Shmuel Hauser

发表

Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis

Armin Shmilovici, A. Shmilovici, Yael Alon-Brimer, 2003 .

Allocations, Adverse Selection and Cascades in Ipos: Evidence from the Tel Aviv Stock Exchange

Y. Amihud, Shmuel Hauser, Amir Kirsh, 2003 .

Water Allocation Between the Agricultural and the Municipal Sectors Under Scarcity: A Financial Approach Analysis

Zilla Sinuany-Stern, Gideon Oron, G. Oron, 2015, Water Resources Management.

Empirical tests of the Longstaff extendible warrant model

Shmuel Hauser, Beni Lauterbach, 1996 .

Price Discovery during Parallel Stocks and Options Preopening: Information Distortion and Hints of Manipulation

Shmuel Hauser, Haim Kedar-Levy, Orit Milo, 2014 .

Financial Markets and Terrorism: The Perspective of the Two Sides of the Conflict

Yoram Kroll, Shmuel Hauser, Rafael Eldor, 2012 .

The Impact of Terrorism and Anti-Terrorism on Capital Markets

Shmuel Hauser, R. Melnick, Rafael Eldor, 2008 .

Safer Margins for Option Trading: How Accuracy Promotes Efficiency

Shmuel Hauser, Rafael Eldor, Uzi Yaari, 2009 .

Margining of Option Trading : How Accuracy Promotes Efficiency

Shmuel Hauser, Rafael Eldor, Uzi Yaari, 2008 .

The Value of Voting Rights to Majority Shareholders: Evidence from Dual Class Stock Unifications

Shmuel Hauser, Beni Lauterbach, 2004 .

THE RELATIONSHIP BETWEEN EXECUTIVE COMPENSATION AND DIVIDEND POLICY, PERFORMANCE, AND CORPORATE GOVERNANCE IN CLOSELY-HELD FIRMS

Shmuel Hauser, Rami Yosef, Ora Solomon, 2007 .

International Transfer of Pricing Information between Dually Listed Stocks

Shmuel Hauser, Uzi Yaari, Yael Tanchuma, 1998 .

The Effects of Dual Listing on Share Prices and Liquidity in the Absence of Registration Costs

Shmuel Hauser, Rami Yosef, Rita Yankilevitz, 2011 .

Market Response to Liquidity Improvements: Evidence from Exchange Listings

Shmuel Hauser, Beni Lauterbach, Elyas Elyasiani, 2000 .

Predicting the value of foreign currency call options with the Constant Elasticity of Variance diffusion process

D. Galai, Shmuel Hauser, Charles Bagley, 1992 .

Early Exercise of Foreign Currency Options: Determinants of American Premium and the Critical Exchange Rate

F. Fabozzi, Shmuel Hauser, Uzi Yaari, 2008 .

The effects of domestic and foreign yield curves on the value of currency American call options

J. Choi, Shmuel Hauser, 1990 .

Liquidity Might Come at Cost: The Role of Heterogeneous Preferences

Shmuel Hauser, Haim Kedar-Levy, 2018, Journal of Financial Markets.

Investors’ Motives for Trade: Heterogeneity Structure and Portfolio Rebalancing

Shmuel Hauser, Haim Kedar-Levy, 2012 .

Allocations, Adverse Selection and Cascades in Ipos: Evidence from the Tel Aviv Stock Exchange

Amir Kirsh, Y. Amihud, Shmuel Hauser, 2002 .

Allocations, Adverse Selection and Cascades in Ipos: Evidence from Israel

Amir Kirsh, Y. Amihud, Shmuel Hauser, 2001 .

Trading frequency and the efficiency of price discovery in a non-dealer market

A. Levy, Shmuel Hauser, Uzi Yaari, 2001 .

Efficiency of Price Discovery in Thinly Traded Stocks: Evidence from Dual Listings in Tel Aviv and the OTC

A. Levy, Shmuel Hauser, 1998 .

Contestability and pay differential in the executive suites

James S. Ang, Shmuel Hauser, Beni Lauterbach, 1998 .

A characterization of the price behavior of international dual stocks: an error correction approach

Offer Lieberman, U. Ben-Zion, Shmuel Hauser, 1999 .

Immunization Strategy for Multinational Fixed-Income Investments

A. Levy, Shmuel Hauser, Uzi Yaari, 2008 .

International Hedge of Fixed-Income Contracts

U. Ben-Zion, Shmuel Hauser, Uzi Yaari, 2001 .

The Nontradability Premium of Derivatives Contracts

Shmuel Hauser, Rafael Eldor, Avi Kamara, 2006 .

Does the stock market predict real activity? Time series evidence from the G-7 countries

J. Choi, Kenneth J. Kopecky, Shmuel Hauser, 1999 .

Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm

Armin Shmilovici, Irad Ben-Gal, I. Ben-Gal, 2009 .

Return and risk in initial public offerings of both shares and warrants

A. Levy, Shmuel Hauser, 1996 .

The Price of Options Illiquidity

Shmuel Hauser, M. Brenner, Rafael Eldor, 2001 .

Investing in Emerging Stock Markets

Shmuel Hauser, Uzi Yaari, Matiryahu Marcus, 1994 .

The effects of randomizing the opening time on the performance of a stock market under stress

Shmuel Hauser, Avraham Kamara, Itzik Shurki, 2012 .

Market Design and the Efficiency of a Stock Market Under Liquidity Stress

Shmuel Hauser, Avi Kamara, Itzhak Shurki, 2009 .

The Effect of Trading Halts on the Speed of Price Discovery

Shmuel Hauser, Haim Kedar-Levy, Itzhak Shurki, 2006 .

The Contribution of Market Makers to Liquidity and Efficiency of Options Trading in Electronic Markets

Shmuel Hauser, Rafael Eldor, Shmuel Hauser, 2005 .

The Impact of Minimum Trading Units on Stock Value and Price Volatility

Beni Lauterbach, Shmuel Hauser, Beni Lauterbach, 2002, Journal of Financial and Quantitative Analysis.

Price Discovery During Parallel Stock Preopening and Option Trading: A Playground for Manipulators?

Shmuel Hauser, Haim Kedar-Levy, Orit Milo-Cohen, 2014 .

Initial Public Offering Discount and Competition*

Shmuel Hauser, Uzi Yaari, Yael Tanchuma, 2006, The Journal of Law and Economics.

Price behavior and insider trading around seasoned equity offerings: the case of majority-owned firms

Shmuel Hauser, Elli Kraizberg, Ruth Dahan, 2003 .

An analysis of private versus public firm valuations and the contribution of financial experts

Shmuel Hauser, Ilanit Gavious, Dan Elnathan, 2010 .

On the Added Value of Firm Valuation by Financial Experts

Shmuel Hauser, Ilanit Gavious, Dan Elnathan, 2009 .

On the 'Value' of Firm Valuation by Financial Experts

Shmuel Hauser, Ilanit Gavious, Dan Elnathan, 2005 .

Hedging Strategies of Financial Intermediaries: Pricing Options with a Bid-Ask Spread

A. Levy, Shmuel Hauser, Uzi Yaari, 1995 .

Hedging Strategies of Financial Intermediaries: Pricing Options

Shmuel Hauser, Uzi Yaari, Azriel, 2008 .