Cartel detection — Is market share volatility a significant indicator?
نویسندگان
چکیده
منابع مشابه
The Volatility in a Multi-share Financial Market Model
Single index financial market models cannot account for the empirically observed complex interactions between shares in a market. We describe a multi-share financial market model and compare characteristics of the volatility, that is the standard deviation of the price fluctuations, with empirical characteristics. In particular we find its probability distribution is similar to a log normal dis...
متن کاملA Market Share Theorem
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your perso...
متن کاملExchange rate volatility and its effect on stock market volatility
This paper investigates empirically the effect of volatility of the exchange rate of the U.S. dollar vis-à-vis the euro on U.S. stock market volatility while controlling for a number of drivers of stock return volatility. Using a GARCH(1, 1) model and using weekly data covering the period from the week of January 1, 1999 through the week of January 25, 2010, it is found that the 9/11 terrorist ...
متن کاملModeling Volatility Spillovers in Iran Capital Market
This paper investigates the conditional correlations and volatility spillovers between the dollar exchange rate return, gold coin return and crude oil return to stock index return. Monthly returns in the 144 observations (2005 - 2017) are analyzed by constant conditional correlation, dynamic conditional correlation, VARMA-GARCH and VARMA-AGARCH models. So this paper presents interdependences in...
متن کاملThe Austrian Market Share
Over the generations, the popularity of the Austrian School’s approach to economics has risen, fallen, and risen again. Figure 1 represents a speculative guess at the “market share” of Austrian ideas among academic economists, where “Austrian” is broadly defined as individuals who believe in, or are at least highly sympathetic to, most of the core doctrine emanating from the Austrian School fou...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Intereconomics
سال: 2011
ISSN: 0020-5346,1613-964X
DOI: 10.1007/s10272-011-0386-3