Guy Kaplanski

Economics, Econometrics and Finance · Social Sciences

13h-index670citations60works0.22yr avg
OpenAlex↗ORCID↗Google Scholar↗

Accepting Students?

No reports yet. Know if this professor is taking students?

Research Topics

Financial Markets and Investment Strategies(49), Market Dynamics and Volatility(13), Financial Risk and Volatility Modeling(8), Risk and Portfolio Optimization(8), Complex Systems and Time Series Analysis(7)

Publications60 total

LISS panel - LISS Data Archive - Are Investors Driven by Sentiments? - 2010 November
LISS Data Archive·2026Open Access
LISS panel - LISS Data Archive - Are Investors Driven by Sentiments? - 2011 July
LISS Data Archive·2026Open Access
LISS panel - LISS Data Archive - Are Investors Driven by Sentiments? - 2011 June
LISS Data Archive·2026Open Access
LISS panel - LISS Data Archive - Are Investors Driven by Sentiments? - 2011 February
LISS Data Archive·2026Open Access
LISS panel - LISS Data Archive - Are Investors Driven by Sentiments? - 2010 December
LISS Data Archive·2026Open Access
LISS panel - LISS Data Archive - Are Investors Driven by Sentiments? - 2011 March
LISS Data Archive·2026Open Access
Turning adversity into opportunity: Market power, public policy, and financial market dynamics in times of war
Transportation Research Part A Policy and Practice·2025Open Access
The box office as a leading indicator of investor sentiment
Finance research letters·2025· 1 citedOpen Access
A Moments-Based Approach to Anomaly Forecasts and Statistical Limits to Arbitrage
SSRN Electronic Journal·2025Open Access
The box office as leading investor sentiment indicator
SSRN Electronic Journal·2025Open Access
Market timing with moving average distance: International evidence
Journal of International Financial Markets Institutions and Money·2024· 2 cited
Cross-Sectional Anomalies: Statistical Phenomena or Free-Lunch Opportunities
World Scientific lecture notes in finance·2024
<p><span>Statistical Limits to Arbitrage: Volatility, Downside Risk, and Skewness</span><span></span></p>
SSRN Electronic Journal·2024Open Access
Market Timing with Moving Average Distance: International Evidence
SSRN Electronic Journal·2023· 2 citedOpen Access
The race to exploit anomalies and the cost of slow trading
Journal of Financial Markets·2022· 5 cited
Postfundamentals Price Drift in Capital Markets: A Regression Regularization Perspective
Management Science·2021· 9 citedOpen Access
The Race to Exploit Anomalies and the Cost of Slow Trading
SSRN Electronic Journal·2021Open Access
Moving average distance as a predictor of equity returns
Review of Financial Economics·2020· 28 cited
Anchoring on Past Fundamentals
SSRN Electronic Journal·2020Open Access
Investment performance and emotions: an international study
Studies in Economics and Finance·2019· 2 citedOpen Access
page 1 of 3Next →

Frequent Co-authors

Haim Levy(29), Doron Avramov(8), Yulia V. Veld‐Merkoulova(6), Avanidhar Subrahmanyam(6), Chris Veld(4), Yoram Kroll(4), Menachem Abudy(3), Yevgeny Mugerman(2), Haim Levy(2), Chris Veld(2), Haim Kedar‐Levy(1), Moshe Levy(1)