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Letteratura scientifica selezionata sul tema "Market"

Autore: Grafiati

Pubblicato: 4 giugno 2021

Ultima modifica: 7 luglio 2024

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Articoli di riviste sul tema "Market"

Banerjee, Tridib. "Market Planning, Market Planners, and Planned Markets". Journal of the American Planning Association 59, n. 3 (30 giugno 1993): 353–60. http://dx.doi.org/10.1080/01944369308975886.

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Robillard, Biff. "Marked to Market". Business Ethics: The Magazine of Corporate Responsibility 9, n. 2 (1995): 23. http://dx.doi.org/10.5840/bemag19959221.

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Robillard, Biff. "Marked to Market". Business Ethics: The Magazine of Corporate Responsibility 9, n. 3 (1995): 43. http://dx.doi.org/10.5840/bemag19959343.

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Robillard, Biff. "Marked to Market". Business Ethics: The Magazine of Corporate Responsibility 9, n. 5 (1995): 55. http://dx.doi.org/10.5840/bemag199595104.

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Robillard, Biff. "Marked to Market". Business Ethics: The Magazine of Corporate Responsibility 9, n. 6 (1995): 53. http://dx.doi.org/10.5840/bemag19959682.

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Robillard, Biff. "Marked to Market". Business Ethics: The Magazine of Corporate Responsibility 10, n. 2 (1996): 45. http://dx.doi.org/10.5840/bemag199610244.

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Robillard, Biff. "Marked to Market". Business Ethics: The Magazine of Corporate Responsibility 10, n. 3 (1996): 50. http://dx.doi.org/10.5840/bemag199610361.

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Robillard, Biff. "Marked to Market". Business Ethics: The Magazine of Corporate Responsibility 10, n. 4 (1996): 34. http://dx.doi.org/10.5840/bemag199610476.

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Robillard, Biff. "Marked to Market". Business Ethics: The Magazine of Corporate Responsibility 10, n. 5 (1996): 26. http://dx.doi.org/10.5840/bemag199610589.

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Chang, Matthew C., Chih-Ling Tsai, Rebecca Chung-Fern Wu e Ning Zhu. "Market uncertainty and market orders in futures markets". Journal of Futures Markets 38, n. 8 (17 aprile 2018): 865–80. http://dx.doi.org/10.1002/fut.21918.

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Tesi sul tema "Market"

Löbler, Helge, Hans Kjellberg, Kaj Storbacka, Melissa Akaka, Jennifer Chandler, John Finch, Sara Lindeman, Katy Mason, Janet McColl-Kennedy e Suvi Nenonen. "Market futures, future markets". Universitätsbibliothek Leipzig, 2017. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-218378.

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What do marketing scholars need to know about markets? The quote above places markets at the heart of marketing theory. Yet many commentators have lamented the scant attention paid to markets in marketing and argued for the need to better understand this central facet of the subject (Araujo et al., 2008; Vargo, 2007; Venkatesh et al., 2006). We share this view and outline issues and research opportunities against the backdrop of recent contributions proposing a practice approach to markets (Araujo et al., 2010; Kjellberg and Helgesson, 2007; Storbacka and Nenonen, 2011; Vargo and Lusch, 2011). A central tenet in this tradition is the idea that working markets are always in the making; that they are the continuous results of market practices. Paraphrasing Vargo and Lusch (2004): markets are not, they become. In this process of becoming, markets take on multiple forms as a result of practical efforts by many different actors to shape economic exchanges, establish rules for their performance, and represent such exchanges as markets. The observation that economic theories (including marketing) contribute to shape markets by influencing these practical efforts (Callon, 1998) introduces a complication in our study of markets and presents a reflexive challenge for marketers studying the shaping of markets.

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Børter, Martin. "Market Risk in Turbulent Markets". Thesis, Norwegian University of Science and Technology, Department of Mathematical Sciences, 2009. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-9871.

