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Integração espacial de mercados na presença de custos de transação: um estudo para o mercado de boi gordo em Minas Gerais e São Paulo
Mattos, Leonardo Bornacki de; Lima, Joao Eustaquio de; … - 2009
August 2005. The results indicated the presence ofthreshold cointegration implying that transaction costs have important …
Persistent link: https://www.econbiz.de/10009446919
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A Comparison of Measures of Hedging Effectiveness: A Case Study using the Australian All Ordinaries Share Price Index Futures Contract
Brailsford, Tim; Corrigan, K; Heaney, R.A - 2000
Several techniques to assess the effectiveness of a hedge have been suggested in the literature. While these techniques hold theoretical appeal, there is little empirical evidence as to their effectiveness. This paper provides an empirical comparison of three measures of hedge effectiveness in...
Persistent link: https://www.econbiz.de/10009451292
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Stock and index futures trading behaviour of individual and institutional investors
Goodfellow, Christiane - 2008
Diese Dissertation liefert empirische Evidenz zum Investitionsverhalten von Privatanlegern. Es wird oft angenommen, dass Privatanleger schlechter informiert sind und deshalb weniger rational handeln als institutionelle Investoren. Die empirischen Befunde sind jedoch gemischt. Während der...
Persistent link: https://www.econbiz.de/10009454732
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Beiträge zur Analyse von Finanzmarktmodellen mit Transaktionskosten
Claas Prelle - 2007
anfallende Kosten berücksichtigen, sogenannte Transaktionskosten. Zentrales Thema ist dabei ein Portfoliooptimierungsproblem in … Transaktionskosten geeignet sind, um Arbitragemöglichkeiten aus Finanzmarktmodellen zu eliminieren. Es wird gezeigt, daß hierzu für eine … große Klasse von Preisprozessen bereits die Berücksichtigung beliebig kleiner und rein proportionaler Transaktionskosten …
Persistent link: https://www.econbiz.de/10009429000
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Price discovery and volatility spillovers in index futures markets: Some evidence from Mexico
Zhong, Maosen; Darrat, Ali F.; Otero, Rafael - 2004
that also incorporates possible cointegration between the futures and spot markets. The evidence supports both hypotheses …
Persistent link: https://www.econbiz.de/10009448857
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Abhängigkeit in Geschäftsbeziehungen
Iwohn, Andrei - 1997
ökonomischen wie auch nicht-ökonomischen Modelle wird die mikroökonomische Theorie der Insitutionenökonomik, hier insbesondere des … surveying the transaction cost theory.// With alteration of mass production of standardised products into assembly of highly …
Persistent link: https://www.econbiz.de/10009467182
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Transaction cost-theory based investigation of the space management in supermarkets
Vogler, Thomas - 2006
Im traditionellen Lebensmittel-Supermarkt stellt die Verkaufsfläche neben dem Personal wohl den wichtigsten Leistungsfaktor dar. Dieser Faktor ist aber mit hohen fixen Kosten belastet. Ein Ziel von Lebensmitteleinzelhandelsunternehmen ist, den Ertrag auf der bestehenden Verkaufsfläche zu...
Persistent link: https://www.econbiz.de/10009448913
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Dynamics on real estate and emerging markets
Schätz, Alexander - 2009
While much attention has focused on the modelling of the interdependencies between key aggregates and stock indices in industrialised countries, this thesis is focused on investments in emerging markets and real estate – two research branches that have up to now not been investigated to a...
Persistent link: https://www.econbiz.de/10009450173
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Contributions to Intertemporal Models in Financial Economics
Gopalan, Ramu - 2008
portfolio restrictions, there is a need to differentiate individual arbitrage opportunities from those at the aggregate level …), this difference in the notion of arbitrage at the individual level and the aggregate level is characterized. Extending the … 2-date result of Hens et al., we show that generically there will be some arbitrage opportunities that remain …
Persistent link: https://www.econbiz.de/10009430929