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Price Discovery in Brazilian FX Markets
(Sociedade Brasileira de Econometria, 2015)
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent
(Academic Press Inc., 2018)
It is well known that when an arbitrage-free financial market is incomplete or has tradable financial assets with frictions there must be multiple risk-neutral probability measures. The main motivation for the present study ...
How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis
(2013)
In this paper we analyse price fluctuations with the aim of measuring how long the market takes to adjust prices to weak-form efficiency, i.e., how long it takes for prices to adjust to a fractional Brownian motion with a ...
Optimal pricing of flights and passengers at congested airports and the efficiency of atomistic charges
(2013)
This paper investigates and compares airport pricing policies under various types of competition, considering both per-passenger and per-flight charges at congested airports. We show that an airport requires both pricing ...
Energy-efficient precoded coordinated multi-point transmission with pricing power game mechanism
(IEEE Inst Electrical and Electronic Engineering Inc., 2017)
The coordinated multiple-point (CoMP) transmission technique recently has been considered as an efficient method to achieve energy-efficient cellular wireless communications and enhance cell-edge user performance. Conventional ...