Showing 461 - 470 of 480
Persistent link: https://www.econbiz.de/10000082874
Persistent link: https://www.econbiz.de/10000082875
Persistent link: https://www.econbiz.de/10000123779
Persistent link: https://www.econbiz.de/10008277240
Persistent link: https://www.econbiz.de/10008882461
Persistent link: https://www.econbiz.de/10007325785
Persistent link: https://www.econbiz.de/10007630413
Persistent link: https://www.econbiz.de/10006767526
The Panzar-Rosse model is a widely applied method to assess competitive conduct. In particular, it has been extensively used to analyze the competitive climate in the banking industry. To correct for differences in firm size, many empirical papers estimate a Panzar-Rosse revenue function with...
Persistent link: https://www.econbiz.de/10013039358
This paper tests the random walk hypothesis and weak form market efficiency in the VIX futures market using a variety of tests. A unit root in the aggregated market price series suggests that the VIX futures market is efficient. For the individual VIX futures price series, 51 of 54 futures...
Persistent link: https://www.econbiz.de/10013138661