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Giora Harpaz
Professor of Economics and Finance
Harpaz@aol.com
http://speiser.baruch.cuny.edu/~harpaz/
Education:
BA Hebrew University of Jerusalem Economics and Statistics 1973 MBA Hebrew University of Jerusalem Finance 1975 DBA Indiana University Finance 1979
Areas of Expertise:
Finance and Statistics
Selected Publications:
"A Valuation of the CRB Futures Contract: Theory and Evi-dence" (with Steven Krull and Joseph Yagil). Advances in Options and Futures Research, 5: 323-34, 1991."The Inefficiency of the Value Line Futures Market" (with Nusret Cakici and Joseph Yagil). Advances in Futures and Options Research, 4: 237-51, 1990.
"The Efficiency of the U.S. Dollar Index Futures Market" (with Steven Krull and Joseph Yagil). Journal of Futures Markets, 10: 469-79, October 1990.
"The Non-Optimality of the Over-the-Counter Options Dividend Protection." Economics Letters, 27: 55-59, 1988.
"American versus European Options on the Value Line Index" (with Nusret Cakici and T. Hanan Eytan). Journal of Futures Markets, 8: 373-88, June 1988.
Professional Activities:
Member, American Finance Association, TIMS/ORSA, Western Finance Association, Financial Management Association.Ad hoc reviewer, Journal of Financial and Quantitative Analysis, Journal of Financial Research, Financial Management, Mid-Atlantic Journal of Business, American Economist, Journal of Futures Markets, Management Science.
Awards, Honors, etc.:
Indiana University Doctoral Fellowships, 1976-79.Member, Beta Gamma Sigma, 1979.
CUNY Faculty Research Award, 1980.
Baruch College Summer Grant, 1991.