverage into human sentiment gauge. Our tone has positive effects on …

This study investigates the capability of some Carry To Risk (CTR) measures to predict
foreign investors' carry trade activity in the Israeli FX market during the period 1/2006 - 12/2014. …

Using several measures of information share, we examine price discovery across the inter-dealer
and dealer–customer market tiers in the currencies market. In the spot market, the …

This paper suggests a methodology for identifying speculators in FX (foreign exchange)
markets. A player is identified as a speculator only if his speculative characteristics are extreme …

This study proposes a simultaneous estimation of the bid–ask spreads (BAS) and implied
volatility (IV), based on trading options of various key players in the Israeli OTC FX options …