ד"ר אלרואי חדד

Hadad, E. (2025), "Does trading mechanism shape cross-market integration? Evidence from stocks and corporate bonds on the Tel Aviv Stock Exchange", Journal of Economics, Finance and Administrative Science, Vol.

Sun-Yong Choi, Elroi Hadad, The dynamic relationship among economic and monetary policy, geopolitical risk, sentiment, and risk aversion: A TVP-VAR approach, Finance Research Letters, Volume 72, 2025, 106532

Zaghum Umar, Elroi Hadad, Andrew Phiri, Tamara Teplova, Dynamics of asymmetric connectedness among magnificent seven technology giants: Insights from QVAR analysis, The Quarterly Review of Economics and Finance, Volume 101, 2025, 101977

Elroi Hadad, Haim Kedar-Levy, The impact of retail investor sentiment on the conditional volatility of stocks and bonds: Evidence from the Tel-Aviv stock exchange, International Review of Economics & Finance, Volume 89, Part A, 2024, Pages 1303-1313

Barkai, I., Hadad, E., Shushi, T., & Yosef, R. (2024). Capturing Tail Risks in Cryptomarkets: A New Systemic Risk Approach. Journal of Risk and Financial Management, 17(9), 397.

Hadad, E., Le, T. H., & Luong, A. T. (2024). Quantile Spillovers and Connectedness Between Real Estate Investment Trust, the Housing Market, and Investor Sentiment. International Journal of Financial Studies, 12(4), 117.

Hadad, E., Malhotra, D., & Nippani, S. (2024). Trading commodity ETFs: Price behavior, investment insights, and performance analysis. The Journal of Futures Markets, 44, 1257–1276.

Malhotra, D.K., & Hadad, E. (2024). Can Allocation Strategies Create Superior Alpha? Journal of Investing.

Vasileiou, E., & Hadad, E. (2024). Benefits and drawbacks of the cost average plan as an alternative investment strategy in EMU countries. Cogent Economics & Finance, 12(1).

Vasileiou, E., Hadad, E. and Oikonomou, M. (2024), "Persistent trends and inefficiencies in the Greek housing market: a sentiment based approach", Journal of European Real Estate Research, Vol. 17 No. 1, pp. 49-69.

Hadad, E.; Shushi, T.; Yosef, R. Measuring Systemic Governmental Reinsurance Risks of Extreme Risk Events. Risks 2023, 11, 50.

Hadad, E., Dimitrov, S., & Stoilova-Nikolova, J. (2022). Development of capital pension funds in the Czech Republic and Bulgaria and readiness to implement PEPP. European Journal of Social Security, 24(4), 342–360.

STANISLAV DIMITROV, ELROI HADAD (2022). Pension tracking system application: A new supervision challenge in the EU. International Journal of Economic Sciences, Vol. XI(2), pp. 48-57.

Gur Gershgoren, G. Hadad, E. and Kedar-levy, H. (2020). A Deep Market in Israeli Corporate Bonds: Macro and Microeconomic Analysis in Light of the Accounting Standards, Israel Economic Review, 18 (1), 139- 176.

Kedar-Levy, H., Hadad, E., and Gur-Gershgoren, G. (2020). Deep-Market by IAS-19: A Unified Cross-Country Approach for Discount Rate Selection. Multinational Finance Journal, 24(3/4), 119-154.