| Allocations, adverse selection, and cascades in IPOs: Evidence from the Tel Aviv Stock Exchange Y Amihud, S Hauser, A Kirsh Journal of Financial Economics 68 (1), 137-158, 2003 | 326 | 2003 |
| Does the stock market predict real activity? Time series evidence from the G-7 countries JJ Choi, S Hauser, KJ Kopecky Journal of Banking & Finance 23 (12), 1771-1792, 1999 | 258 | 1999 |
| The price of options illiquidity M Brenner, R Eldor, S Hauser The Journal of Finance 56 (2), 789-805, 2001 | 171 | 2001 |
| The value of voting rights to majority shareholders: Evidence from dual-class stock unifications S Hauser, B Lauterbach Review of Financial Studies 17 (4), 1167-1184, 2004 | 148 | 2004 |
| A characterization of the price behavior of international dual stocks: an error correction approach O Lieberman, U Ben-Zion, S Hauser Journal of International Money and Finance 18 (2), 289-304, 1999 | 124 | 1999 |
| Market response to liquidity improvements: Evidence from exchange listings E Elyasiani, S Hauser, B Lauterbach Financial Review 35 (1), 1-14, 2000 | 91 | 2000 |
| The price linkages between country funds and national stock markets: Evidence from cointegration and causality tests of Germany, Japan and UK funds U Ben‐Zion, JJ Choi, S Hauser Journal of Business Finance & Accounting 23 (7), 1005-1017, 1996 | 77 | 1996 |
| International transfer of pricing information between dually listed stocks S Hauser, Y Tanchuma, U Yaari Journal of Financial Research 21 (2), 139-157, 1998 | 73 | 1998 |
| Investing in emerging stock markets: Is it worthwhile hedging foreign exchange risk? S Hauser, M Marcus, U Yaari Journal of Portfolio Management 20 (3), 76-81, 1994 | 73 | 1994 |
| The relative performance of five alternative warrant pricing models S Hauser, B Lauterbach Financial Analysts Journal 53 (1), 55-61, 1997 | 66 | 1997 |
| Using a stochastic complexity measure to check the efficient market hypothesis A Shmilovici, Y Alon-Brimer, S Hauser Computational Economics 22 (2-3), 273-284, 2003 | 50 | 2003 |
| The contribution of market makers to liquidity and efficiency of options trading in electronic markets R Eldor, S Hauser, B Pilo, I Shurki Journal of Banking & Finance 30 (7), 2025-2040, 2006 | 49 | 2006 |
| The impact of minimum trading units on stock value and price volatility S Hauser, B Lauterbach Journal of Financial and Quantitative Analysis 38 (3), 575-589, 2003 | 48 | 2003 |
| An analysis of private versus public firm valuations and the contribution of financial experts D Elnathan, I Gavious, S Hauser The International Journal of Accounting 45 (4), 387-412, 2010 | 45 | 2010 |
| Price behavior and insider trading around seasoned equity offerings: the case of majority-owned firms S Hauser, E Kraizberg, R Dahan Journal of Corporate Finance 9 (2), 183-199, 2003 | 42 | 2003 |
| Measuring the efficiency of the intraday forex market with a universal data compression algorithm A Shmilovici, Y Kahiri, I Ben-Gal, S Hauser Computational Economics 33, 131-154, 2009 | 41 | 2009 |
| Contestability and pay differential in the executive suites JS Ang, S Hauser, B Lauterbach European Financial Management 4 (3), 335-360, 1998 | 33 | 1998 |
| The effects of randomizing the opening time on the performance of a stock market under stress S Hauser, A Kamara, I Shurki Journal of Financial Markets 15 (4), 392-415, 2012 | 31 | 2012 |
| The effect of trading halts on the speed of price discovery S Hauser, H Kedar-Levy, B Pilo, I Shurki Journal of Financial Services Research 29, 83-99, 2006 | 31 | 2006 |
| Tests of warrant pricing models: the trading profits perspective S Hauser, B Lauterbach The Journal of Derivatives 4 (2), 71-79, 1996 | 29 | 1996 |
