עברית

Prof. Asaf Manela

Arison School of Business

Finance

Research and Teaching Expertise

Options and Derivative Financial Tools
Finance
Securities
Capital Markets
Banking
Option Markets

Publications
Courses

Bryan Kelly, Asaf Manela & Alan Moreira (2021) Text Selection, Journal of Business & Economic Statistics, 39:4, 859-879

Jha, Manish, Liu, Hongyi and Manela, Asaf (2021). Natural Disaster Effects on Popular Sentiment Toward Finance. Journal of Financial and Quantitative Analysis, 56(7), 2584-2604

Yadav Gopalan, Ankit Kalda, Asaf Manela, Hub-and-Spoke Regulation and Bank Leverage, Review of Finance, Volume 25, Issue 5, September 2021, Pages 1499–1545

Kadan, Ohad and Asaf Manela, Estimating the Value of Information, Review of Financial Studies (2019) 32 (3): 951-991

He, Zhiguo, Bryan Kelly, and Asaf Manela, Intermediary Asset Pricing: New Evidence from Many Asset Classes, Journal of Financial Economics, Volume 126, Issue 1, October 2017, Pages 1-35

Manela, Asaf and Alan Moreira, News Implied Volatility and Disaster Concerns, Journal of Financial Economics, Volume 123, Issue 1, January 2017, Pages 137–162

Kisin, Roni and Asaf Manela, The Shadow Cost of Bank Capital Requirements, Review of Financial Studies (2016) 29 (7): 1780-1820

He, Zhiguo and Asaf Manela, Information Acquisition in Rumor-Based Bank Runs, Journal of Finance, 2016, Vol 71, Issue 3, pp. 1113–1158

Manela, Asaf, The value of diffusing information, Journal of Financial Economics, Volume 111, Issue 1, 2014, Pages 181-199
- Syllabus
- Syllabus