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In this thesis we study market risk in turbulent markets over different risk horizons. We construct portfolios which represent possible investments for a life assurance fund. The portfolios consist of equities, fixed income instruments, cash positions and interest rate derivatives. Today, the most commonly used metrics for market risk are Value-at-Risk (VaR) and Expected Shortfall (ES), and they will be central. We introduce necessary theory from quantitative finance related to asset price dynamics and security pricing. Further, interest rate related instruments are handled by the LIBOR Market Model (LMM), while equity prices are modeled as geometric Brownian motions. We use implied volatilities for instruments where they are available, and historical for the rest. We implement a risk model and make daily and quarterly market risk estimates between 2000-2008 for the portfolios. We choose some central events from the last quarter of 2008, a critical phase of the ongoing financial crisis, and analyze how the portfolios and the corresponding risk estimates are affected. Comparison of the portfolio losses against risk estimates allows us to evaluate the reliability of the broadly adopted model.

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Lorusso, Valentina. "Market making and dealer markets". Thesis, Imperial College London, 2016. http://hdl.handle.net/10044/1/49240.

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The thesis investigates information and liquidity provision in financial markets. I explore the implications of the strategic behaviour of market makers competing with high frequency traders and of dealers involved in long term relationships with clients in the foreign exchange markets. Additionally, I analyse the value of information from the liquidity order flow to market makers and dealers. Further, I reflect on regulatory implications of my findings. The first chapter presents a literature review to motivate the following chapters. First, I survey the main findings of the papers on market making most relevant to this thesis. Second, I discuss the regulatory and academic debate on high frequency traders, which are widely viewed as a new type of liquidity providers. Third, I discuss important differences between market makers and FX dealers, including specific features of foreign exchange markets and their informational structure. Lastly, I provide a brief overview of the recent regulatory debate on OTC markets. The second chapter analyses the effect of competition between a designated, traditional market maker and a High Frequency Trader providing liquidity. The market maker is risk neutral and the high frequency trader is risk averse, which creates differences in their inventory exposures. The market power of these two participants creates a bid ask spread, but the high frequency trader narrows the spread and improves liquidity. The chapter further investigates the liquidity provision by a monopolistic high frequency trader. I show that having agents with strong inventory concerns as market makers could hamper liquidity provision. I explain how ceteris paribus small changes in the reservation value of liquidity traders can trigger shifts in the equilibrium spread. The third chapter endogenizes the existence of intermediation in a two-tier market. Specifically, trading takes place sequentially in a client-dealer OTC market and in an interdealer market organised as a limit order book. A privately-informed client chooses between trading through dealers or paying an entry cost to join the interdealer market directly. Dealer rents from intermediation increase in the entry cost. I show that competitive dealers use the bid ask spread strategically to reward the client for the information conveyed by his order flow. Furthermore, I show that the client dealer relationship is affected by a commitment problem: clients who trade una tantum execute trades with multiple dealers. Ongoing client dealer relationships viewed as an infinitely repeated game can overcome this problem and the client may benefit from trading exclusively with one dealer. The fourth chapter analyses information sharing and collusion incentives of strategic liquidity providers and the impact of their cooperation on asset prices. Risk neutral liquidity providers operate in a market with risk-averse informed traders (fundamentalists) and noise traders. I consider four regimes: 1) pure market making; 2) dealership without information sharing; 3) dealership with information sharing but without collusion in trading; and 4) dealership with information sharing and collusion in trading. I show that information sharing substantially increases agents' profits, while colluding in trading has a relatively low additional impact on profits. This suggests that if there are penalties for collusion, dealers may choose to only share information, but not to collude. Furthermore, I investigate the effect of the four regimes on market depth, volatility of prices and information content of prices. I find that dealers sharing information and colluding increase market depth compared to dealership without information sharing. However, the market depth is lower compared to pure market making. Both volatility of prices and the information content of prices increase when liquidity providers act as dealers. The magnitude of these differences depends on the parameters of the model.

