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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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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 (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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Do investors learn about analyst accuracy?
Chang, Charles (contributor); Daouk, Hazem (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003792919
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Asset return dynamics under alternative learning schemes
Catanese, Elena; Consiglio, Andrea; Lacagnina, Valerio; … - In: Artificial economics : the generative method in …, (pp. 211-222). 2009
Persistent link: https://www.econbiz.de/10003889507
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The dynamics of quote prices in an artificial financial market with learning effects
Consiglio, Andrea; Lacagnina, Valerio; Russino, Annalisa - In: Advances in artificial economics : the economy as a …, (pp. 63-75). 2006
Persistent link: https://www.econbiz.de/10003480699
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Simple forecasts and paradigm shifts
Hong, Harrison G.; Stein, Jeremy C.; Yu, Jialin - In: The journal of finance : the journal of the American … 62 (2007) 3, pp. 1207-1242
Persistent link: https://www.econbiz.de/10003477342
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Price adjustment to news with uncertain precision
Hautsch, Nikolaus (contributor); Hess, Dieter (contributor);  … - 2008
Bayesian learning provides a core concept of information processing in financial markets. Typically it is assumed that market participants perfectly know the quality of released news. However, in practice, news' precision is rarely disclosed. Therefore, we extend standard Bayesian learning...
Persistent link: https://www.econbiz.de/10003693046