Relevant bibliographies by topics / Price theory

Academic literature on the topic 'Price theory'

Author: Grafiati
Published: 4 June 2021
Last updated: 30 May 2022

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Contents

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Price theory.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Price theory"

1

Weyl, E. Glen. "Price Theory." Journal of Economic Literature 57, no. 2 (June 1, 2019): 329–84. http://dx.doi.org/10.1257/jel.20171321.

Full text
Abstract:
I argue that there exists a coherent and relevant tradition in economic thought that I label “price theory.” I define it as neoclassical microeconomic analysis that reduces rich and often incompletely specified models into “prices” (approximately) sufficient to characterize solutions to simple allocative problems. I illustrate this definition by highlighting distinctively price theoretic approaches to prominent research practices (diagrams and problems sets) and substantive research topics (e.g. selection markets and media slant). I trace the origins of price theory from the early nineteenth century through its segregation into the Chicago School in the last quarter of the twentieth. I argue that price theory plays a valuable complementary role to two traditions, “reductionism” and “empiricism,” with which I contrast it and show how this contribution of price theory has fueled a resurgence in this style of research in fields ranging from market design to international trade. Approximations critical to price theory are less formally developed than tools used in other methodological traditions, suggesting a research agenda to clarify the accuracy and range of validity of these methods.(JEL B13, B21, B41, D00, D47, F10)
APA, Harvard, Vancouver, ISO, and other styles
2

Shiyan, D., and Y. Babochkina. "Expectations theory and wheat price dynamics." Agricultural Economics (Zemědělská ekonomika) 53, No. 10 (January 7, 2008): 483–89. http://dx.doi.org/10.17221/926-agricecon.

Full text
Abstract:
The analysis of prices on wheat in Germany from the point of view of the theory of expectations is given. For this purpose, the authors propose their own method of data processing which is called the method of sliding expectations. Different variants of its application were tested for the prognosis of the future meanings of the dynamic line. The conclusion is made as to the proposed methodology that permits to increase the prognosis authenticity. The treatment of the primary data of dynamic lines by sliding expectations allows to make their character closer to the stationary ones and to use it in the future analysis.
APA, Harvard, Vancouver, ISO, and other styles
3

Dastagiri, M. B., and L. Bhavigna. "The Theory of Agricultural Price Bubble & Price Crash in Global Economy." Applied Economics and Finance 6, no. 5 (August 21, 2019): 168. http://dx.doi.org/10.11114/aef.v6i5.4464.

Full text
Abstract:
Agricultural prices play greater role in living Economics. Since many decades’ farmers faced declining agricultural prices and low prices in developing countries. Therefore, in these countries agricultural price policies are under closer appraisal. Government and policy makers worry about inflation. Economic precision is required in determining prices. This understanding led to conception of the study. The specific objectives are to review various agricultural price theories, research evidences and construct the theory of agricultural price bubble and crash and their effect on macro economy and suggest measures to improve. The study reviews various agricultural price theories, concepts, policies, research gaps and do meta-analysis and formulated the theory of Agricultural prices bubble and price crash. Since 1950, many development economists and practitioners prophesy in developing countries is that low agricultural commodities prices discourage poverty alleviation. Many countries are unable to make successful pricing policies due to there is not enough operative methodological and theoretical support for decision-making. According to the economic theory of cooperativism, the entities come closer to the pecking order theory. Unexpected changes and changes in regulations can have significant impact on the profitability of farming activities. “Demand channel" is the crucial factor in elucidation of commodity price growth. Future prices moments in agriculture have fat-tailed distributions and display quick and unpredicted price jumps. World Trade Organization study highlights the importance of strengthening multilateral disciplines on both import and export trade interventions to food price fluctuations to reduce beggar-thy-neighbor unilateral trade policy. The theory of NAFTA regionalism did not lead to regionalization and not increasing share of intraregional international trade. In EU countries land rents in modern agriculture causing upward trend in agricultural land prices. Information friction, agricultural supports, agricultural price & trade policies, agricultural price transmission are responsible price fluctuations. In economic theory, asymmetric price transmission has been the subject of considerable attention in agricultural gaps. Selection of forecasting models are based on chaos theory. Chaos in agricultural wholesale price data provides a good theoretical basis for selecting forecasting models. This theory can be applied to agricultural prices forecasting. Novelties in agricultural products fluctuations research offer scientific basis in planning of agricultural production.
APA, Harvard, Vancouver, ISO, and other styles
4

Melching, Konstantin, and Tristan Nguyen. "On the Impact of Dividend Payments on Stock Prices - an Empirical Analysis of the German Stock Market." Studies in Business and Economics 16, no. 1 (April 1, 2021): 255–69. http://dx.doi.org/10.2478/sbe-2021-0020.

