Information effects on the bid‐ask spread TE Copeland, D Galai the Journal of Finance 38 (5), 1457-1469, 1983 | 3216 | 1983 |
The option pricing model and the risk factor of stock D Galai, RW Masulis Journal of Financial economics 3 (1-2), 53-81, 1976 | 2144 | 1976 |
A comparative analysis of current credit risk models M Crouhy, D Galai, R Mark Journal of Banking & Finance 24 (1-2), 59-117, 2000 | 1821 | 2000 |
The essentials of risk management M Crouhy, D Galai, R Mark McGraw-Hill, 2006 | 1257 | 2006 |
Tests of market efficiency of the Chicago Board Options Exchange D Galai The Journal of Business 50 (2), 167-197, 1977 | 370 | 1977 |
Prototype risk rating system M Crouhy, D Galai, R Mark Journal of banking & finance 25 (1), 47-95, 2001 | 366 | 2001 |
Pricing of warrants and the value of the firm D Galai, MI Schneller The Journal of Finance 33 (5), 1333-1342, 1978 | 296 | 1978 |
New financial instruments for hedge changes in volatility M Brenner, D Galai Financial Analysts Journal 45 (4), 61-65, 1989 | 242 | 1989 |
Empirical tests of boundary conditions for CBOE options D Galai Journal of Financial Economics 6 (2-3), 187-211, 1978 | 165 | 1978 |
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 | 160 | 2006 |
Transactions costs and the relationship between put and call prices JP Gould, D Galai Journal of Financial Economics 1 (2), 105-129, 1974 | 139 | 1974 |
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 | 119 | 2004 |
A survey of empirical tests of option-pricing models D Galai Option pricing: Theory and applications, 45-80, 1983 | 119 | 1983 |
Sovereign debt auctions: Uniform or discriminatory? M Brenner, D Galai, O Sade Journal of Monetary Economics 56 (2), 267-274, 2009 | 111 | 2009 |
Liquidation triggers and the valuation of equity and debt D Galai, A Raviv, Z Wiener Journal of Banking & Finance 31 (12), 3604-3620, 2007 | 97 | 2007 |
The components of the return from hedging options against stocks D Galai Journal of Business, 45-54, 1983 | 86 | 1983 |
Implied interest rates M Brenner, D Galai Journal of Business, 493-507, 1986 | 85 | 1986 |
A contingent claim analysis of a regulated depository institution M Crouhy, D Galai Journal of Banking & Finance 15 (1), 73-90, 1991 | 83 | 1991 |
Hedging volatility in foreign currencies M Brenner, D Galai The Journal of Derivatives 1 (1), 53-59, 1993 | 77 | 1993 |
The risk-return relationship and stock prices B Bachrach, D Galai Journal of Financial and Quantitative Analysis 14 (2), 421-441, 1979 | 63 | 1979 |