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Asymmetric price adjustment in the small

Chen, Haipeng; Levy, Daniel C.; Ray, Sourav; Bergen, Mark - In: Journal of monetary economics 55 (2008) 4, pp. 728-737

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Asymmetric price adjustment in the small

Levy, Daniel C.; Chen, Haipeng; Ray, Sourav; Bergen, Mark - 2007

Analyzing a large weekly retail transaction price dataset, we uncover a surprising regularity small price increases occur more frequently than small price decreases for price changes of up to about 10 cents, while there is no such asymmetry for larger price changes. The asymmetry holds for the...