搜索结果: 16-23 共查到“世界经济学 Price”相关记录23条 . 查询时间(0.097 秒)
Procuring Commodities: First Price Sealed Bid or English Auction?
EA constant absolute mark-up constant percentage mark-up strategic best response
2011/4/2
I use laboratory experiments to examine the relative performance of the English auction (EA) and the first price sealed bid auction (FPA) when procuring a commodity. The mean and variance of prices ar...
The Natural Price of Natural Ice in America, 1880-1910
Natural Price of Natural Ice America
2010/10/11
Adam Smith‟s concept of “natural price,” the price of a good's raw materials and labor without producer profit, illustrates the way that many American consumers saw natural ice during the indust...
A Theory for Market Impact: How Order Flow Affects Stock Price
Theory Market Impact Order Flow Affects Stock Price
2010/12/17
It is known that the impact of transactions on stock price (market impact) is a concave function of the size of the order, but there exists little quantitative theory that suggests why this is so. I ...
Consistent price systems and face-lifting pricing under transaction costs
Consistent price systems face-lifting pricing transaction costs
2010/12/17
In markets with transaction costs, consistent price systems play the same role as martingale measures in frictionless markets. We prove that if a continuous price process has conditional full support...
The price of bond and European option on bond without credit risk. Classical look and its quantum extension
price bond European option credit risk Classical look quantum extension
2010/12/17
In this paper we compare two classical one-factor diffusion models which are used to model the term structure of interest rates. One of them is based on the Wiener-Bachelier process while the second o...
Stock price jumps: news and volume play a minor role
Stock price jumps news volume play minor role
2010/12/17
In order to understand the origin of stock price jumps, we cross-correlate high-frequency time series of stock returns with different news feeds. We find that neither idiosyncratic news nor market wid...
Third Country Effects of Price Discrimination: The Case of the Canadian Wheat Board
Price discrimination state trading enterprises trade negotiations
2014/4/11
This study considers whether the major concern with the behaviour of exporting state trading enterprises (STEs) should be the practice of price discrimination. Using a different...
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices
Nonparametric Estimation State-Price Densities Implicit Financial Asset Prices
2014/3/13
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices.