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Shmuel Hauser

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Personal Details

First Name: Shmuel
Middle Name:
Last Name: Hauser
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RePEc Short-ID: pha240

Email:
Homepage: http://www.ono.ac.il/default.asp?pg=lecturer&CategoryID=765&ArticleID=28
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Affiliation

הקריה האקדמית אונו (ONO Academic College)
Homepage: http://www.ono.ac.il/
Location: Kiryat ONO

Works

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Working papers

  1. Y. Kahiri & A. Shmilovici & S. Hauser, 2006. "Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm," Computing in Economics and Finance 2006, Society for Computational Economics 256, Society for Computational Economics.
  2. Yael Alon- Brimer & Armin Shmilovici & Shmuel Hauser, 2002. "Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis," Computing in Economics and Finance 2002, Society for Computational Economics 272, Society for Computational Economics.
  3. Menachem Brenner & Rafi Eldor & Shmuel Hauser, 1999. "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- 99-086, New York University, Leonard N. Stern School of Business-.

Articles

  1. Armin Shmilovici & Yoav Kahiri & Irad Ben-Gal & Shmuel Hauser, 2009. "Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 33(2), pages 131-154, March.
  2. Hauser, Shmuel & Yaari, Uzi & Tanchuma, Yael & Baker, Harold, 2006. "Initial Public Offering Discount and Competition," Journal of Law and Economics, University of Chicago Press, University of Chicago Press, vol. 49(1), pages 331-51, April.
  3. Eldor, Rafi & Hauser, Shmuel & Pilo, Batia & Shurki, Itzik, 2006. "The contribution of market makers to liquidity and efficiency of options trading in electronic markets," Journal of Banking & Finance, Elsevier, vol. 30(7), pages 2025-2040, July.
  4. Rafi Eldor & Shmuel Hauser & Michael Kahn & Avraham Kamara, 2006. "The Nontradability Premium of Derivatives Contracts," The Journal of Business, University of Chicago Press, vol. 79(4), pages 2067-2098, July.
  5. Shmuel Hauser & Haim Kedar-Levy & Batia Pilo & Itzhak Shurki, 2006. "The Effect of Trading Halts on the Speed of Price Discovery," Journal of Financial Services Research, Springer, Springer, vol. 29(1), pages 83-99, February.
  6. Shmuel Hauser, 2004. "The Value of Voting Rights to Majority Shareholders: Evidence from Dual-Class Stock Unifications," Review of Financial Studies, Society for Financial Studies, vol. 17(4), pages 1167-1184.
  7. Armin Shmilovici & Yael Alon-Brimer & Shmuel Hauser, 2003. "Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 22(2), pages 273-284, October.
  8. Hauser, Shmuel & Kraizberg, Elli & Dahan, Ruth, 2003. "Price behavior and insider trading around seasoned equity offerings: the case of majority-owned firms," Journal of Corporate Finance, Elsevier, Elsevier, vol. 9(2), pages 183-199, March.
  9. Amihud, Yakov & Hauser, Shmuel & Kirsh, Amir, 2003. "Allocations, adverse selection, and cascades in IPOs: Evidence from the Tel Aviv Stock Exchange," Journal of Financial Economics, Elsevier, Elsevier, vol. 68(1), pages 137-158, April.
  10. Hauser, Shmuel & Lauterbach, Beni, 2003. "The Impact of Minimum Trading Units on Stock Value and Price Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 38(03), pages 575-589, September.
  11. Menachem Brenner, 2001. "The Price of Options Illiquidity," Journal of Finance, American Finance Association, American Finance Association, vol. 56(2), pages 789-805, 04.
  12. Shmuel Hauser & Azriel Levy & Uzi Yaari, 2001. "Trading frequency and the efficiency of price discovery in a non-dealer market," The European Journal of Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 7(3), pages 187-197.
  13. Elyasiani, Elyas & Hauser, Shmuel & Lauterbach, Beni, 2000. "Market Response to Liquidity Improvements: Evidence from Exchange Listings," The Financial Review, Eastern Finance Association, Eastern Finance Association, vol. 35(1), pages 1-14, February.
  14. Jay Choi, Jongmoo & Hauser, Shmuel & Kopecky, Kenneth J., 1999. "Does the stock market predict real activity? Time series evidence from the G-7 countries," Journal of Banking & Finance, Elsevier, vol. 23(12), pages 1771-1792, December.
  15. Lieberman, Offer & Ben-Zion, Uri & Hauser, Shmuel, 1999. "A characterization of the price behavior of international dual stocks: an error correction approach," Journal of International Money and Finance, Elsevier, Elsevier, vol. 18(2), pages 289-304, February.
  16. James S. Ang & Shmuel Hauser & Beni Lauterbach, 1998. "Contestability and Pay Differential in the Executive Suites," European Financial Management, European Financial Management Association, European Financial Management Association, vol. 4(3), pages 335-360.
  17. Hauser, Schmuel & Levy, Azriel, 1996. "Pricing of foreign exchange options with transaction costs: The choice of trading interval," International Review of Financial Analysis, Elsevier, vol. 5(2), pages 145-160.
  18. Hauser, Shmuel & Levy, Azriel, 1996. " Return and Risk in Initial Public Offerings of Both Shares and Warrants," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 7(1), pages 29-43, July.
  19. Hauser, Shmuel & Lauterbach, Beni, 1996. "Empirical tests of the Longstaff extendible warrant model," Journal of Empirical Finance, Elsevier, Elsevier, vol. 3(1), pages 1-14, May.
  20. Hauser, Shmuel & Levy, Azriel & Yaari, Uzi, 1995. "Hedging Strategies of Financial Intermediaries: Pricing Options with a Bid-Ask Spread," The Financial Review, Eastern Finance Association, Eastern Finance Association, vol. 30(4), pages 809-22, November.
  21. Hauser, Shmuel & Galai, Dan & Bagley, Charles, 1992. "Predicting the value of foreign currency call options with the Constant Elasticity of Variance diffusion process," International Review of Financial Analysis, Elsevier, vol. 1(3), pages 225-236.
  22. Hauser, Shmuel & Levy, Azriel, 1991. "Effect of exchange rate and interest rate risk on international fixed-income portfolios," Journal of Economics and Business, Elsevier, Elsevier, vol. 43(4), pages 375-388, November.
  23. Choi, Jongmoo Jay & Hauser, Shmuel, 1990. "The effects of domestic and foreign yield curves on the value of currency American call options," Journal of Banking & Finance, Elsevier, vol. 14(1), pages 41-53, March.

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