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Moderating Factors of Immediate, Gross, and Net Cross-Brand Effects of Price Promotions
Horváth, Csilla; Fok, Dennis - In: Marketing Science 32 (2013) 1, pp. 127-152
national brand asymmetry) appear jointly in the second layer of a pooled HB-VEC-VARX model, together with brand- and category …. National brand/private label asymmetry has the strongest influence on the cross-price promotional effects and becomes …
Persistent link: https://www.econbiz.de/10010990381
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Moderating Factors of Immediate, Dynamic, and Long-run Cross-Price Effects
Horváth, C.; Fok, D. - Erasmus Research Institute of Management (ERIM), ERIM … - 2008
In this article the authors describe their comprehensive analysis of moderating factors of cross-brand effects of price changes and contribute to the literature in five major ways. (1) They consider an extensive set of potential variables influencing cross-brand effects of price changes. (2)...
Persistent link: https://www.econbiz.de/10005288555
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Conditional Downside Risk and the CAPM
Vliet, Pim van; Post, Post, G.T. - Erasmus Research Institute of Management (ERIM), … - 2004
The mean-semivariance CAPM strongly outperforms the traditional mean-variance CAPM in terms of its ability to explain the cross-section of US stock returns. If regular beta is replaced by downside beta, the traditional risk-return relationship is restored. The downside betas of low-beta stocks...
Persistent link: https://www.econbiz.de/10010837607
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Testing for business cycle asymmetries based on autoregressions with a Markov-switching intercept
Knüppel, Malte - 2004
In this paper, we investigate the implications of the two concepts of asymmetry defined by Sichel (1993) - deepness and …
Persistent link: https://www.econbiz.de/10010295668
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The stock return-inflation puzzle and the asymmetric causality in stock returns, inflation and real activity
Kim, Jeong-Ryeol - 2003
In this paper, we use a modified concept of Granger-(non)causality in reconsidering the negative correlation between stock returns and inflation known in the literature as stock return-inflation puzzle. Based on the quarterly data for Germany including stock returns, inflation rates and growth...
Persistent link: https://www.econbiz.de/10010295749
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Can capacity constraints explain asymmetries
Knüppel, Malte - 2008
In this paper, we investigate the ability of a modified RBC model to reproduce asymmetries observed for macroeconomic variables over the business cycle. In order to replicate the empirical skewness of major U.S. macroeconomic variables, we introduce a capacity constraint into an otherwise...
Persistent link: https://www.econbiz.de/10010295873
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(S,s) pricing: Does the heterogeneity wipe out the asymmetry on micro level?
Babutsidze, Zakaria - 2010
This paper presents a model of asymmetric (S,s) pricing. We investigate whether the asymmetry on micro level is carried … conclude that the first type of asymmetry can be attributed to the differences in adjustment bands and that heterogeneity … softens this effect. The second type of asymmetry is the result of pricing behavior, thus of agent heterogeneity itself. …
Persistent link: https://www.econbiz.de/10010300701
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Forging a Global Environmental Agreement through Trade Sanctions on Free Riders?
Eichner, Thomas; Pethig, Rüdiger - 2015
on the degree of asymmetry and other parameters. On some subset of parameters, the embargo stabilizes the otherwise …
Persistent link: https://www.econbiz.de/10011307070
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Rockets and feathers meet Joseph: Reinvestigating the oil-gasoline asymmetry on the international markets
Kristoufek, Ladislav; Lunackova, Petra - 2015
troublesome and we introduce two new tests to investigate possible asymmetry in the price adjustment to equilibrium under these … asymmetry. The proposed methodology is not limited to the gasoline and crude oil case but it can be utilized for any asymmetric …
Persistent link: https://www.econbiz.de/10011340635
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Strategic disclosure of demand information by duopolists: Theory and experiment
Jansen, Jos; Pollak, Andreas - 2015
We study the strategic disclosure of demand information and product-market strategies of duopolists. In a setting where both firms receive information with some probability, we show that firms selectively disclose information in equilibrium in order to influence their competitor´s...
Persistent link: https://www.econbiz.de/10011348185