Can market frictions really explain the price impact asymmetry of block trades? Evidence from the Saudi stock market [PDF]
, 2010 We empirically examine the price impact of block trades, in the Saudi Stock Market over the time period of 2005-2008. Using a unique dataset of intraday data consisting of 2.3 million block buys and 1.9 million block sales, we find an asymmetry in the ...
Kyriacou, K +3 more
core +14 more sources
Price impact of block trades in the Saudi stock market [PDF]
, 2010 This paper examines the price impact of block trades for the 124 companies that comprise all listed firms in the Saudi stock market (SSM). We use high frequency intraday data (one minute intervals) for the period 2005-2008 to provide out of sample ...
Kyriacou, K +3 more
core +6 more sources
An empirical analysis of pork price fluctuations in China with the autoregressive conditional heteroscedasticity model [PDF]
Ciência Rural, 2023 : Pork price fluctuations are closely related to the national economy and people’s livelihoods in China. Based on the monthly pork price fluctuations in China from January 2011 to August 2022, this study uses ARCH family models to assess the ...
Ting Jin, Lei Li
doaj +1 more source
The Impact of Economic Policy Uncertainty on Stock Price Crash Risk with Information Asymmetry as a Moderating Variable: Evidence from Egyptian Exchange [PDF]
MSA-Management Sciences JournalThis study investigates the dynamic relationship between economic policy uncertainty (EPU), information asymmetry, and stock price crash risk on the Egyptian Exchange (EGX).
Osama Wagdi +2 more
doaj +1 more source
Corporate Social Responsibility, Stock Price Crash Risk, Information Asymmetry: A Moderated Perspective [PDF]
International Journal of Management, Accounting and EconomicsThis research aims to examine the impact of information asymmetry on the relationship between corporate social responsibility (CSR) and stock price crash risk among 112 companies listed on the Tehran Stock Exchange from 2018 to 2022.
Omid Farhad Touski
doaj +1 more source
Modeling Asymmetric Volatility: A News Impact Curve Approach
Mathematics, 2023 Seasonal production, weather abnormalities, and high perishability introduce a high degree of volatility to potato prices. Price volatility is said to be asymmetric when positive and negative shocks of the same magnitude affect it in a dissimilar way ...
Debopam Rakshit +5 more
doaj +1 more source
Asymmetric price transmission analysis in the Czech pork market [PDF]
Journal of Central European Agriculture, 2019 The paper examines the characteristics of farm, processor and consumers (retail) price relationship within the Czech pork market. Last years the farm prices of pork meat are volatile comparing to processors and consumers prices.
Tamara Rudinskaya
doaj +1 more source
Parallel imports and their influence on firm performance and consumer satisfaction: Evidence from Kazakhstan [PDF]
Problems and Perspectives in ManagementType of the article: Research Article AbstractThe study examines how parallel imports affect company efficiency and consumer satisfaction in Kazakhstan amid shifting global supply chains and trade restrictions.
Gulashar Doskeyeva +1 more
doaj +1 more source
Analysis of Dairy Product Price Transmission in Hungary: A Nonlinear ARDL Model
Agriculture, 2020 This paper addresses the assessment of the price transmission of dairy products in Hungary. Monthly prices are used in testing the hypothesis of asymmetric price transmission between farmers and retailers.
Marwa Ben Abdallah +2 more
doaj +1 more source
PRICE TRANSMISSION IN SELECTED AGRI-FOOD CHAINS [PDF]
Annals of the Polish Association of Agricultural and Agribusiness Economists, 2017 The method used to test the price transmission is the ARDL models for four pork products (pork chops,bacon, ham, and ham) at various stages of the marketing chain. The asymmetry in price transmission wasalso investigated using the Balke et al. Model. The
Marcin Krawczak
doaj +1 more source