Full text
Abstract:
Abstract This paper examines the relation between dividend payments and stock prices of all firms in the German prime standard DAX 30 in the time period from 2012 to 2019. The irrelevance theory introduced by Miller and Modigliani states that dividend payments must not have an impact on stock prices in a perfect market. In contrast, the signaling theory and the dividend puzzle indicate that dividend payments are likely to have a profound impact on the stock price. According to our findings the ex-dividend decrease of stock prices was significantly smaller than the dividend payment. Nevertheless, the results support the impact of the dividend payment on the share price. Firstly, the existence of the ex-dividend markdown is a proof that dividend payments cause share price losses. Secondly, the study explains in particular that high dividend payments result in high share prices over the examined period. Thirdly, our analysis demonstrates a positive correlation between the dividend and the stock price development according to the signaling theory. Considering the above- mentioned results, we can conclude that the share price of a company is highly affected by the decision making of the company regarding the dividend policy.
APA, Harvard, Vancouver, ISO, and other styles
5

Kaplan, Greg, Guido Menzio, Leena Rudanko, and Nicholas Trachter. "Relative Price Dispersion: Evidence and Theory." American Economic Journal: Microeconomics 11, no. 3 (August 1, 2019): 68–124. http://dx.doi.org/10.1257/mic.20170126.

Full text
Abstract:
Relative price dispersion refers to persistent differences in the price that different retailers set for one particular good relative to the price they set for other goods. Relative price dispersion accounts for 30 percent of the overall variance of prices at which the same good is sold during the same week and in the same market. Relative price dispersion can be rationalized as the consequence of a pricing strategy used by sellers to discriminate between high-valuation buyers who need to make all of their purchases in one store, and low-valuation buyers who are able to purchase different items in different stores. (JEL D83, L11, L21, L81)
APA, Harvard, Vancouver, ISO, and other styles
6

Curry, David J., and Peter C. Riesz. "Prices and Price/Quality Relationships: A Longitudinal Analysis." Journal of Marketing 52, no. 1 (January 1988): 36–51. http://dx.doi.org/10.1177/002224298805200104.

Full text
Abstract:
Though price and quality are recognized as important tactical and strategic variables for a marketing manager, few empirical data are available on the behavior of price or the correspondence between price and quality over time. The authors report results for three hypotheses derived from product life cycle theory, dynamic pricing policy, and economic information theory about price trends, price convergence, and the correspondence between price and quality among brands in 62 durable product forms. Results strongly confirm the hypotheses that prices converge as well as decrease in real terms. The decline in price variation apparently results from a narrowing of prices by all relevant competitors. Brands entering or exiting a category counterbalance one another and are nearly as likely to be priced below as above a category mean. Reduced correspondence between price and quality levels over time suggests that as pricing flexibility declines, competition may occur in the form of promotional expenditures rather than relative quality improvements. Implications of these findings for marketing strategy and consumer welfare are discussed.
APA, Harvard, Vancouver, ISO, and other styles
7

Xu, Chao Yu. "The Prediction of Shadow Price Based on Grey Theory." Applied Mechanics and Materials 501-504 (January 2014): 2610–13. http://dx.doi.org/10.4028/www.scientific.net/amm.501-504.2610.

Full text
Abstract:
The shadow price is based on price changes in market prices, "price estimate", which still lag behind the changes in the market price.The paper calculated shadow price sensitive to changes in resource pricesdegrees, through the gray theory GM (1,1) model forecast the market price, and speculated that the estimated price of the next period resources.
APA, Harvard, Vancouver, ISO, and other styles
8

MADAN, DILIP B. "CONIC PORTFOLIO THEORY." International Journal of Theoretical and Applied Finance 19, no. 03 (April 21, 2016): 1650019. http://dx.doi.org/10.1142/s0219024916500199.

