User profiles for Z. Afik

Zvika Afik

Ben-Gurion University of the Negev
Verified email at som.bgu.ac.il
Cited by 237

Using Merton model for default prediction: An empirical assessment of selected alternatives

Z Afik, O Arad, K Galil - Journal of Empirical Finance, 2016 - Elsevier
… Author links open overlay panel Zvika Afik a , Ohad Arad b 1 , Koresh Galil b 2 … (2004)
compared the predictive power of the Merton model to Altman (1968) and Ohlson (1980) models (Z

The (un) informative value of credit rating announcements in small markets

Z Afik, I Feinstein, K Galil - Journal of Financial Stability, 2014 - Elsevier
This work examines the information value of local Israeli credit rating announcements. This
matter is also important to other small markets, in which a debt issuer may take advantage of …

Getting high on cannabis stock returns an event study

Z Afik, TR Cohen, Y Lahav - Finance Research Letters, 2022 - Elsevier
We report the Israeli firms’ market value reaction to announcements on initiating Cannabis-related
activity. Using Event Study analysis, we find a significant positive effect of the …

Advance notice labor conflicts and firm value—An event study analysis on Israeli companies

Z Afik, R Haim, Y Lahav - Finance Research Letters, 2019 - Elsevier
The Israeli law has a special requirement—unions must announce a labor-conflict at least
15 days before a potential strike. This raises the question whether (and how) an advance …

Using Merton model: an empirical assessment of alternatives

Z Afik, O Arad, K Galil - Available at SSRN 2032678, 2012 - papers.ssrn.com
Merton (1974) suggested a structural model for default prediction which allows using timely
information from the equity market. The literature describes several specifications to the …

Information effect of credit rating announcements in transition economies

Z Afik, Y Zabolotnyuk - … of International Financial Markets, Institutions and …, 2023 - Elsevier
This paper analyzes the credit rating markets in transition economies of Central and Eastern
Europe and the former USSR, an important economic area and countries that are quickly …

Risk transfer valuation in advance pricing agreements between multinational enterprises and tax authorities

Z Afik, Y Lahav - Journal of Accounting, Auditing & Finance, 2016 - journals.sagepub.com
Advance pricing agreements (APAs) are long-term contracts between multinational taxpayers
and tax authority(ies), according to which the taxpayer consents to use the agreed upon …

[HTML][HTML] Measurement of production cross sections and gauge boson polarisation in pp collisions at with the ATLAS detector

…, A Adiguzel, T Adye, AA Affolder, Y Afik… - The European Physical …, 2019 - Springer
This paper presents measurements of $$W^{\pm }Z$$ W ± Z production cross sections in pp
collisions at a centre-of-mass energy of 13 $$\text {TeV}$$ TeV . The data were collected in …

Measurement of the and cross sections in proton-proton collisions at with the ATLAS detector

…, M Adersberger, A Adiguzel, T Adye, AA Affolder, Y Afik… - Physical Review D, 2019 - APS
… The best-fit values of the production cross sections are σ tt Z= 0.95±0.0 8 stat±0.1 0 syst … Z
cross section is used to set constraints on effective field theory operators which modify the tt Z

[HTML][HTML] Measurements of the inclusive and differential production cross sections of a top-quark–antiquark pair in association with a boson at  TeV with the …

…, S Adorni, T Adye, AA Affolder, Y Afik… - The European Physical …, 2021 - Springer
Measurements of both the inclusive and differential production cross sections of a top-quark–antiquark
pair in association with a Z boson (\(t {\bar {t}} Z\)) are presented. The …