Author Page for Shmuel Hauser

The Value of Voting Rights to Majority Shareholders: Evidence from Dual Class Stock Unifications

EFA 2003 Annual Conference Paper No. 148; ECGI - Finance Working Paper No. 33/2004

Number of pages: 35 Posted: 19 Jul 2003

Shmuel Hauser and Beni Lauterbach

Ben-Gurion University of the Negev - School of Management and Bar-Ilan University - Graduate School of Business Administration

Downloads 1,549 (22,437)

Citation 26

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Investing in Emerging Stock Markets: Is it Worthwhile Hedging Foreign Exchange Risk?

Journal of Portfolio Management, Vol. 20, No. 3, pp. 76-81, 1994

Number of pages: 6 Posted: 04 Feb 2008 Last Revised: 08 Oct 2013

Shmuel Hauser, Matityahu Marcus and Uzi Yaari

Ben-Gurion University of the Negev - School of Management, Independent and Rutgers University

Downloads 541 (95,206)

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3.

Allocations, Adverse Selection and Cascades in Ipos: Evidence from the Tel Aviv Stock Exchange

NYU Stern Department of Finance No. FIN-01-017

Number of pages: 40 Posted: 14 Dec 2001

Yakov Amihud, Shmuel Hauser and Amir Kirsh

New York University - Stern School of Business, Ben-Gurion University of the Negev - School of Management and Tel Aviv University - School of Computer Sciences

Downloads 504 (103,896)

Citation 31

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4.

Safer Margins for Option Trading: How Accuracy Promotes Efficiency

Downloads 246 (180,702)

Citation 1

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Safer Margins for Option Trading: How Accuracy Promotes Efficiency

Journal of Multinational Financial Management, Vol. 15, No. 3/4, 2011

Number of pages: 18 Posted: 09 Apr 2008 Last Revised: 11 Oct 2013

Rafi (Rafael) Eldor, Shmuel Hauser and Uzi Yaari

Interdisciplinary Center (IDC) Herzliya - Arison School of Business, Ben-Gurion University of the Negev - School of Management and Rutgers University

Downloads 246 (226,856)

Citation 1

Abstract:

5.

Allocations, Adverse Selection and Cascades in Ipos Evidence from Israel

Downloads 300 (186,427)

Citation 4

2

Allocations, Adverse Selection and Cascades in Ipos Evidence from Israel

NYU Working Paper No. FIN-01-017

Number of pages: 42 Posted: 03 Nov 2008

Yakov Amihud, Shmuel Hauser and Amir Kirsh

New York University - Stern School of Business, Ben-Gurion University of the Negev - School of Management and Tel Aviv University - School of Computer Sciences

Downloads 195 (282,779)

Abstract:

Allocations, Adverse Selection and Cascades in Ipos: Evidence from Israel

NYU Working Paper No. S-FI-01-08

Number of pages: 42 Posted: 11 Nov 2008

Yakov Amihud, Shmuel Hauser and Amir Kirsh

New York University - Stern School of Business, Ben-Gurion University of the Negev - School of Management and Tel Aviv University - School of Computer Sciences

Downloads 105 (469,798)

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On the 'Value' of Firm Valuation by Financial Experts

Number of pages: 33 Posted: 17 Aug 2005

Dan Elnathan, Ilanit Gavious and Shmuel Hauser

The College of Management (Israel), Ben-Gurion University of the Negev and Ben-Gurion University of the Negev - School of Management

Downloads 294 (190,465)

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The Impact of Minimum Trading Units on Stock Value and Price Volatility

EFMA 2002 London Meetings

Number of pages: 29 Posted: 19 Jun 2002

Shmuel Hauser and Beni Lauterbach

Ben-Gurion University of the Negev - School of Management and Bar-Ilan University - Graduate School of Business Administration

Downloads 293 (191,204)

Citation 3

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8.

The Effect of Trading Halts on the Speed of Price Discovery

Number of pages: 29 Posted: 29 Mar 2005

Shmuel Hauser, Haim Kedar-Levy, Batia Pilo and Itzhak Shurki

Ben-Gurion University of the Negev - School of Management, Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management, Israel Securities Authority and Israel Securities Authority

Downloads 249 (225,260)

Citation 2

Abstract:

9.

Financial Markets and Terrorism: The Perspective of the Two Sides of the Conflict

Journal of Business Administration Research, Vol. 1, 18-29, 2012

Number of pages: 12 Posted: 25 Nov 2013

Rafi (Rafael) Eldor, Shmuel Hauser, Yoram Kroll and Sharbel Shoukair

Interdisciplinary Center (IDC) Herzliya - Arison School of Business, Ben-Gurion University of the Negev - School of Management, Ono Academic College Israel and Ono Academic College

Downloads 226 (247,471)

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10.

