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 1 7 856
Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis 0 0 0 0 0 2 13 353
Total Working Papers 0 0 0 319 0 3 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 2 13 224
Allocations, adverse selection, and cascades in IPOs: Evidence from the Tel Aviv Stock Exchange 0 0 0 185 1 3 10 608
Contestability and Pay Differential in the Executive Suites 0 0 0 13 1 1 9 57
Does the stock market predict real activity? Time series evidence from the G-7 countries 0 0 0 194 1 3 21 544
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 0 0 18 145
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 12 172
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 2 2 6 205
The Effect of Trading Halts on the Speed of Price Discovery 0 0 0 18 1 1 14 116
The Impact of Minimum Trading Units on Stock Value and Price Volatility 0 0 2 17 0 0 14 87
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 0 0 1 141 0 2 9 706
The contribution of market makers to liquidity and efficiency of options trading in electronic markets 0 0 1 62 0 1 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 0 2 15 275
Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis 0 0 0 106 0 0 9 339
Total Journal Articles 0 0 6 1,402 7 21 226 6,068


Statistics updated 2026-08-07