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 0 0 7 1,135
The Price of Options Illiquidity 0 0 0 319 0 0 7 856
Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis 0 0 0 0 0 1 13 353
Total Working Papers 0 0 0 319 0 1 27 2,344

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 0 1 12 224
Allocations, adverse selection, and cascades in IPOs: Evidence from the Tel Aviv Stock Exchange 0 0 0 185 0 3 10 608
Contestability and Pay Differential in the Executive Suites 0 0 0 13 0 1 9 57
Does the stock market predict real activity? Time series evidence from the G-7 countries 0 0 0 194 0 1 20 544
Effect of exchange rate and interest rate risk on international fixed-income portfolios 0 0 0 57 0 1 3 243
Empirical tests of the Longstaff extendible warrant model 0 0 0 31 2 2 20 147
Hedging Strategies of Financial Intermediaries: Pricing Options with a Bid-Ask Spread 0 0 0 0 0 0 2 184
Initial Public Offering Discount and Competition 0 0 0 7 0 0 13 290
Market Response to Liquidity Improvements: Evidence from Exchange Listings 0 0 0 0 1 3 13 173
Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm 0 0 2 134 0 0 15 402
Predicting the value of foreign currency call options with the Constant Elasticity of Variance diffusion process 0 0 0 41 0 0 3 269
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 0 0 7 118
Return and Risk in Initial Public Offerings of Both Shares and Warrants 0 0 0 0 0 2 6 205
The Effect of Trading Halts on the Speed of Price Discovery 0 0 0 18 1 2 14 117
The Impact of Minimum Trading Units on Stock Value and Price Volatility 0 0 2 17 1 1 15 88
The Nontradability Premium of Derivatives Contracts 0 0 0 20 0 0 8 179
The Price of Options Illiquidity 0 0 0 98 0 0 6 275
The Value of Voting Rights to Majority Shareholders: Evidence from Dual-Class Stock Unifications 1 1 2 142 1 2 10 707
The contribution of market makers to liquidity and efficiency of options trading in electronic markets 0 0 1 62 0 0 10 243
The effects of domestic and foreign yield curves on the value of currency American call options 0 0 0 24 0 0 4 112
Trading frequency and the efficiency of price discovery in a non-dealer market 0 0 0 52 1 2 16 276
Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis 0 0 0 106 0 0 7 339
Total Journal Articles 1 1 7 1,403 7 21 228 6,075

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10