Full text
Abstract:
Portfolios are designed to maximize a conservative market value or bid price for the portfolio. Theoretically this bid price is modeled as reflecting a convex cone of acceptable risks supporting an arbitrage free equilibrium of a two price economy. When risk acceptability is completely defined by the risk distribution function and bid prices are additive for comonotone risks, then these prices may be evaluated by a distorted expectation. The concavity of the distortion calibrates market risk attitudes. Procedures are outlined for observing the economic magnitudes for diversification benefits reflected in conservative valuation schemes. Optimal portfolios are formed for long only, long short and volatility constrained portfolios. Comparison with mean variance portfolios reflects lower concentration in conic portfolios that have comparable out of sample upside performance coupled with higher downside outcomes. Additionally the optimization problems are robust, employing directionally sensitive risk measures that are in the same units as the rewards. A further contribution is the ability to construct volatility constrained portfolios that attractively combine other dimensions of risk with rewards.
APA, Harvard, Vancouver, ISO, and other styles
9

Blank, Steven C. "Price Dependence and Futures Price Theory." Northeastern Journal of Agricultural and Resource Economics 14, no. 2 (October 1985): 169–76. http://dx.doi.org/10.1017/s0899367x00000933.

Full text
Abstract:
A new interpretation of commodity futures price theory is evaluated because, currently, many products exhibit price behavior which cannot be explained with existing theory. A method for classifying products according to the particular price theory relevant to them is provided. The classification method uses the futures price dependence enforced by arbitrage opportunities in spot markets as its base. The futures markets for beef cattle and corn are used as examples.
APA, Harvard, Vancouver, ISO, and other styles
10

Endres, Tony. "Schumpeter’s Price Theory." History of Economics Review 68, no. 1 (September 2, 2017): 83–86. http://dx.doi.org/10.1080/10370196.2018.1444325.

Full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "Price theory"

1

Lim, Cheng Hoon. "The UK housing market : theory and evidence." Thesis, University of Cambridge, 1994. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.320114.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Nayyar, Ashish. "Contributions to equilibrium price dispersion theory /." Digital version accessible at:, 1998. http://wwwlib.umi.com/cr/utexas/main.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Al-Wattar, Obey M. "On price inflation." Thesis, University of Southampton, 1986. https://eprints.soton.ac.uk/192475/.

Full text
Abstract:
This thesis seeks to analyse price inflation under oligopoly capitalism. Its central argument is that under oligopoly capitalism, price inflation is a structural phenomenon. For a greater understanding of that phenomenon, the adoption of the inter-industrial approach for its analysis seems essential. According to this approach, price inflation can be initiated in a single industry or in an industry group. The initiating factor may be an increase in the mark-up, an increase in the money wage rate or an increase in the foreign currency price of an imported input. It can also be initiated by devaluation. The input-output matrix, the core of the economic system, is the key to the transmission of inflationary impulses (in the form of higher unit cost) from one industry to another. Real wage resistance, rigid mark-up resistance, and rigid foreign resistance do no more than perpetuate or worsen the inflationary experience. The inflationary process itself has a dual role to play. It acts as a mechanism for shifting income distribution in favour of one section of the society against another and as a mechanism for changing the price structure. The author argues that the abandonment of the macroeconomic approach to the analysis of price inflation and its replacement by the inter-industrial approach is the first step for serious analysis of that structural phenomenon.
APA, Harvard, Vancouver, ISO, and other styles
4

Martínez, López-Pardina Irene. "3 essays on first-price auctions." Doctoral thesis, Universitat Autònoma de Barcelona, 2003. http://hdl.handle.net/10803/4033.

