نتایج جستجو برای: temporary price impact and
تعداد نتایج: 16966906 فیلتر نتایج به سال:
In a laboratory experiment, we investigate the impact of temporary buy-options on efficiency, revenues, and bidding behavior in online proxy-auctions when bidders have independent private valuations. We show that the introduction of a buy-option reduces efficiency and at the same time fails to enhance revenues. In particular, we observe that the former presence of a temporary buy-option lowers ...
Managing pricing is a challenging task due to the significant impact on shares and the likelihood of strong consumer and competitor reaction. The major contributions of this paper are to assess comprehensive share response to temporary, evolving and structural changes in prices and to determine the level of market share as a function of levels of prices. For the empirical analysis, we examine t...
abstract this study aimed at investigating the impact of etymology strategy instruction on the development of vocabulary of iranian intermediate efl learners. etymology, knowledge of origin of words, roots, and affixes, has proved to be a controversial issue and a question of long debate with regard to its impact on the process of vocabulary learning. this study employed etymology strategy in ...
this study focuses on jane austens representation of her heroines in two of her novels: pride and prejudice, and mansfield park. i have concentrated only on a single idea: how jane austen takes her heroines through a course of psychogical reformation to which almost everything else in her novel is subsidiary. although i have discussed only pride and prejudice, we can trace austens carefully pla...
abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...
price fairness and price satisfaction is one the most important fields in pricing and also in customer satisfaction. in this research, first the dimensions of price fairness, price satisfaction, customer satisfaction, and customer loyalty are extracted from marketing literature, then five hypotheses are developed. in proposed model, price fairness has direct impact on price satisfaction, custom...
Large institutional investors dominate many financial markets. This paper develops a consumption-based model of markets in which all institutional traders recognize their impact on prices. Bilateral (buyer and seller) market power changes efficiency and arbitrage properties of equilibrium. Predictions match temporary and permanent price effects of supply shocks, order breakup, limits to arbitra...
the application of a comprehensive model of communicative language ability (cla) to language teaching and testing has always been an imperative in l2 education since hymess proposal of communicative competence in the 1970s. recent l2 research has clearly underscored the importance of sufficient pragmatics representation as an essential component of cla in pedagogical and testing practices in l2...
We analyze the problem of an investor who needs to unwind a portfolio in the face of recurring and uncertain liquidity needs, with a model that accounts for both permanent and temporary price impact of trading. We first show that a risk-neutral investor who myopically deleverages his position to meet an immediate need for cash always prefers to sell more liquid assets. If the investor faces the...
We consider the problem of dynamically trading a security over a finite time horizon. We assume that a trader has a “safe price” for the security, which is the highest price that the trader is willing to pay for this security in each time period. A trader’s order has both temporary (short term) and permanent (long term) impact on the security price and the security price may increase after the ...
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