War Time Price Control and the Retail Trade
نویسندگان
چکیده
منابع مشابه
Time and the Price Impact of a Trade By
We use Hasbrouck (1991)’s vector autoregressive model for prices and trades to empirically test and assess the role played by the waiting time between consecutive transactions in the process of price formation. We find that as the time duration between transactions decreases, the price impact of trades, the speed of price adjustment to trade related information, and the positive autocorrelation...
متن کاملTime and the Price Impact of a Trade
We use Hasbrouck (1991)'s vector autoregressive model for prices and trades to empirically test and assess the role played by the waiting time between consecutive transactions in the process of price formation. We find that as the time duration between transactions decreases, the price impact of trades, the speed of price adjustment to trade related information, and the positive autocorrelation...
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This Working Paper should not be reported as representing the views of the IMF. The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the IMF or IMF policy. Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate. This paper examines the spatial dispersion effects of regiona...
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ژورنال
عنوان ژورنال: Journal of Marketing
سال: 1941
ISSN: 0022-2429
DOI: 10.2307/1245604