Full text
Abstract:
En esta tesis se analizan tres mecanismos de subasta distintos, todos ellos bajo el supuesto de valoraciones privadas e independientes.
El primer mecanismo que analizamos es una subasta de múltiples unidades en la que los objetos son vendidos secuencialmente por medio de subastas de precio descendente. La característica que hace a esta subasta diferente de la "estándar", analizada por Weber (1983) es que después de la venta del primer objeto el precio no vuelve a subir, sino que los objetos que quedan son ofrecidos al resto de los compradores al mismo precio. Si los objetos no se venden a ese precio, la subasta continúa dejando que el precio siga descendiendo. Esta subasta se analiza en dos contextos: con un modelo de valoraciones continuas y con uno de valoraciones discretas. Se demuestra que si existe un equilibrio simétrico con pujas monótonas, el resultado de la subasta es ineficiente con probabilidad positiva. Aplicando el teorema de equivalencia de rentas se concluye que la subasta no maximiza los beneficios esperados del vendedor. Para poder comparar los precios medios y las varianzas analizamos un modelo de valoraciones discretas. Demostramos que los precios esperados son menores en nuestra subasta y que también lo es la varianza de los beneficios del vendedor. Damos un ejemplo de una familia de funciones de utilidad von Neumann- Morgenstern tal que la utilidad esperada del vendedor es mayor en una u otra de las subasta dependiendo de los valores del parámetro a.
El segundo mecanismo que analizamos es una subasta asimétrica de primer precio donde la valoración de uno de los postores es conocida. Demostramos que no existe ningún equilibrio en estrategias puras y caracterizamos un equilibrio en estrategias mixtas en el que el postor cuya valoración es conocida randomiza su puja, mientras que los demás postores juegan una estrategia pura (y monótona). El resultado de la subasta es ineficiente con probabilidad positiva y el beneficio esperado del postor cuya valoración es conocida es menor que en una subasta estándar. Sin embargo, no es obvio que los demás postores mejoren su situación: el hecho de que uno de los postores juegue una estrategia mixta tiene el mismo efecto en sus rivales que un precio de reserva aleatorio. Esto puede obligarles a pujar más agresivamente de lo que pujarían en una subasta normal. El efecto en los beneficios del vendedor también es ambiguo. Tomando un ejemplo con la función de distribución uniforme y comparando los beneficios esperados del vendedor y de los compradores en las dos subastas, obtenemos que, en nuestro ejemplo (con 2 y con 3 postores) los beneficios esperados del vendedor son mas altos en la subasta asimétrica que en la normal.
Para terminar, hacemos un repaso de la literatura en subastas secuenciales cuando los compradores desean más de una unidad del bien que se subasta, y analizamos una subasta secuencial de primer precio con y sin opción de compra. Para ello usamos el mismo modelo que Black y de Meza (1992) usan para analizar la subasta secuencial de segundo precio. Demostramos que cuando las preferencias son unidimensionales no existe ningún equilibrio monótono y simétrico, lo cual implica que el resultado de la subasta no puede ser eficiente. Cuando se introduce una opción de compra que permita comprar la segunda unidad al mismo precio al que se adquirió la primera, existe un equilibrio en estrategias puras para algunos valores de los parámetros del modelo. En este caso la opción siempre se ejerce, lo cual lleva a una asignación de los bienes diferente que la que resulta en la subasta secuencial de segundo precio. Cuando la valoración por la segunda unidad es aleatoria, las subastas de primer y segundo precio sin opción de compra son equivalentes. Por último, exponemos las dificultades de caracterizar un equilibrio cuando cuando se introduce la opción de compra en este modelo.
In this thesis we analyze three different auction mechanisms, all of them under the private and independent valuations assumption.
The first auction we analyze is a multi-unit auction where the objects are sold sequentially by descending-price auctions. The feature that makes this auction different from the "standard" one is that after one object has been sold, the price does not return to a high level, but the remaining objects are offered to the rest of the bidders at the same price. If the objects fail to be sold at that price, the auction is resumed letting the price descend again. We analyze this auction in two different contexts: a continuous valuation model, and a discrete valuation one. We show that if a symmetric, monotone bidding functions equilibrium exists, the outcome of the auction is inefficient with positive probability. Applying the revenue equivalence theorem we conclude that the auction cannot maximize the seller's expected revenue. In order to be able to compare the averages expected prices and variances, we analyze a discrete-valuation model. We show that the average expected prices are lower in our auction, and that so is the variance of the seller's expected revenue. We give an example of a family of von Neumann-Morgenstern utility functions under which the seller's expected utility may be higher in each of the auctions depending on the value of a parameter a.
The second mechanism we analyze is an asymmetric first-price auction where the valuation of one of the bidders is common knowledge. We show that no pure strategy equilibrium exists and we characterize a mixed strategy equilibrium in which the bidder whose valuation is common knowledge randomizes his bid while the other bidders play a (monotone) pure strategy. The outcome of the auction is inefficient with positive probability, and the expected profit of the bidder whose valuation is common knowledge is lower than in a standard auction in which her valuation is private knowledge. However, it is not obvious that the other bidders are better off: the fact that one of the bidders plays a mixed strategy has the effect of on the other bidders as a random reserve price bidder. This may force all them to bid more aggressively than they would in the standard auction. The effect on the seller's expected revenue is also ambiguous. In an example with the uniform distribution, we compare the expected profits of seller and buyers in this auction with those in a standard symmetric private valuation model. In our example, with 2 and 3 bidders, the seller's expected revenue is higher in the asymmetric auction than in a standard auction.
To finish, we survey the literature on sequential auctions with multi-unit demand, and we analyze a sequential first-price auction with and without a buyer's option. To do it we use the same model that Black and de Meza (1992) used to analyze the secuencial second-price caution. We show that when the preferences are unidimensional, no monotone symmetric pure strategy equilibrium exists, which implies that the outcome of the auction cannot be efficient. When an option to buy the second unit at the price paid for first one is introduced, there exists a pure strategy equilibrium for some values of the parameters of the model. In this case the option is always exercised, leading to a different allocation than that of the sequential second-price auction. When the valuations for the second unit is stochastic, the first-price and second-price auctions without a buyer's option are efficient and revenue equivalent. To finish, we give some insights into the difficulties of solving for an equilibrium when the buyer's option is introduced in this model.
APA, Harvard, Vancouver, ISO, and other styles
5