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Ball, Catherine. "Local Markets : Competition and Market Structure". Thesis, University of East Anglia, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.527635.

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This thesis examines competition in three local markets: homebuilding, estate agency and groceries. It uses and extends the methodology developed by Bresnahan and Reiss in their seminal work in the 1990s, whereby the relationship between market structure and market size is used to evaluate how competition varies with finn numbers. U sing data from the homebuilding market, the rationale for using the Ordered Probit rather than count data alternatives to estimate these models is explored. Contrary to the existing literature, it is shown that the choice of estimator can significantly affect the results. In addition, several extensions to the Bresnahan and Reiss methodology are proposed. Firstly, the model is generalised to allow analysis of the persistence of certain effects as the number of finns in the market increases. It is shown that estate agents are able to profit from price discrimination and market segmentation, even in relatively unconcentrated markets. Secondly, a methodology is proposed to analyse the effects of competition on market expansion by augmenting the model with sales data. It is shown that increased competition between estate agents leads to a transfer of surplus but no increase in the size of the market. Thirdly, the model is extended in two ways to allow for competition between differentiated finns. When finn level data on differentiation is not available, the effect of the scope for differentiation is analysed. It is shown that markets with greater scope for differentiation are more profitable for estate agents. However, as finns can be identified by type, a more strategic approach is used to analyse the competition between different grocery formats. It is shown that small supermarkets, when located near at least one specialist store (e.g. a butcher or baker), negatively affect the profits of large supermarkets; a result that differs from previous studies by competition authorities.

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Huang, Yao. "Market Sentiments and the Housing Markets". Diss., Virginia Tech, 2020. http://hdl.handle.net/10919/97518.

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This paper has three chapters. In the first chapter, we develop a measure of housing sentiment for 24 cities in China by parsing through newspaper articles from 2006 to 2017.We find that the sentiment index has strong predictive power for future house prices even after controlling for past price changes and macroeconomic fundamentals. The index leads price movements by nearly 9 months, and it is highly correlated with other survey expectations measures that come with a significant time lag. In the second chapter, we show that short term house price movement is predictable by solely using newspaper and historical price change. In the last chapter, using the sentiment index constructed from newspaper, we got empirical results to show that some people are forward-looking when deciding default and a positive sentiment (anticipated house price appreciation) will lower the Z score of probability of default by 0.028.
Doctor of Philosophy
This paper has three chapters. In the first chapter, we develop a measure of housing sentiment for 24 cities in China by parsing through newspaper articles from 2006 to 2017. Two sentiment index were created using text mining method based on keywords matching and machine learning respectively.We find that the sentiment index has strong predictive power for future house prices even after controlling for past price changes and macroeconomic fundamentals. The index leads price movements by nearly 9 months, and it is highly correlated with other survey expectations measures that come with a significant time lag. In contrast, we find much weaker feedback coming from past prices to current sentiment. In the second chapter, we show that short term house price movement is predictable by solely using newspaper and historical price change. The accuracy of the prediction could be up to 0.96 for out of sample prediction. We first use a text mining method to transfer all the text information into numerical vector space, which is able to represent the extracted full information contained in a text. Then by adopting machine learning models of Neural networks, SVM, and random forest, we classified the newspaper into 1 (up) and 0 (down) group and constructed an index as the mean label accordingly. In the last chapter, by merging the Fannie Mae loan performance data with the sentiment index constructed from newspaper as well as the macro variables about local market, we got empirical results to show that some people are forward-looking when deciding default and a positive sentiment ( anticipated house price appreciation) will lower the Z score of probability of default by 0.028. We found that during the recession period, people access more information when they try to default, on top of the traditional econ conditions and historical house price, they also consider the future house price change. Moreover, borrowers with high income, high home value, and high FICO scores tend to pay more attention to future price change. However, for those who are less experienced in this game (first time home buyer), they only pay attention to the historical price change during the recession period.

