Sciweavers

144 search results - page 1 / 29
» Transaction Costs and Market Efficiency
Sort
View
ICIS
2001
13 years 6 months ago
Transaction Costs and Market Efficiency
Previous research suggests that a decline in transactions costs leads to improved economic efficiency. In this paper,weshowthatsuchadeclinewillintroduceincreasinglyuninformedconsu...
Bin Gu, Lorin M. Hitt
HICSS
2006
IEEE
98views Biometrics» more  HICSS 2006»
13 years 11 months ago
Electricity Markets: How Many, Where and When?
Most markets compromise the economist’s ideal of matching the marginal benefits to consumers with the marginal cost of supply for incremental purchases because individual buyers...
Nodir Adilov, Richard E. Schuler
ECIS
2000
13 years 6 months ago
Security and Productivity Improvements - Sufficient for the Success of Secure Electronic Transaction?
Online payments in business-to-consumer electronic commerce are mainly made with credit cards. Fraud and chargebacks are a significant issue for merchants and payment card brands, ...
Michael Fritscher, Oliver Kump
FS
2006
200views more  FS 2006»
13 years 4 months ago
A counter-example to an option pricing formula under transaction costs
In the paper by Melnikov and Petrachenko `On option pricing in binomial market with transaction costs,' Finance Stoch. 9 (2005), 141
Alet Roux, Tomasz Zastawniak
AAIM
2005
Springer
132views Algorithms» more  AAIM 2005»
13 years 10 months ago
Computation of Arbitrage in a Financial Market with Various Types of Frictions
Abstract. In this paper we study the computational problem of arbitrage in a frictional market with a finite number of bonds and finite and discrete times to maturity. Types of f...
Mao-cheng Cai, Xiaotie Deng, Zhongfei Li