Choudhary, Muhammad Ali. "A contribution to the theory of the customer markets." Thesis, Birkbeck (University of London), 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.249236.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Lawson, John, and not provided. "Theory of Real Estate Valuation." RMIT University. Economics, Finance & Marketing, 2009. http://adt.lib.rmit.edu.au/adt/public/adt-VIT20090306.125134.

Full text
Abstract:
It can be stated that where a valuation is used as an assessment of risk there is no research-backed theory of valuation, that is one that explains the methodology used and is validated by a hypothesis. The significance of this thesis is the recognition of the ignorance, and confusion that exists and the need of a theory to explain methodology verified by a hypothesis or hypotheses. This thesis is the result of systemic research in an attempt to define the confusion that exists, resulting from the application of inappropriate economic theories in valuation. This research also attempts to find the reason for and the source of the confusion. This research supports that which has previously been advocated that valuation principles of valuation Practice must be underpinned by a working theory embedded in positive economics. The finding of this paper is that price theory is an appropriate proxy for valuation theory where a valuation is used as an assessment of the recovery of funds. However importantly this research also recognises and examines the possible ability of other related economic theories to explain areas price behaviour where price theory cannot. The findings of this research are likely to have important implications in the valuation profession. Hopefully this will result in stimulating debate and a realisation of a need for a theory which supports a credible and validated process of valuation.
APA, Harvard, Vancouver, ISO, and other styles
7

Weldegebriel, Habtu Tadesse. "Price transmission in vertically-related markets." Thesis, University of Nottingham, 2004. http://eprints.nottingham.ac.uk/14436/.

Full text
Abstract:
The thesis aims to contribute to the literature on two fronts. Firstly, it aims to contribute to the literature by developing a conjectural variations model of price transmission in vertically related markets where the final product sector exercises both oligopoly power and oligopsony power. It finds that oligopoly and oligopsony power do not necessarily weaken the degree of price transmission relative to that under perfectly competitive markets although they can. The key to these outcomes is to be found in the functional forms for retail demand and farm supply. Secondly, it attempts to draw inferences about the conditions under which the prices of the farm and retail prices cointegrate by themselves based on the predictions of the existing theoretical models of vertical price transmission. It then evaluates whether these conditions are borne out empirically. To this end, it tests for the existence of a co-integrating relation between the raw input and retail prices for a sample of 11 food and energy markets in the UK using the Johansen Full-information Maximum Likelihood Procedure. It finds that a co-integrating relation is identified for only 4 out of 11 price pairs; i.e., for potato, fresh fruits, milk and oil. For all other price pairs, it is not identified unless the cointegration regression allows for sector shocks. This result seems to support our theoretical prediction that, given information provided by a price pair alone, co-integration can be observed only for products for which the cost share of the farm input is unity; i.e., for products with a constant margin. And obviously, potatoes, fresh fruits and milk are products which are sold in supermarkets as they appear in their raw form with minimum processing involved suggesting that the share of processing cost for these products is minimal.
APA, Harvard, Vancouver, ISO, and other styles
8

Ramanan, Sisir. "Essays in asset price bubbles." Thesis, University of Glasgow, 2016. http://theses.gla.ac.uk/7357/.