The Price of Options Illiquidity

Downloads 212 (262,684)

Citation 54

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The Price of Options Illiquidity

NYU Working Paper No. FIN-99-086

Number of pages: 32 Posted: 11 Nov 2008

Menachem Brenner, Rafi Eldor and Shmuel Hauser

New York University (NYU) - Department of Finance, affiliation not provided to SSRN and Ben-Gurion University of the Negev - School of Management

Downloads 126 (409,481)

Citation 8

Abstract:

The Price of Options Illiquidity

Journal of Finance, Vol. 56, No. 2, 2001

Number of pages: 18 Posted: 01 Jan 2014

Menachem Brenner, Rafi (Rafael) Eldor and Shmuel Hauser

New York University (NYU) - Department of Finance, Interdisciplinary Center (IDC) Herzliya - Arison School of Business and Ben-Gurion University of the Negev - School of Management

Downloads 86 (537,341)

Citation 11

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11.

Market Design and the Efficiency of a Stock Market Under Liquidity Stress

Number of pages: 66 Posted: 21 Mar 2009

Shmuel Hauser, Itzhak Shurki and Avraham Kamara

Ben-Gurion University of the Negev - School of Management, Israel Securities Authority and University of Washington - Michael G. Foster School of Business

Downloads 201 (275,841)

Citation 1

Abstract:

12.

The Nontradability Premium of Derivatives Contracts

Journal of Business, Vol. 79, No. 5, September 2006

Number of pages: 48 Posted: 13 Jun 2005

Rafi (Rafael) Eldor, Shmuel Hauser, Michael Kahn and Avraham Kamara

Interdisciplinary Center (IDC) Herzliya - Arison School of Business, Ben-Gurion University of the Negev - School of Management, Independent and University of Washington - Michael G. Foster School of Business

Downloads 129 (400,812)

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13.

The Contribution of Market Makers to Liquidity and Efficiency of Options Trading in Electronic Markets

Journal of Banking and Finance, Vol. 30, 2006

Number of pages: 16 Posted: 29 Nov 2013

Rafi (Rafael) Eldor, Shmuel Hauser, Batia Pilo and Itzik Shurki

Interdisciplinary Center (IDC) Herzliya - Arison School of Business, Ben-Gurion University of the Negev - School of Management, Israel Securities Authority and Government of the State of Israel - Israel Securities Authority

Downloads 110 (451,552)

Citation 2

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14.

Early Exercise of Foreign Currency Options: Determinants of American Premium and the Critical Exchange Rate

Advances in Futures and Options Research, Vol. 4, pp. 219-236, 1990

Number of pages: 18 Posted: 04 Mar 2008 Last Revised: 08 Oct 2013

Frank J. Fabozzi, Shmuel Hauser and Uzi Yaari

Johns Hopkins University, Ben-Gurion University of the Negev - School of Management and Rutgers University

Downloads 99 (486,357)

Abstract:

15.

Price Discovery during Parallel Stocks and Options Preopening: Information Distortion and Hints of Manipulation

Number of pages: 41 Posted: 15 May 2014 Last Revised: 09 Feb 2018

Shmuel Hauser, Haim Kedar-Levy and Orit Milo

Ben-Gurion University of the Negev - School of Management, Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management and Ben Gurion University of the Negev

Downloads 90 (517,154)

Citation 1

Abstract:

16.

Liquidity Might Come at Cost: The Role of Heterogeneous Preferences

Journal of Financial Markets, Forthcoming

Number of pages: 56 Posted: 21 Feb 2018 Last Revised: 21 Mar 2018

Shmuel Hauser and Haim Kedar-Levy

Ben-Gurion University of the Negev - School of Management and Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management

Downloads 89 (520,775)

Citation 1

Abstract:

17.

Initial Public Offering Discount and Competition

Journal of Law and Economics, Vol. 49, No. 1, pp. 331-351, April 2006

Number of pages: 21 Posted: 07 Dec 2005 Last Revised: 08 Oct 2013

Shmuel Hauser, Uzi Yaari, Yael Tanchuma and Harold Baker

Ben-Gurion University of the Negev - School of Management, Rutgers University, Israel Securities Authority and Affiliation Unknown (Deceased)

Downloads 79 (559,703)

Abstract:

18.

