搜索结果: 1-11 共查到“Market Impact”相关记录11条 . 查询时间(0.111 秒)
Market impact of tobacco pack warnings – current warning labels and beyond
tobacco pack warnings current warning
2015/4/3
Tobacco is a unique consumer product, warranting unique regulation and controls, including clear consumer
advice and restrictions on marketing. In 2006, the Australian Government followed the lead o...
Calibration of optimal execution of financial transactions in the presence of transient market impact
Calibration financial transactions market
2012/9/14
Trading large volumes of a nancial asset in order driven markets requires the use of algorithmic execution dividing the volume in many transactions in order to minimize costs due to market impact. A ...
Price manipulation in a market impact model with dark pool
Price manipulation transaction-triggered price manipulation positive expected liquidation costs dark pool market impact model
2012/6/5
For a market impact model, price manipulation and related notions play a role that is similar to the role of arbitrage in a derivatives pricing model. Here, we give a systematic investigation into suc...
Capital Market Impact of Product Marketing Strategy: Evidence From the Relationship Between Advertising Expenses and Cost of Capital
advertising capital and product markets capital structure cost of capital
2011/9/12
To analyze the prospect of a firm's advertising decision affecting shareholder wealth, this article investigates the relationship between a firm's advertising expenditure and the market-imposed weight...
We develop a theory for the market impact of large trading orders, which we call metaorders because they are typically split into small pieces and executed incrementally. Market impact is empirically ...
Optimal Execution Problem with Market Impact
Optimal execution market impact liquidity problems HJB viscosity solutions
2010/11/1
We study the optimal execution problem in the market model in consideration of market impact. First we study the discrete-time model and describe the value function with respect to the trader’s optimi...
This overview provides a look at Hurricane Katrina抯 impact on the labor markets of Louisiana and Mississippi and, to some extent, Alabama and Florida. An estimated 17 percent of Louisiana抯 employment ...
Market impact and trading profile of large trading orders in stock markets
Market impact trading profile stock markets
2010/11/1
We empirically study the market impact of trading orders. We are speci cally interested in large trading orders that are executed incrementally, which we call hidden orders. These are reconstructed ba...
A Theory for Market Impact: How Order Flow Affects Stock Price
Theory Market Impact Order Flow Affects Stock Price
2010/12/17
It is known that the impact of transactions on stock price (market impact) is a concave function of the size of the order, but there exists little quantitative theory that suggests why this is so. I ...
Native Internal Migration and the Labor Market Impact of Immigration
Native Internal Migration Labor Market Impact Immigration
2016/3/7
This paper presents a theoretical and empirical study of how immigration influences the joint determination of the wage structure and internal migration behavior for native-born workers in local labor...
Assessment of Possible Migration Pressure and its Labour Market Impact Following EU Enlargement to Centraland Eastern Europe
Possible Migration Pressure Labour Market Central and Eastern Europe
2012/3/15
In 1998, the European Union opened negotiations with six Central and
Eastern European countries seeking membership. These countries consisted
of the Czech Republic, Estonia, Hungary, Poland, Sloveni...