Abstract The goal is to investigate the dynamics of banks’ share prices and related financials that lead potential disruptions credit economy. We adopt a classic macroeconomic equilibrium model with households, banks, non-financial companies explain both market valuations endogenous debt constraints in terms risk. Heterogeneous ranging from cycles chaos are illustrated. Deposits equity proven b...

The internet provides information media and social media for online consumers to seek information on the websites and opinions from other consumers. This study examined how the three dimensions of interactivity (control, communication direction, and synchronicity) affected users’ online information seeking process. Particularly, this study assessed how cognitive involvement and perceived social...

this study analyzed the performance of cabbage marketing in abia state, nigeria. specifically the study sought to: describe socio-economic characteristics of cabbage marketers; identify marketing channels of cabbage; determine marketing cost components of cabbage marketers; determine marketing margins, market share and marketing efficiency of cabbage marketers; and determine socio-economic fact...

This note clarifies the relation between two competing definitions of the contribution to price discovery in market microstructure models: (i) the information share and (ii) the common factor component weight. It is demonstrated that the two measures are closely related, but that only the information share takes into account the variability of the innovations in each market’s price.

I propose a market based on a single load-following product in which each supplier bids to serve its desired share of the Colombia regulated load. Thus, a supplier that wins a 10% share at auction has an obligation to serve 10% of the actual regulated load in every hour of the commitment period. The supplier is paid the MOR clearing price for every MWh of energy supplied. Deviations between the...

Consignment contracts have been widely employed in many industries. Under such contracts, items are sold at a retailer’s but the supplier retains the full ownership of the inventory until purchased by consumers; the supplier collects payment from the retailer based on actual units sold. We investigate how competition among retailers influences the supply chain decisions and profits under differ...

Timeliness of share price discovery is the speed at which value-relevant, private information is released and reflected in a firm‟s share price. As shareholder litigation is a common occurrence in the United States, it could affect the speed at which price discovery occurs. Managers can be personally named in securities class action litigation, and the choice to disclose information to the mark...

This paper compares the synchronicity of individual stock returns in different countries. For the US, Morck et al (2000) and Campbell et al (2001) show that the US in the post war period experienced an increase in firm specific stock return variations and thus a reduction in synchronicity. We show that a similar international trend, albeit weaker, is visible for many countries. Using both regre...

This paper compares the synchronicity of individual stock returns in different countries. For the US, Morck et al (2000) and Campbell et al (2001) show that the US in the post war period experienced an increase in firm specific stock return variations and thus a reduction in synchronicity. We show that a similar international trend, albeit weaker, is visible for many countries. Using both regre...