The study attempts to find out the impact of buyback announcement on share price. Paired sample T-test is employed to compare share price before and after the buyback announcement. The analysis of variance is also used to find out whether there is any significant difference among industries in the price change due to buyback announcement. The study is carried out from 1st January 2005 to 31st D...

In this paper we discuss the optimal liquidation over a finite time horizon until the exit time. The drift and diffusion terms of the asset price are general functions depending on all variables including control and market regime. There is also a local nonlinear transaction cost associated to the liquidation. The model deals with both the permanent impact and the temporary impact in a regime s...

factors influencing price fairness and its impact on consumer behavior is one of the most important topics in pricing which can have significant impact on consumers in their attitude toward the organization. in this paper, the impact of price fairness on loyalty, willingness to pay and complain and revenge intention of customers in internet access services industry has been tested. the data hav...

this study investigated the factors influencing the decision to plant almonds in the saman region of chaharmahal-bakhtiari province in central iran through conducting an economic survey in 2005. using portfolio investment theory and econometric model esti-mation (shively, 1998), this paper identifies the most important factors influencing the in-dividual farmer’s decision concerning the number ...

environmental characteristics, including the quality of green spaces, constitute one of the determinants of buildings (house & apartment) transaction prices. in this research, impact of urban green space on building's transaction prices (rials/m2) in karaj region, district 1 (jahanshahr), was analyzed. therefore, a questionnaire concerning building characteristics and transaction prices wa...

abstract barberry is one of the most important products of south khorasan province. the objective of this study is analyzing the qualitative factors affecting the price of barberry in this province. survey data from 100 questionnaires using simple random sampling of households in the city of birjand, 1389 has been completed, was extracted. results of the estimating hedonic price model show that...

We consider a portfolio execution problem where a possibly risk-averse agent needs to trade a fixed number of shares in multiple stocks over a short time horizon. Our price dynamics can capture linear but stochastic temporary and permanent price impacts as well as stochastic volatility. In general it is not possible to solve even numerically for the optimal policy in this model, however, and so...