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Cartel detection : is market share volatility a significant indicator?
Geist, Alexander; Blanckenburg, Korbinian von - In: Intereconomics : review of European economic policy 46 (2011) 4, pp. 217-221
In this short paper, cartel behaviour is analysed with respect to the market shares of cartel members. There is some …
Persistent link: https://www.econbiz.de/10010220213
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Cartel detection - is market share volatility a significant indicator?
Geist, Alexander; Blanckenburg, Korbinian von - In: Intereconomics : review of European economic policy 46 (2011) 4, pp. 217-221
Persistent link: https://www.econbiz.de/10009236884
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The effects of advertising, prices and distribution on market share volatility
Vakratsas, Demetrios - In: European journal of operational research : EJOR 187 (2008) 1, pp. 283-293
Persistent link: https://www.econbiz.de/10003769196
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Does off-exchange trading decrease in the presence of uncertainty?
Jurich, Stephen N. - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 201-213
Persistent link: https://www.econbiz.de/10012656285
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Investment, firm-specific uncertainty, and market power in South Africa
Chortareas, Georgios E.; Noikokyris, Emmanouil; Rakeeb, … - In: Economic modelling 96 (2021), pp. 389-395
Persistent link: https://www.econbiz.de/10012745445
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Does market demand volatility facilitate collusion?
Kit, Pong Wong - In: Economic modelling 25 (2008) 4, pp. 696-703
Persistent link: https://www.econbiz.de/10003791261
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Forward trading and collusion of firms in volatile markets
Aichele, Markus - 2014
Commodity markets are characterized by large volumes of forward contracts as well as high volatility. They are often accused of weak competitive pressure. This article extends the existing literature by analyzing tacit collusion of firms, forward trading and volatility simultaneously. The...
Persistent link: https://www.econbiz.de/10010426239
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Collusion with fluctuating exchange rates : a note
Feuerstein, Switgard - In: International journal of the economics of business 11 (2004) 1, pp. 107-116
Persistent link: https://www.econbiz.de/10001990342
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Optimal timing of defections from price-setting cartels in volatile markets
Hassan, Shakill - In: Economic modelling 23 (2006) 5, pp. 792-804
Persistent link: https://www.econbiz.de/10003368362
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Optimal Timing of Defections from Price-Setting Cartels in Volatile Markets
Hassan, Shakill - 2008
We model cartel defection in markets with stochastic demand fluctuations as an investment timing problem. We show that … (i) the optimal timing of cartel defection is pro-cyclical, suggesting higher probability of competitive pricing during …
Persistent link: https://www.econbiz.de/10014225374