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The effect of trading halts on the speed of price discovery

Hauser, Shmuel; Kedar-Levy, Haim; Pilo, Batia; Shurki, … - In: Journal of financial services research : JFSR 29 (2006) 1, pp. 83-99

Persistent link: https://www.econbiz.de/10003284973

The nontradability premium of derivatives contracts

Eldor, Rafi; Hauser, Shmuel; Kahn, Michael; Kamara, Avraham - In: The journal of business : B 79 (2006) 4, pp. 2067-2097

Persistent link: https://www.econbiz.de/10003378537

Trading frequency and the efficiency of price discovery in a non-dealer market

Hauser, Shmuel; Levy, Azriel; Yaari, Uzi - In: The European journal of finance 7 (2001) 3, pp. 187-197

Persistent link: https://www.econbiz.de/10001603500

The impact of minimum trading units on stock value and price volatility

Hauser, Shmuel; Lauterbach, Beni - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 3, pp. 575-589

Persistent link: https://www.econbiz.de/10001794043

Market liquidity : asset pricing, risk, and crises

Amihud, Yakov (contributor); Mendelson, Haim (contributor); … - 2013

This book is about the pricing of liquidity. We present theory and evidence on how liquidity affects securities prices, why liquidity varies over time, how a drop in liquidity leads to a drop in prices, and why liquidity crises create liquidity spirals. The analysis has implications for traders,...