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Liu, Dongqing. "Market-making behavior in futures markets /". For electronic version search Digital dissertations database. Restricted to UC campuses. Access is free to UC campus dissertations, 2002. http://uclibs.org/PID/11984.

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Rahman, Rizwan Tanvir. "Market integrity issues in financial markets". Thesis, The University of Sydney, 2013. http://hdl.handle.net/2123/12552.

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This dissertation investigates market integrity issues across a range of financial markets. The essays investigate the leakage of information, information asymmetry, market manipulation, and off-market trading across the carbon, equity, and option markets. The study spans across the European Union Emissions Allowances (EUA) futures market, the Australian Securities Exchange (ASX) equity market, and the Australian Securities Exchange (ASX) option market (AOM). The first essay examines the impact of European Union emissions trading scheme (EU ETS) national allocation plan (NAP) announcements on carbon markets. The findings show that Phase II announcements have an influence on both Phase I & II front futures and sole Phase II futures carbon returns. In addition, the results indicate that the announcements have no significant impact on volatility. Together, the findings suggest a systematic leakage of information across all types of announcements. The second essay examines trade cancellations on the Australian Securities Exchange (ASX). Trade cancellations are trades that are determined to have been made in error by both parties, and are subsequently cancelled. Results indicate return reversal patterns consistent with manipulative activity following the initial trades. Findings on volume, return, and volatility around the trades are also consistent with the empirical findings on market manipulation in the literature. The final essay examines the impact of large off-market option trades on the Australian Options Market (AOM). The results reveal that large off-market option trades receive price improvement when compared to the quoted prices at the time of the trade. Further, although large off-market trades experience some temporary price effects there is no evidence of significant leakage or permanent price effects. Finally, cumulative abnormal returns in the days surrounding the trades reveal no significant price patterns.

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Baumann, Dominique Cristian. "Market coupling in the power markets". reponame:Repositório Institucional do FGV, 2014. http://hdl.handle.net/10438/12174.

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Submitted by Luana Rodrigues (luana.rodrigues@fgv.br) on 2014-10-21T18:45:50Z No. of bitstreams: 1 Versão Final - Dominique.pdf: 2899721 bytes, checksum: e06d28c3a380d3af7d793bd8d8660b36 (MD5)
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The thesis analyses the European Unions’ effort to create an integrated pan-European electricity market based on “market coupling” as the proposed allocation mechanism for interconnector transfer capacity. Thus, the thesis’ main focus is if market coupling leads to a price convergence in interlinked markets and how it affects the behavior of electricity price data. The applied research methods are a qualitative, structured literature review and a quantitative analysis of electricity price data. The quantitative analysis relies on descriptive statistics of absolute price differentials and on a Cointegration analysis according to Engle & Granger (1987)’s two step approach. Main findings are that implicit auction mechanisms such as market coupling are more efficient than explicit auctions. Especially the method of price coupling leads to a price convergence in involved markets, to social welfare gains and reduces market power of producers, as shown on the example of the TLC market coupling. The market coupling initiative between Germany and Denmark, on the other hand, is evaluated as less successful and illustrates the complexity and difficulties of implementing market coupling initiatives. The cointegration analysis shows that the time series were already before the coupling date cointegrated, but the statistical significance increased. The thesis suggests that market coupling leads to a price convergence of involved markets and thus functions as method to create a single, integrated European electricity market.
A dissertação analisa o esforço dos sindicatos europeus para criar um mercado pan- europeu de electricidade integrada baseada em 'mercados combinados', como o mecanismo de alocação de capacidade de transferência de energia entre diferentes sistemas. Assim, o foco principal do estudo é se a integração do mercado leva a uma convergência de preços nos mercados interligados, e como isso afeta o comportamento dos preços de energia elétrica. Os métodos de investigação são uma revisão bibliográfica estruturada qualitativa e uma análise quantitativa de dados de preços de energia elétrica. A análise quantitativa se baseia em estatísticas descritivas das diferenças de preços absolutos e em uma análise de cointegração de acordo com a abordagem de Engle e Granger (1987). As principais conclusões são que os mecanismos de leilões implícitos, tais como a integração de mercado são mais eficientes que os leilões explícitos. Especialmente, o método de acoplamento de preços leva a uma convergência de preços nos mercados envolvidos, a ganhos de bem-estar social e reduz a o poder dos produtores no mercado, como mostra o exemplo da integração mercado TLC. A iniciativa mercados combinados entre a Alemanha ea Dinamarca, por outro lado, é avaliada como de menor sucesso e ilustra a complexidade e as dificuldades de implementação de iniciativas de integração de mercado. A análise de cointegração mostra que as séries temporais já estavam cointegradas antes da data de integração, mas a significância estatística aumentou. A tese sugere que a integração do mercado leva a uma convergência dos preços dos mercados envolvidos e, portanto, funciona como método para criar um mercado de eletricidade único e integrado na Europa.

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Swift, Jonathan Stuart. "The relationship between market culture and market language : British executives in overseas markets". Thesis, University of Liverpool, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.266310.

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Nieuwland, Frederik Gertruda Maria Carolus. "Speculative markets dynamics an econometric analysis of stock market and foreign exchange market dynamics /". Proefschrift, Maastricht : Maastricht : Universitaire Pers Maastricht ; University Library, Maastricht University [Host], 1993. http://arno.unimaas.nl/show.cgi?fid=6219.

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Libri sul tema "Market"

Corporation, City of London. London markets: Billingsgate market. (London): The Corporation, 1988.

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Kevin, Koy, a cura di. Markets and market logic. Chicago: Porcupine Press, 1986.

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Mitchell, Horace. Teleworking market opportunities: Consumer markets. Aldershot: BRAMEUR Ltd, 1993.

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Mitchell, Horace. Teleworking market opportunities: Business markets. Aldershot: BRAMEUR Ltd, 1993.

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Ezra, Hausman, American Public Power Association e Synapse Energy Economics (Firm), a cura di. LMP electricity markets: Market operations, market power, and value for consumers. Washington, D.C: American Power Association, 2007.

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1964-, Cross Graham Harry, e Harrison James, a cura di. The gilt-edged market. Oxford: Butterworth-Heinemann, 2003.

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Taylor, Francesca. Market know how: Finance and markets. New York: Prentice Hall, 2009.

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Sornette, Didier, Sergey Ivliev e Hilary Woodard, a cura di. Market Risk and Financial Markets Modeling. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-27931-7.

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Daniel, Van Schalkmyk Herman, a cura di. Market integration in Mozambican maize markets. Addis Ababa, Ethiopia: Organisation for Social Science Research in Eastern and Southern Africa, 2009.

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Market know how: Finance and markets. New York: Prentice Hall, 2009.

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Capitoli di libri sul tema "Market"

Andraszewicz, Sandra. "Stock Markets, Market Crashes, and Market Bubbles". In Psychological Perspectives on Financial Decision Making, 205–31. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-45500-2_10.

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Atkinson, Brian, Peter Baker e Bob Milward. "Markets and Market Failure". In Economic Policy, 21–37. London: Macmillan Education UK, 1996. http://dx.doi.org/10.1007/978-1-349-24876-6_2.

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Cooke, Andrew J. "Markets and Market Failure". In Economics and Construction, 53–82. London: Macmillan Education UK, 1996. http://dx.doi.org/10.1007/978-1-349-13567-7_3.

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Goodwin, Neva, Jonathan M. Harris, Julie A. Nelson, Pratistha Joshi Rajkarnikar, Brian Roach e Mariano Torras. "Markets with Market Power". In Microeconomics in Context, 557–89. 5^a ed. New York: Routledge, 2022. http://dx.doi.org/10.4324/9781003252207-23.

