Keyword: market efficiency

Found 8 papers in total
Computing equilibria in economies with incomplete markets, collateral and default penalties
Computing equilibria in economies with incomplete markets, collateral and default penalties
2013,
This article implements an Augmented Lagrangian algorithm to compute equilibria in a...
First‐Party Content and Coordination in Two‐Sided Markets
First‐Party Content and Coordination in Two‐Sided Markets
2013,
The strategic use of first‐party content by two‐sided platforms is...
A Transaction‐Level Analysis of Spatial Arbitrage: The Role of Habit, Attention, and Electronic Trading
A Transaction‐Level Analysis of Spatial Arbitrage: The Role of Habit, Attention, and Electronic Trading
2012,
Despite the central role of arbitrage in finance and economic theory, there is limited...
An overall measure of technical inefficiency at the firm and at the industry level: The ‘lost profit on outlay’
An overall measure of technical inefficiency at the firm and at the industry level: The ‘lost profit on outlay’
2013,
As a measure of overall technical inefficiency, the Directional Distance Function...
Efficiency of purchasing and selling agents in markets with quality uncertainty: The case of illicit drug transactions
Efficiency of purchasing and selling agents in markets with quality uncertainty: The case of illicit drug transactions
2013,
Since Akerlof’s theory of lemons, economists have viewed quality uncertainty as...
Patterns in stock market movements tested as random number generators
Patterns in stock market movements tested as random number generators
2013,
This paper shows that tests of Random Number Generators (RNGs) may be used to test the...
Efficiency analysis, shortage functions, arbitrage, and martingales
Efficiency analysis, shortage functions, arbitrage, and martingales
2011,
This paper shows that standard tools of efficiency analysis, directional distance...
Multicriterion Market Segmentation: A New Model, Implementation, and Evaluation
Multicriterion Market Segmentation: A New Model, Implementation, and Evaluation
2010,
Market segmentation is inherently a multicriterion problem even though it has often...
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