פרופ' שמואל האוזר

Hauser Shmuel and Levy, K. Haim, "Liquidity Might Come at Cost: The role of Heterogeneous Preferences, Journal of Financial Markets, 2018

Erez Braude, Shmuel Hauser, Zilla Sinuany-SternA, Gideon Oron, "Water Allocation Between the Agricultural and the Municipal Sectors Under Scarcity: A Financial Approach, Water Resources Management, August 2015, pp 3481-3501.

Rafi Eldor, Shmuel Hauser, Yoram Kroll and Sharbel Shoukair, "Financial Markets and Terrorism: The perspective of the two sides of the conflict", Journal of Business Administration Research, 2013.

Shmuel Hauser and Rita Yankilevitz, "The Effect of Dual Listing on Share Prices and Liquidity In the Absence of Registration costs", Journal of Service Science and Management, March, 2011, pp. 337-412.

Eldor, R., S. Hauser and Uzi Yaari, "The Impact of Margin Requirements on the Efficiency of Options Trading", Multinational Finance Journal, 2011.

Dan Elnathan, Ilanit Gavious and Shmuel Hauser, "An Analysis of Private vs. Public Firm Valuations and the Contribution of Financial Experts", The International Journal of Accounting, December, 2010.

Elnathan, D., I. Madar and S. Hauser. "On the added value of firm valuation by financial experts, International Journal of Business and Management, 2009,4(3).

Armin Shmilovici, Yoav Kahiri, Irad Ben-Gal and Shmuel Hauser. "Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm", Computational Economics, 2009, 33(2), pp. 131-154.

Eldor, R., S. Hauser, Abrahm Lioui and R. Melnick, "The Impact of Terrorism and Anti-Terroroism on Financial Markets", 2008.

Hauser, S., R. Yosef, O. Solomon, I. Schohet and Y. Tanchuma., "The Relationship Executive Compensation, Dividend Policy, Performance and Corporate Governance In Closely Held Firms, Journal of Corporate, Ownership and Control, 2007, 4(3), pp. 196-209.

Gershgoren G.G. and S. Hauser, "“Stock Market Reaction To Unexpected Changes in Interest Rates: The Case of Israel", Frontiers in Finance Economics, 2006, 00-00

Eldor R., Hauser S.,Pilo B. and I. Shurki, "The Contribution of Market Makers To the Efficiency of Options Trading in Electronic Exchange", Journal of Banking and Finance , 2006, 00-00.

Eldor R.,Hauser S.,Kahn M. and A. Kamara, "The Non-Tradability Price Premium of Forward Contracts", Journal of Business , 2006.

Hauser S., Levy H.K.,Pilo B. and I. Shurki, "The Effect of Trading Halts on the Efficiency of Price Discovery", Journal of Financial Services Research , 2006, 00-00.

Hauser S.,Yaari U.,Tanchuma Y. and H. Baker, "IPO Under pricing and Competition.” Journal of Law and Economics", Journal of Law and Economics, 2006, 00-00.

Hauser, S. H.K. Levy, B. Pilo and I. Shurki, "The Effect of Trading Halts on the Efficiency of Price Discovery", Journal of Financial Services Research, 2006

Hauser S. and B. Lauterbach, "The Value of Voting Rights To Majority Shareholders: Evidence from Dual Class Unifications", Review of Financial Studies, 2004.

Shmilovici A., Brimer Y.A. and S. Hauser, "Using a Stochastic Complexity Measure To Check the Efficient Market Hypothesis", Computational Economics, 2003, 0-0.

Hauser S., Kraizberg E. and R. Dahan, "Price Behavior and Insider Trading Around Seasoned Equity Offerings: The Case of Majority-Owned Firms", Journal of Corporate Finance 9(2), 2003, 183-199.

Hauser S. and B. Lauterbach, "The Impact of Minimum-Trading Units on Stock Value and Price Volatility", Journal of Financial and Quantitative Analysis, 2003.

Amihud Y., Hauser S. and A. Kirsh, "Adverse Selection and Cascades in IPOs: Evidence From Israel", Journal of Financial Economics 68(1), 2003, 137-158.

Hauser S., Levy A. and U. Yaari, "Trading Frequency and The Efficiency of Price Discovery in A Non-Dealer Market", European Journal of Finance, 2001, 0-0.

Hauser S., Galai D. and C. N. Bagley, "Predicting the Value of Foreign Currency Call Options with Constant Elasticity of Variance Diffusion Process", International Review of Financial, 1992, 225-236.

Brenner M., Eldor R. and S. Hauser, "The Price of Options Illiquidity", Journal of Finance 56(2), 2001, 791-807.

Ben-Zion U., Hauser S., Rozenkranz M. and U. Yaari, "Immunization Strategies For Multinational Firms", Journal of Portfolio Management, 2001, 0-0.

Elyasiani E., Hauser S. and B. Lauterbach, "Market Response To Liquidity Improvements: Evidence From Exchange Listings", Financial Review 35 (1), 2000, 0-0.

Barnea A., Hauser S., Solgenick E. and A. Schechter, "Accounting Performance Measures and Stock Returns: An Empirical Investigation", The Economic Quarterly, 2000, 0-0, Hebrew.

