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 1 7 1,135
The Price of Options Illiquidity 0 0 0 319 1 6 7 856
Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis 0 0 0 0 1 4 12 352
Total Working Papers 0 0 0 319 2 11 26 2,343


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 3 12 223
Allocations, adverse selection, and cascades in IPOs: Evidence from the Tel Aviv Stock Exchange 0 0 0 185 0 0 7 605
Contestability and Pay Differential in the Executive Suites 0 0 0 13 0 1 8 56
Does the stock market predict real activity? Time series evidence from the G-7 countries 0 0 0 194 2 6 22 543
Effect of exchange rate and interest rate risk on international fixed-income portfolios 0 0 0 57 0 2 2 242
Empirical tests of the Longstaff extendible warrant model 0 0 0 31 0 3 18 145
Hedging Strategies of Financial Intermediaries: Pricing Options with a Bid-Ask Spread 0 0 0 0 0 2 2 184
Initial Public Offering Discount and Competition 0 0 0 7 0 2 14 290
Market Response to Liquidity Improvements: Evidence from Exchange Listings 0 0 0 0 1 5 10 170
Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm 0 1 2 134 0 6 16 402
Predicting the value of foreign currency call options with the Constant Elasticity of Variance diffusion process 0 0 0 41 0 1 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 2 7 118
Return and Risk in Initial Public Offerings of Both Shares and Warrants 0 0 0 0 0 3 4 203
The Effect of Trading Halts on the Speed of Price Discovery 0 0 0 18 0 3 13 115
The Impact of Minimum Trading Units on Stock Value and Price Volatility 0 1 2 17 0 2 14 87
The Nontradability Premium of Derivatives Contracts 0 0 0 20 0 4 8 179
The Price of Options Illiquidity 0 0 0 98 0 1 6 275
The Value of Voting Rights to Majority Shareholders: Evidence from Dual-Class Stock Unifications 0 0 2 141 1 2 11 705
The contribution of market makers to liquidity and efficiency of options trading in electronic markets 0 0 1 62 1 1 10 243
The effects of domestic and foreign yield curves on the value of currency American call options 0 0 0 24 0 1 4 112
Trading frequency and the efficiency of price discovery in a non-dealer market 0 0 0 52 1 3 16 274
Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis 0 0 0 106 0 2 10 339
Total Journal Articles 0 2 7 1,402 7 55 222 6,054


Statistics updated 2026-06-04