Shmuel Hauser
Shmuel Hauser
Professor of Finance, Ben Gurion University and Ono Academic College
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Cited by
Cited by
Allocations, adverse selection, and cascades in IPOs: Evidence from the Tel Aviv Stock Exchange
Y Amihud, S Hauser, A Kirsh
Journal of Financial Economics 68 (1), 137-158, 2003
Does the stock market predict real activity? Time series evidence from the G-7 countries
JJ Choi, S Hauser, KJ Kopecky
Journal of Banking & Finance 23 (12), 1771-1792, 1999
The price of options illiquidity
M Brenner, R Eldor, S Hauser
The Journal of Finance 56 (2), 789-805, 2001
The value of voting rights to majority shareholders: Evidence from dual-class stock unifications
S Hauser, B Lauterbach
Review of Financial Studies 17 (4), 1167-1184, 2004
A characterization of the price behavior of international dual stocks: an error correction approach
O Lieberman, U Ben-Zion, S Hauser
Journal of International Money and Finance 18 (2), 289-304, 1999
Market response to liquidity improvements: Evidence from exchange listings
E Elyasiani, S Hauser, B Lauterbach
Financial Review 35 (1), 1-14, 2000
The price linkages between country funds and national stock markets: Evidence from cointegration and causality tests of Germany, Japan and UK funds
U Ben‐Zion, JJ Choi, S Hauser
Journal of Business Finance & Accounting 23 (7), 1005-1017, 1996
International transfer of pricing information between dually listed stocks
S Hauser, Y Tanchuma, U Yaari
Journal of Financial Research 21 (2), 139-157, 1998
Investing in emerging stock markets: Is it worthwhile hedging foreign exchange risk?
S Hauser, M Marcus, U Yaari
Journal of Portfolio Management 20 (3), 76-81, 1994
The relative performance of five alternative warrant pricing models
S Hauser, B Lauterbach
Financial Analysts Journal 53 (1), 55-61, 1997
Using a stochastic complexity measure to check the efficient market hypothesis
A Shmilovici, Y Alon-Brimer, S Hauser
Computational Economics 22 (2-3), 273-284, 2003
The contribution of market makers to liquidity and efficiency of options trading in electronic markets
R Eldor, S Hauser, B Pilo, I Shurki
Journal of Banking & Finance 30 (7), 2025-2040, 2006
The impact of minimum trading units on stock value and price volatility
S Hauser, B Lauterbach
Journal of Financial and Quantitative Analysis 38 (3), 575-589, 2003
An analysis of private versus public firm valuations and the contribution of financial experts
D Elnathan, I Gavious, S Hauser
The International Journal of Accounting 45 (4), 387-412, 2010
Price behavior and insider trading around seasoned equity offerings: the case of majority-owned firms
S Hauser, E Kraizberg, R Dahan
Journal of Corporate Finance 9 (2), 183-199, 2003
Measuring the efficiency of the intraday forex market with a universal data compression algorithm
A Shmilovici, Y Kahiri, I Ben-Gal, S Hauser
Computational Economics 33, 131-154, 2009
Contestability and pay differential in the executive suites
JS Ang, S Hauser, B Lauterbach
European Financial Management 4 (3), 335-360, 1998
The effects of randomizing the opening time on the performance of a stock market under stress
S Hauser, A Kamara, I Shurki
Journal of Financial Markets 15 (4), 392-415, 2012
The effect of trading halts on the speed of price discovery
S Hauser, H Kedar-Levy, B Pilo, I Shurki
Journal of Financial Services Research 29, 83-99, 2006
Tests of warrant pricing models: the trading profits perspective
S Hauser, B Lauterbach
The Journal of Derivatives 4 (2), 71-79, 1996
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