Lieberman O., Ben-Zion U. and S. Hauser, "A Characterization of the Price Behavior of International Dual Stocks: An Error Correction Approach", Journal of International Money and Finance, 18(2), 1999, 289-304.

Hauser S. and A. Levy, "Discrete Vs. Continuous Trading: Testing the Efficiency of Price Discovery in Thinly Traded Stocks", Multinational Finance Journal 2(2), 1999, 133-150.

Choi J.J., Hauser S. and K. Kopecky, "Predicting Real Activity with Stock Price Movements: Evidence From the G-7 Countries", Journal of Banking and Finance, 23 (12), 1999, 1771-1792.

Hauser, S. and J. Dilevsky, “Dividend Policy, Management Compensation and Ownership Structure: Empirical Evidence from the Tel Aviv Stock Exchange”. Emerging Markets and Investments, edited by J.J. Choi and J. Doukas, Greenwood Publishing Group. 1998

Hauser S.,Tanchuma Y. and U. Yaari, "International Transfer of Pricing Information Between International Dually-Listed Stocks", Journal of Financial Research , 1998, 139-157.

Ang J., Hauser S. and B. Lauterbach, "Contestability and Pay Differential in Executive Suites", European Financial Management, 1998, 0-0.

Hauser, S., A. Levy and Y. Yaari, "Fixed-Income Immunization Strategy for Multinational Firms". FX: Managing Global Currency Risk, edited by Gary Klopfenstein, The Glenlake Company Ltd. 1997.

Hauser S. and B. Lauterbach, "Warrant Pricing with the Constant Elasticity of Variance Model and the Longstaff's Extended Writer Option Model", Financial Analyst Journal, 1997, 55-61.

Hauser S. and B. Lauterbach, "Tests of Warrant Pricing Models: The Trading Profits Perspective", The Journal of Derivatives, 4, 1997, 71-79.

Ang J., Hauser S. and B. Lauterbach, "Top Executive Compensation Under Alternative Ownership and Governance Structures: The Case of Israeli Firms", Advances in Financial Economics, 1997, 0-0.

Hauser S. and A. Levy, "Pricing of Foreign Exchange Options with Transaction Costs: The Choice of Trading Interval", International Review of Financial Analysis, 5, 1996, 145-160.

Ben-Zion U., Choi J.J. and S. Hauser, "The Causality Between Country Funds and Stock Price Indices: The Case of Germany, Japan, U.K. and U.S. Capital Markets", Journal of Business Finance and Accounting 23, 1996, 1005-1017.

Hauser S. and B. Lauterbach, "Empirical Tests on the Longstaff's Extended Writer Option", Journal of Empirical Finance 3, 1996, 1-14.

Hauser S. and A. Levy, "Return and Risk in Initial Public Offerings of Units Including Both Shares and Warrants", Review of Financial and Quantitative Analysis 7, 1996, 29-43.

Hauser S., Levy A. and U. Yaari, "Hedging Strategies of Financial Intermediaries: Pricing Options with A Bid-Ask Spread", Financial Review 30, 1995, 809-822.

Hauser S., "The Relationship Between The Behavior of Securities Markets and Real Economic Activity in Small Markets: The Israeli Experience", The International Journal of Finance 7, 1995, 1227-1239.

Hauser S., Marcus M. and U. Yaari, "Investment in Emerging Markets: Is It Worthwhile Hedging Foreign Exchange Risk", Journal of Portfolio Management, 20, 1994, 99-115.

Hauser S., Levy A. and U. Yaari, "Trading Frequency and Implied Transaction Costs of Foreign Exchange Options", Advances in Futures and Options Research, 7 , 1994, 37-45.

Hauser S. and L. Hanes, "The Effect of Inter-relationship Between Underwriter and Issuer on the Results of Public Offerings", The Economic Quarterly, (Hebrew), 1, 1994, 99-115.

Gizbar S. and S. Hauser, "Executive Compensation Policy, Performance and Ownership Structure In Israel", The Economic Quarterly (Hebrew) 3, 1993, 413-445.

Choi J.J. and S. Hauser, "The Value of Forward Contract on Foreign Exchange In a Continuous-Time Option Theoretic Framework", Research in Finance, 12, 1995, 203-216.

Hauser S. and A. Levy, "The Effect of Exchange Rate and Interest Rate Risk on International Currency and Fixed Income Security Allocation", Journal of Economics and Business, 45, 1991, 375-388.

Hauser S. and A. Levy, "Optimal Forward Coverage in International Fixed-Income Portfolios", Journal of Portfolio Management, 17, 1990, 54-59.

Choi J.J. and S. Hauser, "The Effects of Domestic and Foreign Yield Curves on the Value of Currency American Call Options", Journal of Banking and Finance, 14, 1990, 41-53.

Hauser S., Fabozzi F. and U. Yaari, "Early Exercise of Foreign Currency Options: Determinants of American Premium and the Critical Exchange Rate", Advances in Futures and Options Research, JAI Press, 4, 1990, 219-236.

Choi J.J. and S. Hauser, "The Value of Foreign Currency Options and the Term Structure of Interest Rates", Recent Developments in International Banking and Finance, 3, 1989, 149-158.