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The competitive stock market as cartel maker : some examples
Rubinstein, Ariel; Yaari, Menahem E. - 1983
Persistent link: https://www.econbiz.de/10002720167
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Equity Prices and Cartel Activity
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
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Does venture capital syndication spur employment growth and shareholder value? : evidence from German IPO data
Lehmann, Erik (contributor) - 2004
Persistent link: https://www.econbiz.de/10003459607
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Equity prices and cartel activity
Richards, Daniel Jay; Yuan, Heng; Bianconi, Marcelo - 2015
Persistent link: https://www.econbiz.de/10011406624
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Does venture capital syndication spur employment growth and shareholder value? : Evidence from German IPO data
Lehmann, Erik (contributor) - 2004
This study examines empirically the syndication of equity by multiple venture capitalists in Germany. Following the literature, there are mainly two competing views as to why venture capitalists syndicate investments. First, syndication can be viewed as a means of risk-sharing. Second, venture...
Persistent link: https://www.econbiz.de/10002123458
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Does venture capital syndication spur employment growth and shareholder value? Evidence from German IPO data
Lehmann, Erik - In: Small business economics : an entrepreneurship journal 26 (2006) 5, pp. 455-464
Persistent link: https://www.econbiz.de/10003361324
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Bubbles and incentives : an experiment on asset markets
Robin, Stéphane; Strážnická, Kateřina; Villeval, … - In: Economic and political studies : EPS 9 (2021) 1, pp. 68-89
Persistent link: https://www.econbiz.de/10012513702
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Literature review of experimental asset markets with insiders
Merl, Robert - 2021
Persistent link: https://www.econbiz.de/10012631994
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Does risk sorting explain bubbles?
Kiss, Hubert J.; Kóczy, László Á.; Pintér, Ágnes; … - 2019
A recent stream of experimental economics literature studies the factors that contribute to the emergence of financial bubbles. We consider a setting where participants sorted according to their degree of risk aversion trade in experimental asset markets. We show that risk sorting is able to...
Persistent link: https://www.econbiz.de/10012016397
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Theoretical and experimental evidence on stock market volatilities : a two-phase flow model
Wang, Limin; Xu, Yingying; Salem, Sultan - In: Economic research 34 (2021) 1,3, pp. 3245-3269
Persistent link: https://www.econbiz.de/10014233517