Purpose The purpose of this paper is to examine the effect of trading volume and open interest on volatility of futures … effect on the volatility of futures markets but the direction of this effect depends on the type of contract, and there is … evidence of a positive contemporaneous relationship between trading volume and futures volatility for all futures contracts …

to return regime uncertainty increases the understanding of asset pricing. It also has important implications for asset …

pricing collusion among one another, we show that having a very strong store brand can hurt the retailer by increasing the …

this paper, we consider the use of promotion-free (PF) retail pricing by stores selling durable products, where PF pricing …. Further, we show that a store can follow a PF pricing strategy in equilibrium, when competing with another store following a … PF pricing or a promotional pricing strategy, and we characterize the conditions that support each type of equilibrium …

We study the relationship between pricing and advertising decisions in a distribution channel where national brands are … marketplace. In particular, we find that advertising that expands the national brands' sales gives pricing power to manufacturers …

prices for unfamiliar food with a high functional risk. This paper describes how Pay-What-You-Want (PWYW), a new pricing …

Purpose – The purpose of this paper is to develop an option pricing model applicable to US options. The lognormality … assumption that has typically been imposed with past binomial and trinomial option pricing models is relaxed. The relaxed lattice … model is then used to determine skewness and kurtosis of distributions of futures prices implied from option prices. Design …

, from the perspective of the reinsurer, through the development of a scientific pricing framework. Design … more conservative, and provides a more scientific approach to enhance the reinsurance pricing. Research limitations … to enhance the reinsurance pricing framework.  …

model shows promising benefits of applying a dynamic pricing policy and obtains the optimal ordering decision in respects of … method how to use RFID for pricing and making ordering decision.  …