Details about Shmuel Hauser

Access statistics for papers by Shmuel Hauser.

Last updated 2009-04-08. Update your information in the RePEc Author Service.

Short-id: pha240

Working Papers

2006

1. Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm
   Computing in Economics and Finance 2006, Society for Computational Economics View citations (3)
   See also Journal Article Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm, Computational Economics, Springer (2009) View citations (11) (2009)

2002

2. Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis
   Computing in Economics and Finance 2002, Society for Computational Economics
   See also Journal Article Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis, Computational Economics, Springer (2003) View citations (5) (2003)

1999

3. The Price of Options Illiquidity
   New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- View citations (7)
   See also Journal Article The Price of Options Illiquidity, Journal of Finance, American Finance Association (2001) View citations (67) (2001)

Journal Articles

2009

1. Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm
   Computational Economics, 2009, 33, (2), 131-154 View citations (11)
   See also Working Paper Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm, Computing in Economics and Finance 2006 (2006) View citations (3) (2006)

2006

2. Initial Public Offering Discount and Competition
   Journal of Law and Economics, 2006, 49, (1), 331-51 View citations (5)
3. The Effect of Trading Halts on the Speed of Price Discovery
   Journal of Financial Services Research, 2006, 29, (1), 83-99 View citations (6)
4. The Nontradability Premium of Derivatives Contracts
   The Journal of Business, 2006, 79, (4), 2067-2098 View citations (2)
5. The contribution of market makers to liquidity and efficiency of options trading in electronic markets
   Journal of Banking & Finance, 2006, 30, (7), 2025-2040 View citations (16)

2004

6. The Value of Voting Rights to Majority Shareholders: Evidence from Dual-Class Stock Unifications
   The Review of Financial Studies, 2004, 17, (4), 1167-1184 View citations (36)

2003

7. Allocations, adverse selection, and cascades in IPOs: Evidence from the Tel Aviv Stock Exchange
   Journal of Financial Economics, 2003, 68, (1), 137-158 View citations (61)
8. Price behavior and insider trading around seasoned equity offerings: the case of majority-owned firms
   Journal of Corporate Finance, 2003, 9, (2), 183-199 View citations (13)
9. The Impact of Minimum Trading Units on Stock Value and Price Volatility
   Journal of Financial and Quantitative Analysis, 2003, 38, (3), 575-589 View citations (14)
10. Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis
    Computational Economics, 2003, 22, (2), 273-284 View citations (5)
    See also Working Paper Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis, Computing in Economics and Finance 2002 (2002) (2002)

2001

11. The Price of Options Illiquidity
    Journal of Finance, 2001, 56, (2), 789-805 View citations (67)
    See also Working Paper The Price of Options Illiquidity, New York University, Leonard N. Stern School Finance Department Working Paper Seires (1999) View citations (7) (1999)
12. Trading frequency and the efficiency of price discovery in a non-dealer market
    The European Journal of Finance, 2001, 7, (3), 187-197 View citations (2)

2000

13. Market Response to Liquidity Improvements: Evidence from Exchange Listings
    The Financial Review, 2000, 35, (1), 1-14 View citations (20)

1999

14. A characterization of the price behavior of international dual stocks: an error correction approach
    Journal of International Money and Finance, 1999, 18, (2), 289-304 View citations (42)
15. Does the stock market predict real activity? Time series evidence from the G-7 countries
    Journal of Banking & Finance, 1999, 23, (12), 1771-1792 View citations (81)

1998

16. Contestability and Pay Differential in the Executive Suites
    European Financial Management, 1998, 4, (3), 335-360 View citations (4)

1996

17. Empirical tests of the Longstaff extendible warrant model
    Journal of Empirical Finance, 1996, 3, (1), 1-14 View citations (1)
18. Pricing of foreign exchange options with transaction costs: The choice of trading interval
    International Review of Financial Analysis, 1996, 5, (2), 145-160
19. Return and Risk in Initial Public Offerings of Both Shares and Warrants
    Review of Quantitative Finance and Accounting, 1996, 7, (1), 29-43 View citations (1)

1995

20. Hedging Strategies of Financial Intermediaries: Pricing Options with a Bid-Ask Spread
    The Financial Review, 1995, 30, (4), 809-22

1992

21. Predicting the value of foreign currency call options with the Constant Elasticity of Variance diffusion process
    International Review of Financial Analysis, 1992, 1, (3), 225-236

1991

22. Effect of exchange rate and interest rate risk on international fixed-income portfolios
    Journal of Economics and Business, 1991, 43, (4), 375-388

1990

23. The effects of domestic and foreign yield curves on the value of currency American call options
    Journal of Banking & Finance, 1990, 14, (1), 41-53 View citations (1)