Immunization Strategy for Multinational Fixed-Income Investments

Managing Global Currency Risk, pp. 143-152, 1997

Number of pages: 10 Posted: 24 Feb 2008 Last Revised: 08 Oct 2013

Shmuel Hauser, Azriel Levy and Uzi Yaari

Ben-Gurion University of the Negev - School of Management, Hebrew University of Jerusalem and Rutgers University

Downloads 71 (594,326)

Abstract:

19.

International Transfer of Pricing Information between Dually Listed Stocks

Journal of Financial Research, Vol. 21, No. 2, pp. 139-157, Summer 1998

Number of pages: 19 Posted: 09 Apr 1998 Last Revised: 08 Oct 2013

Shmuel Hauser, Yael Tanchuma and Uzi Yaari

Ben-Gurion University of the Negev - School of Management, Israel Securities Authority and Rutgers University

Downloads 64 (627,771)

Citation 1

Abstract:

20.

Hedging Strategies of Financial Intermediaries: Pricing Options with a Bid-Ask Spread

The Financial Review, Vol. 30, No. 4, pp. 809-822, November 1995

Number of pages: 14 Posted: 19 Feb 2008 Last Revised: 08 Oct 2013

Shmuel Hauser, Azriel Levy and Uzi Yaari

Ben-Gurion University of the Negev - School of Management, Hebrew University of Jerusalem and Rutgers University

Downloads 57 (664,522)

Abstract:

21.

Trading Frequency and Implied Transaction Costs of Foreign Exchange Options

ADVANCES IN FUTURES AND OPTIONS RESEARCH, Vol. 7, pp. 37-45, 1994

Number of pages: 9 Posted: 19 Jul 2001 Last Revised: 08 Oct 2013

Shmuel Hauser, Azriel Levy and Uzi Yaari

Ben-Gurion University of the Negev - School of Management, Hebrew University of Jerusalem and Rutgers University

Downloads 48 (717,884)

Abstract:

22.

International Hedge of Fixed-Income Contracts

Journal of Portfolio Management, Vol. 27, No. 2, pp. 91-100, Winter 2001

Number of pages: 10 Posted: 05 Feb 2008 Last Revised: 08 Oct 2013

Shmuel Hauser, Miron Rozenkranz, Uri Ben-Zion and Uzi Yaari

Ben-Gurion University of the Negev - School of Management, Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management, Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management and Rutgers University

Downloads 47 (724,251)

Abstract:

23.

Efficiency of Price Discovery in Thinly Traded Stocks: Evidence from Dual Listings in Tel Aviv and the OTC

Multinational Finance Journal, Vol. 2, No. 2, p. 133-149, 1998

Number of pages: 17 Posted: 17 Jul 2015

Shmuel Hauser and Azriel Levy

Ben-Gurion University of the Negev - School of Management and Hebrew University of Jerusalem

Downloads 33 (833,272)

Abstract:

24.

Trading Frequency and the Efficiency of Price Discovery in a Non-Dealer Market

European Journal of Finance, Vol. 7, No. 3, pp. 187-197, September 2001

Number of pages: 11 Posted: 30 Jan 2008 Last Revised: 08 Oct 2013

Shmuel Hauser, Azriel Levy and Uzi Yaari

Ben-Gurion University of the Negev - School of Management, Hebrew University of Jerusalem and Rutgers University

Downloads 30 (849,821)

Abstract:

25.

Market Response to Liquidity Improvements: Evidence from Exchange Listings

Financial Review, February 2000

Posted: 01 Feb 2000

Elyas Elyasiani, Shmuel Hauser and Beni Lauterbach

Temple University - Department of Finance, Ben-Gurion University of the Negev - School of Management and Bar-Ilan University - Graduate School of Business Administration

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26.

A Characterization of the Price Behaviour of International Dual Stocks: An Error Correction Approach

Center for Economic Studies Working Paper at University of Munich, Number 104

Posted: 28 Jun 1998

Uri Ben-Zion, Shmuel Hauser and Offer Lieberman

Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management, Ben-Gurion University of the Negev - School of Management and Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management

Abstract:

27.

Contestability and Pay Differential in the Executive Suites

European Financial Management

Posted: 20 Jan 1998

James S. Ang, Shmuel Hauser and Beni Lauterbach

Florida State University, Ben-Gurion University of the Negev - School of Management and Bar-Ilan University - Graduate School of Business Administration

Shmuel Hauser

Ben-Gurion University of the Negev - School of Management

Senior Lecturer

Government of the State of Israel - Israel Securities Authority

Chief Economist

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Scholarly Papers (27)

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