Access Statistics for Shmuel Hauser

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm 0 0 0 0 2 3 8 1,134
The Price of Options Illiquidity 0 0 0 319 0 1 1 850
Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis 0 0 0 0 3 7 9 348
Total Working Papers 0 0 0 319 5 11 18 2,332


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A characterization of the price behavior of international dual stocks: an error correction approach 0 0 0 88 1 7 9 220
Allocations, adverse selection, and cascades in IPOs: Evidence from the Tel Aviv Stock Exchange 0 0 1 185 0 5 13 605
Contestability and Pay Differential in the Executive Suites 0 0 0 13 1 4 7 55
Does the stock market predict real activity? Time series evidence from the G-7 countries 0 0 0 194 3 13 16 537
Effect of exchange rate and interest rate risk on international fixed-income portfolios 0 0 0 57 0 0 0 240
Empirical tests of the Longstaff extendible warrant model 0 0 0 31 3 14 15 142
Hedging Strategies of Financial Intermediaries: Pricing Options with a Bid-Ask Spread 0 0 0 0 0 0 0 182
Initial Public Offering Discount and Competition 0 0 0 7 3 8 12 288
Market Response to Liquidity Improvements: Evidence from Exchange Listings 0 0 0 0 1 3 5 165
Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm 0 0 1 133 2 5 11 396
Predicting the value of foreign currency call options with the Constant Elasticity of Variance diffusion process 0 0 0 41 0 1 2 268
Price behavior and insider trading around seasoned equity offerings: the case of majority-owned firms 0 0 0 88 0 0 5 275
Pricing of foreign exchange options with transaction costs: The choice of trading interval 0 0 0 26 1 5 5 116
Return and Risk in Initial Public Offerings of Both Shares and Warrants 0 0 0 0 0 0 1 200
The Effect of Trading Halts on the Speed of Price Discovery 0 0 0 18 2 8 10 112
The Impact of Minimum Trading Units on Stock Value and Price Volatility 0 0 1 16 2 9 13 85
The Nontradability Premium of Derivatives Contracts 0 0 0 20 0 2 4 175
The Price of Options Illiquidity 0 0 1 98 0 3 7 274
The Value of Voting Rights to Majority Shareholders: Evidence from Dual-Class Stock Unifications 0 0 3 141 1 2 10 703
The contribution of market makers to liquidity and efficiency of options trading in electronic markets 0 0 1 62 0 4 9 242
The effects of domestic and foreign yield curves on the value of currency American call options 0 0 0 24 0 2 3 111
Trading frequency and the efficiency of price discovery in a non-dealer market 0 0 0 52 1 6 13 271
Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis 0 0 0 106 0 3 9 337
Total Journal Articles 0 0 8 1,400 21 104 179 5,999


Statistics updated 2026-03-04