Results 161 to 170 of about 12,438 (207)
Some of the next articles are maybe not open access.
Drivers of price Premium in e-markets
Communications of the ACM, 2007How price sensitivity influences online customers' purchase decisions.
Kim, H.-W., Xu, Y.
openaire +1 more source
Eco-Labeling and the Price Premium [PDF]
International environmental and government organizations propose eco-labeling as a market incentive to cause industry to operate in an ecologically sustainable and biodiversity-friendly manner. A microeconomic analysis questions whether eco-labeling will cause producer profits in a competitive industry to decline, even under a voluntary system, and ...
Sedjo, Roger, Swallow, Stephen
openaire +2 more sources
Monthly Price Premiums and Discounts between Steer Calves and Yearlings
Distributed lags are used to estimate monthly prices and price premiums and discounts between steer calves and steer yearlings. The statistical results show that premiums and discounts are not highly seasonal but are affected by expected changes in fed ...
John M Marsh
exaly +2 more sources
Price Premium and Foreclosure Risk
Real Estate Economics, 2006Many previous studies identify loan, property, borrower and environmental factors that impact the probability of foreclosure. Implicit in these studies is the assumption that the property was purchased at fair value. We question this assumption based on several empirical findings regarding property value uncertainty.
Ong, S.E., Neo, P.H., Spieler, A.C.
openaire +1 more source
Warrant pricing premiums on the JSE
Investment Analysts Journal, 2002Extracted from text ... Number 56 - Part 1 A Apostolellis and T Maxwell* Warrant pricing premiums on the JSE Email: alexisa@mweb.co.za and Maxwell.t@wbs.wits.ac.za 1. Introduction On the 2nd of October 1997, Deutsche Morgan Grenfell (DMG) issued the first warrant on the Johannesburg Stock Exchange (JSE).
A Apostolellis, T Maxwell
openaire +1 more source
The Journal of Financial and Quantitative Analysis, 1979
In a recent paper, the author [8] has derived the equilibrium bond pricing equation in a world of uncertain future interest rates assuming that capital gains and losses will be taxed at maturity at capital gains tax rates. In the case of premium bonds (i.e., bonds selling above par), the U.S.
openaire +1 more source
In a recent paper, the author [8] has derived the equilibrium bond pricing equation in a world of uncertain future interest rates assuming that capital gains and losses will be taxed at maturity at capital gains tax rates. In the case of premium bonds (i.e., bonds selling above par), the U.S.
openaire +1 more source
Negotiating Premium Peering Prices
ACM Transactions on Internet Technology, 2016We have developed a novel methodology for deriving bandwidth prices for premium direct peering between Access ISPs (A-ISPs) and Content and Service Providers (CSPs) that want to deliver content and services in premium quality. Our methodology establishes a direct link between service profitability, for example, from advertising, user and subscriber ...
Costas Courcoubetis +4 more
openaire +1 more source
Fair Pricing of Unemployment Insurance Premiums
The Journal of Business, 1985The unemployment insurance (UI) system in the United States differs from a standard competitive insurance market in at least two ways. First, because workers and firms can influence the probability of an adverse event (unemployment), there is a moral hazard problem.
openaire +1 more source
Buyer Exuberance and Price Premium
Urban Studies, 2008It has been demonstrated that the real estate market disciplines irrational price premiums. However, the persistence of price premiums begs the question of what causes price premiums in the first place. This paper seeks to examine two explanations for price premiums—the conventional information asymmetry explanation and the buyer exuberance explanation
Neo, P.H., Ong, S.E., Tu, Y.
openaire +1 more source
The Pricing of Premium Bonds: Comment
The Journal of Financial and Quantitative Analysis, 1981In “The Pricing of Premium Bonds,” Livingston [4] presents an erroneous analysis of the coupon effect on yield to maturity (YTM). This comment will present a correct analysis and briefly indicate Livingston's error. Following [4], we will assume no transaction costs, etc., and confine our analysis to N-period bonds (N = 2). The prices of premium bonds (
openaire +1 more source