Full text
Abstract:
This thesis studies the field of asset price bubbles. It is comprised of three independent chapters. Each of these chapters either directly or indirectly analyse the existence or implications of asset price bubbles. The type of bubbles assumed in each of these chapters is consistent with rational expectations. Thus, the kind of price bubbles investigated here are known as rational bubbles in the literature. The following describes the three chapters. Chapter 1: This chapter attempts to explain the recent US housing price bubble by developing a heterogeneous agent endowment economy asset pricing model with risky housing, endogenous collateral and defaults. Investment in housing is subject to an idiosyncratic risk and some mortgages are defaulted in equilibrium. We analytically derive the leverage or the endogenous loan to value ratio. This variable comes from a limited participation constraint in a one period mortgage contract with monitoring costs. Our results show that low values of housing investment risk produces a credit easing effect encouraging excess leverage and generates credit driven rational price bubbles in the housing good. Conversely, high values of housing investment risk produces a credit crunch characterized by tight borrowing constraints, low leverage and low house prices. Furthermore, the leverage ratio was found to be procyclical and the rate of defaults countercyclical consistent with empirical evidence. Chapter 2: It is widely believed that financial assets have considerable persistence and are susceptible to bubbles. However, identification of this persistence and potential bubbles is not straightforward. This chapter tests for price bubbles in the United States housing market accounting for long memory and structural breaks. The intuition is that the presence of long memory negates price bubbles while the presence of breaks could artificially induce bubble behaviour. Hence, we use procedures namely semi-parametric Whittle and parametric ARFIMA procedures that are consistent for a variety of residual biases to estimate the value of the long memory parameter, d, of the log rent-price ratio. We find that the semi-parametric estimation procedures robust to non-normality and heteroskedasticity errors found far more bubble regions than parametric ones. A structural break was identified in the mean and trend of all the series which when accounted for removed bubble behaviour in a number of regions. Importantly, the United States housing market showed evidence for rational bubbles at both the aggregate and regional levels. In the third and final chapter, we attempt to answer the following question: To what extend should individuals participate in the stock market and hold risky assets over their lifecycle? We answer this question by employing a lifecycle consumption-portfolio choice model with housing, labour income and time varying predictable returns where the agents are constrained in the level of their borrowing. We first analytically characterize and then numerically solve for the optimal asset allocation on the risky asset comparing the return predictability case with that of IID returns. We successfully resolve the puzzles and find equity holding and participation rates close to the data. We also find that return predictability substantially alter both the level of risky portfolio allocation and the rate of stock market participation. High factor (dividend-price ratio) realization and high persistence of factor process indicative of stock market bubbles raise the amount of wealth invested in risky assets and the level of stock market participation, respectively. Conversely, rare disasters were found to bring down these rates, the change being severe for investors in the later years of the life-cycle. Furthermore, investors following time varying returns (return predictability) hedged background risks significantly better than the IID ones.
APA, Harvard, Vancouver, ISO, and other styles
9

Kurmann, André. "New Keynesian price and cost dynamics : theory and evidence /." Full text, Acrobat Reader required, 2002. http://www.gbv.de/dms/zbw/557985994.pdf.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Fraser, W. D. "The price determination of property investments : Theory and evidence." Thesis, City University London, 1986. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.370931.

Full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Books on the topic "Price theory"

1

Friedman, Milton. Price theory. [S.l.]: Richest Man in Babylon Publ., 2008.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
2

Hammond, J. Daniel, Steven G. Medema, and John D. Singleton. Chicago price theory. Cheltenham, UK: Elgar, 2013.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
3

Modern price theory. Glenview, Ill: Scott, Foresman/Little, Brown College Division, 1988.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
4

Price theory and applications. 5th ed. Cincinnati, Ohio: South-Western Pub., 2002.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
5

Landsburg, Steven E. Price theory and applications. Chicago: Dryden Press, 1989.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
6

Price theory and applications. New York: McGraw-Hill, 1995.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
7

Hirshleifer, Jack. Price theory and applications. 5th ed. Englewood Cliffs: Prentice-Hall International, 1992.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
8

Price theory and applications. 3rd ed. Minneapolis/St. Paul: West Pub. Co., 1995.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
9

Hirshleifer, Jack. Price theory and applications. 3rd ed. Englewood Cliffs: Prentice-Hall, 1985.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
10

