Arie Harel, Giora Harpaz and Jack Clark Francis, “Market Efficiency: Is it Possible? The International Journal of Finance, Vol. 28, No. 1 (2016), pp. 1-13.
Arie Harel, Giora Harpaz, and Jack Clark Francis, ”Optimal Executive Compensation Schemes,” The International Journal of Finance, Vol. 26, No.1. ( 2014), pp.1-7.
Arie Harel, Giora Harpaz, and Jack Clark Francis, “Analysis of Efficient Markets,” Review of Quantitative Finance and Accounting, Vol. 36, No.2, (2011), pp. 287–296
Jack Clark Francis, Arie Harel, and Giora Harpaz, “Actuarially Fair Premia for Deductible Insurance Policies,” American Economist, Vol. 55, No. 2 Fall (2010), pp. 83-91.
Arie Harel, Giora Harpaz, and Yossi Yagil, “A New Paradigm for Forecasting Security Returns in a Market Regulated by Price Limits,” Review of Quantitative Finance and Accounting, Vol. 35, No. 1 (2010), pp. 113 – 121.
Jack C. Francis, Arie Harel, and Giora Harpaz, “Exchange Mergers and ElectronicTrading,” Journal of Trading, Winter (2009), pp. 35-43.
Arie Harel and Giora Harpaz, “Fair Actuarial Values for Deductible Insurance Policies in the Presence of Parameter Uncertainty,” International Journal of Theoretical & Applied Finance, Vol. 10, No. 2, (2007), pp. 389 – 397.
Arie Harel, Giora Harpaz, and Jack Clark Francis, “Pricing Securities with Exchange-Imposed Price Limits via Risk Neutral Valuation, International Journal of Theoretical & Applied Finance, Vol. 10. No. 3, (2007), pp.399-406.
Arie Harel, Giora Harpaz, and Jack Clark Francis, “Pricing Futures on Geometric Indexes; A Discrete Time Approach,” Review of Quantitative Finance and Accounting, Vol. 28, No. 3, (2007), pp. 227-240
Arie Harel and Giora Harpaz, “Security Markets with Price Limit: A Bayesian Approach,” International Journal of Theoretical and Applied Finance, Vol. 9, No. 3 (2006), pp. 359-372.
