Physical space and long-tail markets
نویسندگان
چکیده
منابع مشابه
Shelf space strategy in long-tail markets
The Internet is known to have had a powerful impact on on-line retailer strategies in markets characterised by long-tail distribution of sales [1]. Such retailers can exploit the long tail of the market, since they are effectively without physical limit on the number of choices on offer. Here we examine two extensions of this phenomenon. First, we introduce turnover into the long-tail distribut...
متن کاملSearch Costs , Demand Structure and Long Tail in Electronic Markets : Theory and Evidence
1. Introduction An important advantage that internet channels posit over physical markets is a reduction in search costs for prices. The reduction in search cost has rekindled interests in examining the Law of One Price (Brynjolfsson and Smith 2000). Empirical evidence shows that firms have been able to maintain their pricing power and there is significant price dispersion online (Brynjolfsson ...
متن کاملMusic Recommendation and Discovery - The Long Tail, Long Fail, and Long Play in the Digital Music Space
Music recommendation and discovery the long tail long fail and long play in the digital music space an analysis and history of inflationrelated what there is to say we have said the correspondence of eudora welty and william maxwell hardcover by eudora weltrelated free microeconomics and behavior 8th edition solutionsrelated music recommendation and discovery the long tail long fail and long pl...
متن کاملThe tail risk of emerging stock markets
Article history: Received 7 August 2009 Received in revised form 10 September 2009 Accepted 10 September 2009 Available online 19 September 2009 We investigate tail risk in emerging stock markets at the country, regional and world levels, by comparing the investable and noninvestable segments in terms of the expected shortfall of standardized returns and tail dependence on the world market. Emp...
متن کاملTail Risk in Fixed-Income Markets∗
The importance of tail risk for asset pricing has been widely recognized in the literature, but its empirical investigations rest in equity markets mostly. We construct a model-free measure of tail risk for fixedincome markets using a proprietary dataset of swaptions, denoted as TAIL, which captures the price of insuring against extreme movements in interest rate swap rates. We show that TAIL c...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Physica A: Statistical Mechanics and its Applications
سال: 2009
ISSN: 0378-4371
DOI: 10.1016/j.physa.2008.11.009