Hirshleifer, Jack. Price theory and applications. 4th ed. Englewood Cliffs, N.J: Prentice Hall, 1988.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Book chapters on the topic "Price theory"

1

Otani, Yoshihiko, and Mohamed El-Hodiri. "Price Taking Firms." In Microeconomic Theory, 87–106. Berlin, Heidelberg: Springer Berlin Heidelberg, 1987. http://dx.doi.org/10.1007/978-3-642-72791-7_5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Kurz, Heinz D. "Factor price frontier." In Capital Theory, 155–60. London: Palgrave Macmillan UK, 1990. http://dx.doi.org/10.1007/978-1-349-20861-6_11.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Betz, Frederick. "Price Disequilibrium Theory." In Stability in International Finance, 1–18. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-26760-9_1.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Koslowski, Peter. "Just Price Theory." In Principles of Ethical Economy, 211–43. Dordrecht: Springer Netherlands, 2001. http://dx.doi.org/10.1007/978-94-010-0956-0_10.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Miravete, Eugenio J. "Price Discrimination (Theory)." In The New Palgrave Dictionary of Economics, 1–5. London: Palgrave Macmillan UK, 2008. http://dx.doi.org/10.1057/978-1-349-95121-5_2630-1.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Miravete, Eugenio J. "Price Discrimination (Theory)." In The New Palgrave Dictionary of Economics, 10687–91. London: Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_2630.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Case, John, Keh-Jiann Chen, Sanjay Jain, Wolfgang Merkle, and James S. Royer. "Generality’s Price." In Learning Theory and Kernel Machines, 684–98. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-540-45167-9_50.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Hammock, Michael R., and J. Wilson Mixon. "Price-Searcher Markets." In Microeconomic Theory and Computation, 247–80. New York, NY: Springer New York, 2013. http://dx.doi.org/10.1007/978-1-4614-9417-1_12.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Beckmann, Martin J. "Spatial Price Policy." In Lectures on Location Theory, 21–44. Berlin, Heidelberg: Springer Berlin Heidelberg, 1999. http://dx.doi.org/10.1007/978-3-662-03762-1_3.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Haugom, Erik. "Fundamentals of price theory." In Essentials of Pricing Analytics, 12–35. New York: Routledge, 2021.: Routledge, 2020. http://dx.doi.org/10.4324/9780429345319-2.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Price theory"

1

Liang, Ma. "Price point and price rigidity: One micro-basis of price rigidity theory." In Business Management and Electronic Information. 2011 International Conference on Business Management and Electronic Information (BMEI 2011). IEEE, 2011. http://dx.doi.org/10.1109/icbmei.2011.5921054.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Li Xie, Hua Zheng, and Guo-ying Fan. "Price volatility analysis by Grey disaster theory." In 2008 3rd IEEE Conference on Industrial Electronics and Applications (ICIEA). IEEE, 2008. http://dx.doi.org/10.1109/iciea.2008.4582963.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Ma, Lu, and Yuanbiao Zhang. "Evaluate House Price with Relative Deprivation Theory." In 2011 International Conference on Computational and Information Sciences (ICCIS). IEEE, 2011. http://dx.doi.org/10.1109/iccis.2011.144.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Zhengjun Liu, Hongming Yang, and Mingyong Lai. "Electricity price forecasting model based on chaos theory." In 2005 International Power Engineering Conference. IEEE, 2005. http://dx.doi.org/10.1109/ipec.2005.206950.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Dong-hong, Cui, and Zhang Xi-yan. "Application of game theory on bidding price decision." In EM). IEEE, 2009. http://dx.doi.org/10.1109/icieem.2009.5344636.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Muresan, Anton S. "On a Functional-Differential Equation from Price Theory." In 2009 11th International Symposium on Symbolic and Numeric Algorithms for Scientific Computing (SYNASC). IEEE, 2009. http://dx.doi.org/10.1109/synasc.2009.14.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Liu, Yi. "E-commerce Price War Based on Game Theory." In 2021 3rd International Conference on Economic Management and Cultural Industry (ICEMCI 2021). Paris, France: Atlantis Press, 2021. http://dx.doi.org/10.2991/assehr.k.211209.533.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Feldman, Michal, Nicole Immorlica, Brendan Lucier, Tim Roughgarden, and Vasilis Syrgkanis. "The price of anarchy in large games." In STOC '16: Symposium on Theory of Computing. New York, NY, USA: ACM, 2016. http://dx.doi.org/10.1145/2897518.2897580.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Toliyat Abolhassani, AmirMohsen, and Mahdi Yaghoobi. "Stock price forecasting using PSOSVM." In 2010 3rd International Conference on Advanced Computer Theory and Engineering (ICACTE 2010). IEEE, 2010. http://dx.doi.org/10.1109/icacte.2010.5579738.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Ghosh, Arnob, and Saswati Sarkar. "Quality sensitive price competition in spectrum oligopoly." In 2013 IEEE International Symposium on Information Theory (ISIT). IEEE, 2013. http://dx.doi.org/10.1109/isit.2013.6620730.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Reports on the topic "Price theory"

