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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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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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Rationing and screening in crowdinvesting-markets
Mäschle, Oliver; Dalvai, Wilfried - 2016
The allocation of shares on crowd-investing-platforms is best described by the phrase "first come, first served". An entrepreneur who sells corporate equity to a "crowd" of investors on such a platform chooses a fixed investment target before the investment period begins. Once the aggregate...
Persistent link: https://www.econbiz.de/10011441481
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Stock returns and disagreement among sell-side analysts
Hobbs, Jeffrey; Kaufman, David L.; Lee, Hei Wei; Vivek Singh - In: The journal of applied business research 34 (2018) 3, pp. 487-495
Persistent link: https://www.econbiz.de/10011889724
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Insider trading, stochastic liquidity, and equilibrium prices
Collin-Dufresne, Pierre; Fos, Vyacheslav - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 4, pp. 1441-1475
Persistent link: https://www.econbiz.de/10011611102
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High frequency trading and fragility
Cespa, Giovanni; Vives, Xavier - 2017
We show that limited dealer participation in the market, coupled with an informational friction resulting from high frequency trading, can induce demand for liquidity to be upward sloping and strategic complementarities in traders' liquidity consumption decisions: traders demand more liquidity...
Persistent link: https://www.econbiz.de/10011637013
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Liquidity and corporate governance
Berglund, Tom - In: Journal of risk and financial management : JRFM 13 (2020) 3/54, pp. 1-9
This paper discusses the relationship between stock market liquidity and corporate governance. Both concepts are widely investigated from different angles in the literature. It is generally agreed that they are related so that better corporate governance implies higher liquidity for shares of...
Persistent link: https://www.econbiz.de/10012174012