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Price impact and asset pricing
Journal of Financial Markets, 2013Using intradaily order flows processed via the Lee and Ready (1991) algorithm for NYSE/AMEX-listed stocks over the past 27 years, I estimate a set of price-impact parameters. The results provide strong evidence that price impact is priced in the cross-section of stock returns, even after controlling for risk factors, firm characteristics, and other low-
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The Option Pricing Model and the Risk Factor of Stock
World Scientific Reference on Contingent Claims Analysis in Corporate Finance, 2019In this paper a combined capital asset pricing model and option pricing model is considered and then applied to the derivation of equity's value and its systematic risk.
D. Galai, Ronald W. Masulis
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Pricing in Computer Networks: Reshaping the Research Agenda
The Internet and Telecommunications Policy, 2020As the Internet makes the transition from research testbed to commercial enterprise, the topic of pricing in computer networks has suddenly attracted great attention. Much of the discussion in the network design community and the popular press centers on
S. Shenker +3 more
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Econometrica, 1985
We study the problem of optimal pricing for a bundle of services characterized by two attributes (e.g., quantity and quality) and subject to capacity limitations or peakloading. An application is to services that take the form of a load-duration curve. Using separability assumptions on the demand and cost functions, we derive the optimal pricing policy
Oren, Shmuel S +2 more
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We study the problem of optimal pricing for a bundle of services characterized by two attributes (e.g., quantity and quality) and subject to capacity limitations or peakloading. An application is to services that take the form of a load-duration curve. Using separability assumptions on the demand and cost functions, we derive the optimal pricing policy
Oren, Shmuel S +2 more
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Price Dispersion and Functional Price Indices
Econometrica, 1985Economists have become increasingly interested in analyzing the economic effects of price dispersion. This interest has been motivated by numerous empirical studies that have found that even the prices of ''identical products'' tend to be dispersed. For example, \textit{J. Carlson} and \textit{D. Pescatrice} [J. Econ.
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SSRN Electronic Journal, 2015
This paper studies the effects of price limits implemented by the Securities and Exchange Commission (SEC) after the May 2010 ‘Flash Crash.’ The security-level price limits halt trading after a security’s price experiences a sudden and large movement.
Jonathan Brogaard, Kevin Roshak
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This paper studies the effects of price limits implemented by the Securities and Exchange Commission (SEC) after the May 2010 ‘Flash Crash.’ The security-level price limits halt trading after a security’s price experiences a sudden and large movement.
Jonathan Brogaard, Kevin Roshak
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Prices, prices and prices: A study in the airline sector
Tourism Management, 2014[EN] This article creates and empirically analyzes a dynamic pricing framework. The model includes the main theories on prices in the literature, and dynamically analyzes how companies change their pricing policies according to different circumstances. Through the use of regressions, the article shows the relative long and short-term impact on pricing ...
Narangajavana, Yeamduan +3 more
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A Research Agenda for Cultural Economics, 2019
References 1. Kopelman PG, Hitman GA. Exploding type II. Lancet 1998;352(4 suppl):5. 2. Xiong W, Gray JD. The roles of receptor abnormalities in the pathogenesis and chronic complications of type 2 diabetes mellitus. Clin Invest Med 1999;22(3):85-106. 3.
H. Sonnabend
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References 1. Kopelman PG, Hitman GA. Exploding type II. Lancet 1998;352(4 suppl):5. 2. Xiong W, Gray JD. The roles of receptor abnormalities in the pathogenesis and chronic complications of type 2 diabetes mellitus. Clin Invest Med 1999;22(3):85-106. 3.
H. Sonnabend
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Price-Price Deviations are Highly Persistent
SSRN Electronic Journal, 2012The present paper explores the persistence of the deviations between market prices on one side and either production or direct prices on the other - namely their tendency to vanish after being hit by a shock. We consider various countries - Austria, Denmark, Italy, Norway and Japan - across different time periods and different methods of computing ...
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The American Journal of Nursing, 1958
MUCH of a nurse's education and experience is tied up intimately with the hospital. We're steeped in its tradition as a place where physical care is given and symptoms of illness are alleviated. We're well aware of its various services to the community.
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MUCH of a nurse's education and experience is tied up intimately with the hospital. We're steeped in its tradition as a place where physical care is given and symptoms of illness are alleviated. We're well aware of its various services to the community.
openaire +2 more sources