1

Farhi, Emmanuel, Alan Olivi, and Iván Werning. Price Theory for Incomplete Markets. Cambridge, MA: National Bureau of Economic Research, May 2022. http://dx.doi.org/10.3386/w30037.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Kaplan, Greg, Guido Menzio, Leena Rudanko, and Nicholas Trachter. Relative Price Dispersion: Evidence and Theory. Cambridge, MA: National Bureau of Economic Research, January 2016. http://dx.doi.org/10.3386/w21931.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Gordon, David, and Eric Leeper. The Price Level, the Quantity Theory of Money, and the Fiscal Theory of the Price Level. Cambridge, MA: National Bureau of Economic Research, July 2002. http://dx.doi.org/10.3386/w9084.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Stoye, Jorg, John Quah, Yuichi Kitamura, and Rahul Deb. Revealed price preference: theory and empirical analysis. The IFS, October 2018. http://dx.doi.org/10.1920/wp.cem.2018.5718.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Montgomery, Edward, Kathryn Shaw, and Mary Ellen Benedict. Pensions and Wages: An Hedonic Price Theory Approach. Cambridge, MA: National Bureau of Economic Research, October 1990. http://dx.doi.org/10.3386/w3458.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Christiano, Lawrence, and Terry Fitzgerald. Understanding the Fiscal Theory of the Price Level. Cambridge, MA: National Bureau of Economic Research, April 2000. http://dx.doi.org/10.3386/w7668.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Brunnermeier, Markus, Sebastian Merkel, and Yuliy Sannikov. The Fiscal Theory of Price Level with a Bubble. Cambridge, MA: National Bureau of Economic Research, May 2020. http://dx.doi.org/10.3386/w27116.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

McCallum, Bennett. Is the Fiscal Theory of the Price Level Learnable? Cambridge, MA: National Bureau of Economic Research, September 2003. http://dx.doi.org/10.3386/w9961.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Vélez-Velásquez, Juan Sebastián. Banning Price Discrimination under Imperfect Competition: Evidence from Colombia's Broadband. Banco de la República de Colombia, December 2020. http://dx.doi.org/10.32468/be.1148.

Full text
Abstract:
Economic theory is inconclusive regarding the effects of banning third-degree price discrimination under imperfect competition because they depend on how the competing firms rank their market segments. When, relative to uniform pricing, all competitors want higher prices in the same market segments, a ban on price discrimination will reduce profits and benefit some consumers at the expense of others. If, instead, some firms want to charge higher prices in segments where their competitors want to charge lower prices, price discrimination increases competition driving all prices down. In this case, forcing the firms to charge uniform prices can increase their profits and reduce consumer surplus. We use data on Colombian broadband subscriptions to estimate the demand for internet services. Estimated preferences and assumptions about competition are used to simulate a scenario in which firms lose their ability to price discriminate. Our results show large effects on consumer surplus and large effects on firms’ profits. Aggregate profits increase but the effects for individual firms are heterogeneous. The effects on consumer welfare vary by city. In most cities, a uniform price regime causes large welfare transfers from low-income households towards high-income households and in a few cities, prices in all segments rise. Poorer households respond to the increase in prices by subscribing to internet plans with slower download speed.
APA, Harvard, Vancouver, ISO, and other styles
10

Buiter, Willem. The Fallacy of the Fiscal Theory of the Price Level. Cambridge, MA: National Bureau of Economic Research, August 1999. http://dx.doi.org/10.3386/w7302.

Full text
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the extended bibliographies on the topic 'Price theory' for particular source types:
Journal articles Dissertations / Theses Books
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography