His scientific interests lie mostly in Market liquidity, Financial economics, Market maker, Stock exchange and Liquidity risk. His studies link Econometrics with Financial economics. In the field of Econometrics, his study on Investment theory overlaps with subjects such as Yield spread.
Haim Mendelson has researched Market maker in several fields, including Efficient-market hypothesis, Poisson distribution, Profit, Supply and demand and Monopolistic competition. His research integrates issues of Stock market bubble and Monetary economics in his study of Stock exchange. Haim Mendelson does research in Liquidity risk, focusing on Liquidity premium specifically.
Market liquidity, Microeconomics, Financial economics, Monetary economics and Industrial organization are his primary areas of study. The various areas that he examines in his Market liquidity study include Capital asset pricing model, Asset and Financial system. His research in Microeconomics intersects with topics in Valuation and Operations research.
His Financial economics research is multidisciplinary, incorporating elements of Econometrics, Stock exchange, Market microstructure and Market maker. His Liquidity risk research focuses on Liquidity premium in particular. His study looks at the relationship between Consumption-based capital asset pricing model and fields such as Arbitrage pricing theory, as well as how they intersect with chemical problems.
The scientist’s investigation covers issues in Capital asset pricing model, Market liquidity, Bullwhip effect, Bullwhip and Econometrics. His Capital asset pricing model study combines topics from a wide range of disciplines, such as Liquidity risk and Asset. His Liquidity risk study typically links adjacent topics like Financial economics.
His study of Consumption-based capital asset pricing model is a part of Financial economics. His study on Asset also encompasses disciplines like
Haim Mendelson mainly investigates Industrial organization, Sample, Bullwhip effect, Bullwhip and Microeconomics. His study in Industrial organization is interdisciplinary in nature, drawing from both Structural estimation and Price discrimination. His Sample study combines topics in areas such as Smoothing, Production and Econometrics.
His biological study spans a wide range of topics, including Volatility, Estimator, Lead time and Standard deviation. Specifically, his work in Microeconomics is concerned with the study of Market segmentation.
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Asset pricing and the bid-ask spread
Yakov Amihud;Yakov Amihud;Haim Mendelson.
Journal of Financial Economics (1986)
Dealership market: Market-making with inventory☆
Yakov Amihud;Yakov Amihud;Haim Mendelson.
Journal of Financial Economics (1980)
Trading Mechanisms and Stock Returns: An Empirical Investigation
Yakov Amihud;Haim Mendelson.
Journal of Finance (1987)
Liquidity and Asset Prices
Yakov Amihud;Haim Mendelson;Lasse Heje Pedersen.
(2005)
Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange
Yakov Amihud;Haim Mendelson;Beni Lauterbach.
Journal of Financial Economics (1997)
The Effects of Beta, Bid-Ask Spread, Residual Risk, and Size on Stock Returns
Yakov Amihud;Haim Mendelson.
Journal of Finance (1989)
Optimal incentive-compatible priority pricing for the M/M/1 queue
Haim Mendelson;Seungjin Whang.
Operations Research (1990)
Liquidity, Maturity, and the Yields on U.S. Treasury Securities
Yakov Amihud;Haim Mendelson.
Journal of Finance (1991)
Liquidity and Asset Prices: Financial Management Implications
Yakov Amihud;Haim Mendelson.
Financial Management (1988)
Liquidity and Stock Returns
Yakov Amihud;Haim Mendelson.
Financial Analysts Journal (1986)
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