Similar Search Results

The competitive stock market as cartel maker : some examples

Rubinstein, Ariel; Yaari, Menahem E. - 1983

Persistent link: https://www.econbiz.de/10002720167

Richards, Dan - 2017

We use a new data set to examine the equity price impact of announced cartel investigations. Unlike prior research, we … estimate normal returns using the Fama-French (1993) three-factor model. We find that cartel investigation announcements have a … loss is notably less than the estimated present value of profits lost due to cartel termination, implying that cartel …

Persistent link: https://www.econbiz.de/10012970852

Intraday volatility and scaling in high frequency foreign exchange markets

Seemann, Lars; McCauley, Joseph L.; Gunaratne, Gemunu H. - In: International review of financial analysis 20 (2011) 3, pp. 121-126

Persistent link: https://www.econbiz.de/10009295805

Mobility barriers and the value of incumbency

Gilbert, Richard J. - 1989

Persistent link: https://www.econbiz.de/10001488990

Limit-pricing as Bertrand equilibrium

Chowdhury, Prabal Roy - In: Economic theory : official journal of the Society for … 19 (2002) 4, pp. 811-822

Persistent link: https://www.econbiz.de/10001667713

Scaling Up Market Anomalies

Avramov, Doron - 2019

This paper implements momentum among a host of market anomalies. Our investment universe consists of the 15 top (long-leg) and 15 bottom (short-leg) anomaly portfolios. The proposed active strategy buys (sells short) a subset of the top (bottom) anomaly portfolios based on past one-month return....

Persistent link: https://www.econbiz.de/10012903723

Profitability and Stock Returns in Production-Based Asset Pricing with Decreasing Returns to Scale

Balvers, Ronald J. - 2013

Production decisions provide a credible indicator of future costs of capital perceived by corporate insiders and so may forecast future stock returns. We find that, under decreasing returns to scale, investment returns correlate imperfectly with stock returns and that higher profitability and...

Persistent link: https://www.econbiz.de/10013080553

Profitability, value, and stock returns in production‐based asset pricing without frictions

Balversli, Ronald J.; Huang, Dayong - In: Journal of money, credit and banking : JMCB 49 (2017) 7, pp. 1621-1651

Persistent link: https://www.econbiz.de/10011946663

Scaling up market anomalies

Avramov, Doron; Cheng, Si; Schreiber, Amnon; Shemer, Koby - In: The journal of investing 26 (2017) 3, pp. 89-105

Persistent link: https://www.econbiz.de/10011736551

Revealing dynamic intrinsic temporal and spatial scale characteristics of oil price volatility in bubble and non-bubble periods

Chen, Weijia; Huang, Shupei; An, Haizhong - In: Finance research letters 55 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014473286

1
2
3
4
5
6
7
8
9
10
Next
Last