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Information and inventories in high-frequency trading

Muhle-Karbe, Johannes; Webster, Kevin - 2015

We study how short-term informational advantages can be monetized in a high-frequency setting, when large inventories are explicitly penalized. We find that if most of the additional information is revealed regardless of the high-frequency traders' actions, then fast inventory management allows...

Persistent link: https://www.econbiz.de/10011412266

Inventories as an asset : the volatility of copper prices

Bresnahan, Timothy F.; Suslow, Valerie Y. - In: International economic review 26 (1985) 2, pp. 409-424

Persistent link: https://www.econbiz.de/10001943873

Optimal procurement and inventory control in volatile commodity markets : advances in stochastic and data-driven optimization

Mandl, Christian - 2019

Persistent link: https://www.econbiz.de/10012104904

Centralized versus Decentralized Inventory Control in Supply Chains and the Bullwhip Effect

Zhan, Qu; Raff, Horst - 2017

This paper constructs a model of a supply chain to examine how demand volatility is passed upstream through the chain …

Persistent link: https://www.econbiz.de/10011736756

Risk management through financial hedging in inventory systems with stochastic price processes

Canyakmaz, Caner; Özekici, Süleyman; Karaesmen, Fikri - In: International journal of production economics 270 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10015049188

Export decision under risk

Sousa, José de; Disdier, Anne-Célia; Gaigné, Carl - 2016

Using firm and industry data, we establish two facts: (i) Uncertainty about demand conditions not only reduces export … of export shares from the most to the least productive incumbents. Greater skewness of the demand distribution and …

Persistent link: https://www.econbiz.de/10011547934