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Guàrdia, Manel, José Luis Oyón e Sergi Garriga. "Markets and market halls". In The Routledge Companion to the History of Retailing, 101–18. Abingdon, Oxon ; New York, NY : Routledge, 2019. |: Routledge, 2018. http://dx.doi.org/10.4324/9781315560854-7.

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Goodwin, Neva, Jonathan M. Harris, Julie A. Nelson, Pratistha Joshi Rajkarnikar, Brian Roach e Mariano Torras. "Markets with Market Power". In Principles of Economics in Context, 391–412. 2nd edition. | New York, NY : Routledge, 2019.: Routledge, 2019. http://dx.doi.org/10.4324/9780429438752-19.

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Ahmed, Parvez. "Stock Market Efficiency and Market Microstructure in Emerging Markets". In Market Microstructure in Emerging and Developed Markets, 385–406. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2013. http://dx.doi.org/10.1002/9781118681145.ch21.

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Baker, H. Kent, e Halil Kiymaz. "Market Microstructure". In Market Microstructure in Emerging and Developed Markets, 1–16. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2013. http://dx.doi.org/10.1002/9781118681145.ch1.

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Hartwick, John. "Sharing Markets and Market Shares". In A Brief History of Price, 40–54. London: Palgrave Macmillan UK, 1993. http://dx.doi.org/10.1057/9780230374669_3.

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Meyer, Max. "The Market, Market Failures, and Market Interventions". In Liberal Democracy, 17–24. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-47408-9_4.

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Atti di convegni sul tema "Market"

Lusan, D. A., Z. Yu e F. T. Sparrow. "Market gaming and market power mitigation in deregulated electricity markets". In IEEE Power Engineering Society. 1999 Winter Meeting (Cat. No.99CH36233). IEEE, 1999. http://dx.doi.org/10.1109/pesw.1999.747272.

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Shuttleworth, G. "Market failure in electricity markets". In IEE Seminar on "How Secure are Britain's Electricity Supplies?". IEE, 2004. http://dx.doi.org/10.1049/ic:20040149.

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David, A. K. "Market power in generation markets". In APSCOM 2000 - 5th International Conference on Advances in Power System Control, Operation and Management. IEE, 2000. http://dx.doi.org/10.1049/cp:20000400.

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Waluyo, Sugeng Eko Yuli, Mohamad Johan Efendi, Yunita Dwi Wikandari, Ahfi Nova Ashriana e Ghozali. "Can Traditional Markets Became Online Market". In 3rd Annual International Conference on Public and Business Administration (AICoBPA 2020). Paris, France: Atlantis Press, 2021. http://dx.doi.org/10.2991/aebmr.k.210928.051.

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Qi, Ji, e Carmine Ventre. "Incentivising Market Making in Financial Markets". In ICAIF '22: 3rd ACM International Conference on AI in Finance. New York, NY, USA: ACM, 2022. http://dx.doi.org/10.1145/3533271.3561706.

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Zeiselmair, Andreas, Ryan Harper, Simon Koppl e Alexander Bogensperger. "Market power assessment in regional smart markets". In 2020 17th International Conference on the European Energy Market (EEM). IEEE, 2020. http://dx.doi.org/10.1109/eem49802.2020.9221930.

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Khodadadi, Abolfazl, Lars Herre, Priyanka Shinde, Robert Eriksson, Lennart Soder e Mikael Amelin. "Nordic Balancing Markets: Overview of Market Rules". In 2020 17th International Conference on the European Energy Market (EEM). IEEE, 2020. http://dx.doi.org/10.1109/eem49802.2020.9221992.

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Perwitasari, Arie, e Rifki Khoirudin. "Market Analysis of Bantul Markets After Revitalization". In Proceedings of the 1st International Conference on Life, Innovation, Change and Knowledge (ICLICK 2018). Paris, France: Atlantis Press, 2019. http://dx.doi.org/10.2991/iclick-18.2019.57.

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Chambino, Mariana, Nicole Horta e Rui Dias. "Market Predictability and Mean Reversion in MENA Markets: An Empirical Study of Equity Market Efficiency". In 7th International Scientific Conference – EMAN 2023 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2023. http://dx.doi.org/10.31410/eman.s.p.2023.19.

