Results 231 to 240 of about 332,777 (266)
SSRN Electronic Journal, 2013 AbstractWe model retail price stickiness as the result of costly, error‐prone decision making. Under our assumed cost function for the precision of choice, the timing of price adjustments and the prices firms set are both logit random variables. Errors in the prices firms set help explain micro facts related to the size of price changes, the behavior ...
Anton Nakov, James Costain
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Journal of Financial Econometrics, 2009 We present a novel approach to depicting asset pricing dynamics by characterizing shock exposures and prices for alternative investment horizons. We quantify the shock exposures in terms of elasticities that measure the impact of a current shock on future cash-flow growth.
Lars Peter Hansen +3 more
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International Economic Review, 1985
We achieve four objectives. First, we provide an analytically tractable intertemporal framework in which dynamic Ramsey pricing may be analyzed. Second, we show how correction of conventional measures of average costs and marginal costs for intangible spill-over effects such as adjustment costs can have a dramatic impact on approximations of Ramsey ...
Brock, W A, Dechert, W D
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We achieve four objectives. First, we provide an analytically tractable intertemporal framework in which dynamic Ramsey pricing may be analyzed. Second, we show how correction of conventional measures of average costs and marginal costs for intangible spill-over effects such as adjustment costs can have a dramatic impact on approximations of Ramsey ...
Brock, W A, Dechert, W D
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Dynamic short‐sale constraints, price limits, and price dynamics
International Journal of Managerial Finance, 2012PurposeThe purpose of this paper is to take advantage of a natural experiment in Taiwan to test the effect of short‐sales constraints on price dynamics.Design/methodology/approachSince September 1998, short‐selling is banned at a price below the close price of the previous trading day.
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Nonlinear Analysis: Real World Applications, 2002
This paper is a continuation of the researches on dynamics of pricing proposed in [Vestn. Beloruss. Gos. Univ., Ser. 1 Fiz. Mat. Inform. 2, 68--70 (1998) ibid. 2, 41--45 (1998)]. Under suitable conditions, the stability of an equilibrium of the pricing dynamic system is investigated.
Khusainov, Timur, Kalitin, Boris
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This paper is a continuation of the researches on dynamics of pricing proposed in [Vestn. Beloruss. Gos. Univ., Ser. 1 Fiz. Mat. Inform. 2, 68--70 (1998) ibid. 2, 41--45 (1998)]. Under suitable conditions, the stability of an equilibrium of the pricing dynamic system is investigated.
Khusainov, Timur, Kalitin, Boris
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Metroeconomica, 2012
ABSTRACTThe paper presents a simple loglinear macroeconomic model designed to discuss the essentials of Keynes' dynamic analysis in the General Theory and in the Treatise on Money. The model has a conventional static Aggregate Demand—Aggregate Supply block plus a three‐dimensional dynamic system involving the money wage and the expected level and rate ...
dos Santos Ferreira, Rodolphe +1 more
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ABSTRACTThe paper presents a simple loglinear macroeconomic model designed to discuss the essentials of Keynes' dynamic analysis in the General Theory and in the Treatise on Money. The model has a conventional static Aggregate Demand—Aggregate Supply block plus a three‐dimensional dynamic system involving the money wage and the expected level and rate ...
dos Santos Ferreira, Rodolphe +1 more
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Externalities and Price Dynamics [PDF]
International Economic Review, 1997 Summary: This paper analyzes dynamic movement of outputs and market clearing when mutually interdependent economies trade. The equilibrium evolution of stocks admit the possibility of monotonic or cyclical behavior, even in the long run. However, the prices eventually reach a steady state but may exhibit monotonic or oscillating behavior in the short ...
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Dynamic Pricing: Preisfindung auf elektronischen Marktplätzen
2020Werden TV-Gerate bald wie Flugtickets verkauft? Zahlreiche Medienberichte legen diesen Schluss nahe, wenn sie eine als Dynamic Pricing bekannte Form der Preissetzung thematisieren. Dynamic Pricing stellt eine Abkehr von fixierten und stabilen Preisen dar; so andern sich Online-Preise schnell und haufig in Abhangigkeit von der Wettbewerbssituation.
Vomberg, Arnd +2 more
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