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ד"ר מחמוד קעדאן - רו"ח

mahmudq
מרצה
תחומי מחקר: מימון
דואר אלקטרוני: mqadan@univ.haifa.ac.il 
טלפון: 04-8249584
מיקום המשרד: בניין ג'ייקובס, חדר 607
שעות קבלה: בתיאום מראש

 

רואה חשבון ד"ר מחמוד קעדאן הוא בעל תואר ראשון בכלכלה (2000) מאוניברסיטת בן גוריון, ותואר שני בכלכלה מהפקולטה להנדסת תעשה וניהול בטכניון (2004), חשבונאות מאוניברסיטת חיפה (2005), תואר דוקטור במימון (2011) מאוניברסיטת חיפה, ופוסט דוקטורט באוניברסיטת קולומביה בניו-יורק (2012-2013). תחומי המחקר שלו מתמקדים בהשקעות, תמחור נכסים, מימון התנהגותי ושווקים פיננסים. תחומי ההוראה העיקריים שלו הם שוקי אופציות, ניהול פיננסי, השקעות, אקונומטריקה פיננסית, ואקונומטריקה למתקדמים.

Education

  • B.A. in Economics, Ben-Gurion University (2000)
  • M.Sc. in Economics, the Technion (2004)
  • Certified Public Accountant, University of Haifa (2005)
  • Ph.D. in Finance, University of Haifa (2011)
  • Post Doc., Columbia University, New York (2012-2013)

Teaching

Prof. Qadan teaches the following courses:

  • Advanced Econometrics 
  • Financial Accounting
  • Financial Econometrics 
  • Financial Management 
  • Options Markets
  • Investments

Reviewer for

  • European Journal of Finance
  • Journal of Behavioral Finance
  • Journal of Economic Behavior & Organization
  • North American Journal of Economics and Finance
  • Eastern Finance Association

Publications

  1. Qadan, M., & Kliger, D. (2016). The Short Trading Day Anomaly. Journal of Empirical Finance, 38, 62-80.‏
  2. Qadan, M., & Yagil, J. (2015). Are International Real and Financial Co-movements Characterized by Asymmetric Co-integration? Review of Accounting and Finance, Forthcoming.
  3. Qadan, M., & Yagil, J. (2015). International Co-movement of Real and Financial Economic Variables. Applied Economics, 47, 3347-3366. 
  4. Qadan, M., & Ben-Zion, U. (2014). The Role of Demographic and Psychological Differences in Future Financial and Economic Expectations. International Journal of Economics and Finance, 6, 37-45. 
  5. Levy, T., Qadan, M. & Yagil, J. (2013). Predicting the Limit-Hit Frequency in Futures Contracts. International Review of Financial Analysis, 30, 141-148.   
  6. Qadan, M. (2013). The Impact of the Day-of-the-Week on the VIX Fear Gauge. International Journal of Economic Perspectives, 7, 24-31. 
  7. Qadan, M., & Yagil, J. (2012). On the Dynamics of Tracking Indices by Exchange Traded Funds in the Presence of High Volatility. Managerial Finance, 9 (38), 804-832. 
  8. Qadan, M. & Yagil, J. (2011). Main or Satellite? Testing Causality in Mean and Variance for Dually Listed Stocks. International Journal of Finance & Economics, 17, 279-289.  
  9. Qadan, M. & Yagil J. (2011). Fear Sentiments and the Gold Price: Testing Causality in Mean and in Variance. Applied Economics Letters, 19(4), 363-366. 

Working Papers

  • The Size Effect is Alive and Well. With Dudi Aharon
  • Market Panic, Information Flow and Price Discovery
  • Trading Duration and Trading Volume. With Dudi Aharon
  • Psychological Mechanisms of Honesty in Real Life Financial Decisions. With Doron Kliger
  • Information Demand and Market Performance
  • The Financialization of Commodities – The Case of Oil Prices

Conference Presentations

  • 2010, June – Financial Management Association, Barcelona, Spain
  • 2011, April – Eastern Finance Association, Savanna, Georgia, USA
  • 2011, September – Westminster College, New Wilmington, Pennsylvania, USA
  • 2012, June – Financial Management Association, Krakow, Poland
  • 2013, March – Midwest Finance Association, Chicago, Illinois, USA
  • 2013, May – Eastern Economic Association, New York, New York, USA
  • 2014, June – Financial Engineering and Banking Society, Surrey University. UK
  • 2014, December – iPag Business School, Paris, France
  • 2015, February – Eastern Economic Association, New York, New York, USA
  • 2015, April –University of Haifa, Haifa, Israel
  • 2015, October – Western Galilee College, Acre, Israel
  • 2016, April – Swiss Society for Financial Research, Zurich, Switzerland
  • 2017, February – Eastern Economic Association, New York, New York USA
  • 2017, February – Dep. of Business Administration, University of Haifa, Haifa, Israel
  • 2017, April – Western Galilee College, Acre, Israel
  • 2017, April – Eastern Finance Association, Jacksonville, Florida, USA

Publications in Newspapers: [Hebrew]

  1. The January Barometer. TheMarker– January 29, 2015.
    http://www.themarker.com/markets/1.2552462
  2. The Ramadan Effect. Investors are Hungry for Returns During Ramadan. TheMarker – June 16, 2013.
    http://www.themarker.com/markets/1.2047106
  3. Will the Capital Market Rise if Netanyahu is Elected Again? TheMarker – December 2, 2012.
    http://www.themarker.com/markets/1.1877809
  4. The Psychology of Fear: Do the “Days of Awe” Affect Capital Markets? TheMarker - October 2, 2012.
    http://www.themarker.com/markets/1.1834526
  5. Short Trading Days are Profitable for Traders. TheMarker - April 6, 2012.
    http://www.themarker.com/markets/1.1681054