144 search results - page 2 / 29 » Transaction Costs and Market Efficiency |
CORR
2010
Springer
13 years 4 months ago
2010
Springer
Identical products being sold at different prices in different locations is a common phenomenon. To model such scenarios, we supplement the classical Fisher market model by intro...
FS
2006
13 years 5 months ago
2006
We prove a general version of the super-replication theorem, which applies to Kabanov's model of foreign exchange markets under proportional transaction costs. The market is ...
ANOR
2005
13 years 5 months ago
2005
In this paper we consider a finite-state financial market with non-proportional transaction cost and bid-ask spreads. The transaction cost consists of two parts: a fixed cost and a...
ISJGP
2010
13 years 3 months ago
2010
A variety of modern technologies such as networks, Internet, and electronic services demand private and secure communications for a great number of everyday transactions. Security ...
ISR
2010
13 years 4 months ago
2010
We study how electronic markets that facilitate broader inter-firm transactions affect the vertical scope of emerging IT-enabled extended enterprises. We do so by modeling firms...