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This research aims to provide evidence for investors and regulators of the MENA stock markets, including Bahrain (BASI), Egypt (EGX 30), Abu Dhabi (FTSE ADX), Pakistan (KSE 100), Morocco (MASI), Oman (MSM 30), Qatar (QSE), Saudi Arabia (TADAWUL ALL), and Tunisia (TUNNIDEX), from March 1, 2018, to February 23, 2023. Because variance ratios are less than one, the results show that indexes do not follow the random walk hypothesis (RWH), suggesting autocorrelation in returns over time and average reversal in all indexes. These findings refute both the RWH and the financial market information efficiency hypothesis. According to the study, market regulators should take initiatives to improve information in these regional markets.

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Soleymani, S., A. M. Ranjbar, A. Jafari, A. R. Shirani e M. Ranjbar. "Market power monitoring in electricity market by using market simulation". In 2006 IEEE Power India Conference. IEEE, 2006. http://dx.doi.org/10.1109/poweri.2006.1632562.

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Rapporti di organizzazioni sul tema "Market"

Sklar, Maggie. “YOLOing the Market”: Market Manipulation? Implications for Markets and Financial Stability. Federal Reserve Bank of Chicago, 2021. http://dx.doi.org/10.21033/pdp-2021-01.

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Ito, Koichiro, e Mar Reguant. Sequential Markets, Market Power and Arbitrage. Cambridge, MA: National Bureau of Economic Research, dicembre 2014. http://dx.doi.org/10.3386/w20782.

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Kaplow, Louis. Market Definition, Market Power. Cambridge, MA: National Bureau of Economic Research, maggio 2015. http://dx.doi.org/10.3386/w21167.

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Caballero, Ricardo, e Arvind Krishnamurthy. Emerging Market Crises: An Asset Markets Perspective. Cambridge, MA: National Bureau of Economic Research, dicembre 1998. http://dx.doi.org/10.3386/w6843.

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Vargas, Miguel, e Fernando Lefort. Tacit Collusion in the Santiago Housing Market. Inter-American Development Bank, luglio 2011. http://dx.doi.org/10.18235/0011304.

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Given the numerous and widely acknowledged benefits of a well-functioning housing market, it is vital to understand the degree of competition in that market, which is the starting point for undertaking any policy tool aimed at improving its efficiency. This paper tests the extent of competition in the housing market in Santiago, Chile using a two-step methodology. In the first step, using a hedonic price model, the Santiago housing market is divided into sub-markets, which are analyzed separately. The second step is the tacit collusion test itself, which compares the industry markup with the business cycle in each sub-market using panel data regression models. Evidence of collusion is found in certain sub-markets.

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Krueger, Alan. Do Markets Respond More to More Reliable Labor Market Data? A Test of Market Rationality. Cambridge, MA: National Bureau of Economic Research, settembre 1996. http://dx.doi.org/10.3386/w5769.

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Dixon, Brent, e Leilani Beard. Global Nuclear Markets – Market Arrangements and Service Agreements. Office of Scientific and Technical Information (OSTI), giugno 2016. http://dx.doi.org/10.2172/1483596.

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Fang, Hanming, e Zenan Wu. Multidimensional Private Information, Market Structure and Insurance Markets. Cambridge, MA: National Bureau of Economic Research, ottobre 2016. http://dx.doi.org/10.3386/w22773.

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Gorton, Gary, Ping He e Lixin Huang. Asset Prices When Agents are Marked-to-Market. Cambridge, MA: National Bureau of Economic Research, marzo 2006. http://dx.doi.org/10.3386/w12075.

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Gan, Li, e Qinghua Zhang. The Thick Market Effect on Housing Markets Transactions. Cambridge, MA: National Bureau of Economic Research, aprile 2006. http://dx.doi.org/10.3386/w12134.

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