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Relative prices and electronic substitution: Changes in household-level demand for postal delivery services from 1986 to 2004
United States Postal Service Relative prices
2015/7/31
This paper quantifies the extent to which the shift in the aggregate household-level demand for postal
delivery services can be attributed to the appearance of alternative modes of communication vers...
Organizational Prospects,Influence Costs and Ownership Changes
Organizational Prospects Influence Costs Ownership Changes
2015/7/21
Organizational Prospects,Influence Costs and Ownership Changes.
Studies of the limit order book around large price changes
limit order book large price changes
2010/10/29
We study the dynamics of the limit order book of liquid stocks after experiencing large intra-day price changes. In the data we find large variations in several microscopical measures, e.g., the volat...