Option Listing and Information Asymmetry*

Supply Chain Coordination with Option Contract and Demand Information Asymmetry

This paper deals with the coordination of supply chain composed of a leading supplier and one retailer as a follower under asymmetric demand information. The demand information asymmetry is portrayed by the state of demand forecast information, accordingly the model, the state of demand information is the special discrete distribution, is established. The parameters menus, which are the optimal...

Efficiency and Information Asymmetry in the Iranian Banking System

The soundness and efficiency of banks is one of the important subjects that neglecting it can have adverse consequences for every country's economy. For economies depending on the money market, such as the Iran economy, this subject is more critical. Therefore, in this study, using panel data related to 16 Iranian banks for the annual period of 2010-2017, the economic efficiency was determined ...

Information Technology Services Staff Listing

Information asymmetry and information sharing

Although much digital divide research focuses on access to technology, another cause of the divide is the lack of information awareness that we call information asymmetry. Information asymmetry often stems from inadequate information sharing and can result in negative consequences for both the information poor and the information rich. Information asymmetry has been insufficiently studied as a ...

Information and option pricings

How can one relate stock fluctuations and information-based human activities? We present a model of an incomplete market by adjoining the Black-Scholes exponential Brownian motion model for stock fluctuations with a hidden Markov process, which represents the state of information in the investors’ community. The drift and volatility parameters take different values depending on the state of thi...