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Vertical limit pricing
Semenov, Aggey; Wright, Julian - 2011
Persistent link: https://www.econbiz.de/10009308933
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Shareholder lock-in contracts: share price and trading volume effects at the lock-in expiry
Angenendt, Peter-Paul; Goergen, Marc; Renneboog, Luc - In: Advances in corporate finance and asset pricing : [this …, (pp. 235-275). 2006
Persistent link: https://www.econbiz.de/10003318703
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Shareholder lock-in contracts : share price and trading volume effects at the lock-in expiry
Angenendt, Peter-Paul (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003198131
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Contractual Private Disclosure in Supply Chain and Managerial Learning from Stock Price
Pandey, Vivek - 2023
after suppliers enter a DF contract for the first time, compared to the corresponding change for control firms over the same … measured by return on assets, significantly improves after entering a DF contract, and the improvement is greater for suppliers … notion that suppliers, after entering a DF contract, increase the reliance on private demand forecasts from customers and, in …
Persistent link: https://www.econbiz.de/10014348988
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A stock-flow approach to a general theory of pricing
Pilkington, Philip - 2013
The paper seeks to lay out a stock-flow-based theoretical framework that provides a foundation for a general theory of … properly general theory of pricing that can be applied to any market - whether financial, real, or a real market that has been …
Persistent link: https://www.econbiz.de/10010211946
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The Macroeconomic Announcement Premium and Information Uncertainty
Zhang, Chu - 2020
We investigate the effect of information uncertainty on the macroeconomicannouncement premium of the market return in addition to theeffect of fundamentals uncertainty. We show that the premium issignificant only during low information uncertainty periods, opposite to thecase of fundamentals...
Persistent link: https://www.econbiz.de/10012853622
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Limited Information-Processing Capacity And Asymmetric Stock Correlations
Ceylan, Ozcan - 2016
Through an orthogonalized impulse-response analysis, I studied the relationship between the variance risk premium, market variance and stock correlations in the French stock market from September 2002 through September 2006, using high-frequency data-based measures. Variance risk premium is...
Persistent link: https://www.econbiz.de/10012980987
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Savings Gluts and Financial Fragility
Bolton, Patrick - 2018
Originators produce higher quality assets at a private cost. These assets can either be bought by informed intermediaries or sold in a pool with low quality assets. Savings gluts diminish origination incentives because they compress the spread between the price paid for high quality assets and...
Persistent link: https://www.econbiz.de/10012936410
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Sorting, Selection, and Announcement Returns in Takeover Markets
Kawakami, Kei - 2019
We present a competitive model of takeovers that explains two robust features of the data: target premia and size-dependent bidder returns. Takeovers are driven by complementarity between two factors, non-tradeable "skill" and a tradeable "project". Firms are heterogeneous in both dimensions....
Persistent link: https://www.econbiz.de/10012866320