Information about:
Shmuel Hauser

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Homepage: http://cmsprod.bgu.ac.il/Eng/som/Business/Staff/Academic/Shmuel+Hauser.htm
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Affiliation

• School of Management
  Ben Gurion University of the Negev

  Location: Beer-Sheva, Israel
  Homepage: http://www.bgu.ac.il/som/
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  Phone:
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  Postal: P.O.B. 653, Beer-Sheva 84105
  Handle: RePEc:edi:smbguil (registered authors at this institution)

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 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 272, Society for Computational Economics.
   Published as:
   • Armin Shmilovici & Yael Alon-Brimer & Shmuel Hauser, 2003. "Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis," Computational Economics, Springer, vol. 22(2), pages 273-284, October. [Downloadable!] (restricted)

3. Shmuel Hauser & Beni Lauterbach, 2000. "The Value of Voting Rights to Majority Shareholders: Evidence from Dual Class Stock Unifications," University of California at Los Angeles, Anderson Graduate School of Management 1055, Anderson Graduate School of Management, UCLA. [Downloadable!]
   Published as:
   • Shmuel Hauser, 2004. "The Value of Voting Rights to Majority Shareholders: Evidence from Dual-Class Stock Unifications," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 17(4), pages 1167-1184. [Downloadable!] (restricted)

4. Menachem Brenner & Rafi Eldor & Shmuel Hauser, 1999. "The Price of Options Illiquidity," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-086, New York University, Leonard N. Stern School of Business-. [Downloadable!]
   Published as:
   • Menachem Brenner, 2001. "The Price of Options Illiquidity," Journal of Finance, American Finance Association, vol. 56(2), pages 789-805, 04. [Downloadable!] (restricted)

5. Ben-Zion, Uri & Hauser, Shmuel & Lieberman, Offer, 1996. "Characterization of the Price Behaviour of International Dual Stocks: An Error Correction Approach," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH.

1. 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. [Downloadable!] (restricted)

2. Hauser, Shmuel & Yaari, Uzi & Tanchuma, Yael & Baker, Harold, 2006. "Initial Public Offering Discount and Competition," Journal of Law & Economics, University of Chicago Press, vol. 49(1), pages 331-51, April.

3. Rafi Eldor & Shmuel Hauser & Michael Kahn & Avraham Kamara, 2006. "The Nontradability Premium of Derivatives Contracts," Journal of Business, University of Chicago Press, vol. 79(4), pages 2067-2098, July. [Downloadable!]

4. Shmuel Hauser, 2004. "The Value of Voting Rights to Majority Shareholders: Evidence from Dual-Class Stock Unifications," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 17(4), pages 1167-1184. [Downloadable!] (restricted)
   Other versions:
   • Shmuel Hauser & Beni Lauterbach, 2000. "The Value of Voting Rights to Majority Shareholders: Evidence from Dual Class Stock Unifications," University of California at Los Angeles, Anderson Graduate School of Management 1055, Anderson Graduate School of Management, UCLA. [Downloadable!]

5. 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, vol. 68(1), pages 137-158, April. [Downloadable!] (restricted)

6. Armin Shmilovici & Yael Alon-Brimer & Shmuel Hauser, 2003. "Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis," Computational Economics, Springer, vol. 22(2), pages 273-284, October. [Downloadable!] (restricted)
   Other versions:
   • 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 272, Society for Computational Economics.

7. 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, vol. 9(2), pages 183-199, March. [Downloadable!] (restricted)

8. Shmuel Hauser, Azriel Levy, Uzi Yaari, 2001. "Trading frequency and the efficiency of price discovery in a non-dealer market," European Journal of Finance, Taylor and Francis Journals, vol. 7(3), pages 187-197, September. [Downloadable!] (restricted)

9. Menachem Brenner, 2001. "The Price of Options Illiquidity," Journal of Finance, American Finance Association, vol. 56(2), pages 789-805, 04. [Downloadable!] (restricted)
   Other versions:
   • Menachem Brenner & Rafi Eldor & Shmuel Hauser, 1999. "The Price of Options Illiquidity," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-086, New York University, Leonard N. Stern School of Business-. [Downloadable!]

10. Elyasiani, Elyas & Hauser, Shmuel & Lauterbach, Beni, 2000. "Market Response to Liquidity Improvements: Evidence from Exchange Listings," The Financial Review, Eastern Finance Association, vol. 35(1), pages 1-14, February.

11. 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. [Downloadable!] (restricted)

12. 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, vol. 18(2), pages 289-304, February. [Downloadable!] (restricted)

13. 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. [Downloadable!] (restricted)

14. Hauser, Shmuel & Lauterbach, Beni, 1996. "Empirical tests of the Longstaff extendible warrant model," Journal of Empirical Finance, Elsevier, vol. 3(1), pages 1-14, May. [Downloadable!] (restricted)

15. Hauser, Shmuel & Levy, Azriel, 1996. " Return and Risk in Initial Public Offerings of Both Shares and Warrants," Review of Quantitative Finance and Accounting, Springer, vol. 7(1), pages 29-43, July.

16. 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, vol. 30(4), pages 809-22, November.

17. 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. [Downloadable!] (restricted)

18. Hauser, Shmuel & Levy, Azriel, 1991. "Effect of exchange rate and interest rate risk on international fixed-income portfolios," Journal of Economics and Business, Elsevier, vol. 43(4), pages 375-388, November. [Downloadable!] (restricted)

19. 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. [Downloadable!] (restricted)

This page was last updated on 2008-7-23.