Using synchronous transactions data for IBM from the New York, Pacific, and Midwest Stock
Exchanges, we estimate an error correction model to investigate whether each of the …

VECMs can detect trades that permanently move the markets in cross-listed stocks. We
employ Gonzalo and Granger's (J. Business Econom. Stat. 13 (1995) 1) reduced-rank …

Revenue management is an order acceptance and refusal process that employs differential
pricing strategies and stop sales tactics to reallocate capacity, enhance delivery reliability …

… panel David K Ding a , Frederick H.deB Harris b , Sie Ting Lau a , Thomas H McInish c …
However, all matching is done during the trading hours 09:30–12:30 h and 14:30–17:00 h. KLSE …

Research has produced inconclusive results concerning the effects of corporate social
responsibility (CSR) on firm financial performance, with only 59 percent of studies demonstrating …

Common factor components and information shares provide competing approaches to estimating
the parameters of price discovery in cointegrated security markets or trading channels. …

We examine the supply of liquidity by proprietary trading desks and hedge funds (PTDH)
versus mutual funds, index funds, and insurance companies (MII) across ten bid (ask) steps of …

Yield management (YM) is being used today in a variety of service industries to allocate
airline seats, hotel rooms, railroad cars, rental cars, advertising space, elective surgeries, …

Capital investment and capital financing decisions interact. To resolve current controversies
in investment‐leverage‐growth relationships requires an integrated industrial organization/…

The pharmaceutical industry's traditional business model is under severe strain as a result
of differential pricing and global threats to intellectual property protection. An integrative …