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Acquisitions of Startups by Incumbents: The 3 Cs of Co-Specialization from Startup Inception to Post-Merger Integration.
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- California Management Review, 2021, v. 63, n. 3, p. 70, doi. 10.1177/0008125621996502
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On Optimal Pricing Model for Multiple Dealers in a Competitive Market.
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- Computational Economics, 2019, v. 53, n. 1, p. 397, doi. 10.1007/s10614-017-9749-6
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- Article
The Term Structure of Bond Liquidity.
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- Journal of Financial & Quantitative Analysis, 2018, v. 53, n. 5, p. 2161, doi. 10.1017/S0022109018000364
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THE END OF BARGAINING IN THE DIGITAL AGE.
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- Cornell Law Review, 2018, v. 103, n. 6, p. 1469
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AB InBev's Offer for SABMiller (A): Pricey or Practical?
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- Business Case Journal, 2017, v. 24, n. 1, p. 1
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Decimalization, IPO aftermath, and liquidity.
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- Review of Quantitative Finance & Accounting, 2016, v. 47, n. 4, p. 1303, doi. 10.1007/s11156-015-0539-8
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- Article
Dynamic and Static Asking Prices in the Sydney Housing Market.
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- Economic Record, 2016, v. 92, n. 297, p. 209, doi. 10.1111/1475-4932.12242
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El PODER de los directivos no tiene límites: Accelerated Bookbuilt Offering.
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- Revista Contable, 2016, n. 41, p. 94
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Construction of Discrete Time Shadow Price.
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- Applied Mathematics & Optimization, 2015, v. 72, n. 3, p. 391, doi. 10.1007/s00245-014-9285-x
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Why Ask? The Role of Asking Prices in Transactions.
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- Business Review (Federal Reserve Bank of Philadelphia), 2015, p. 1
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- Article
Four ways digital works to build brands and relationships.
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- Journal of Brand Strategy, 2015, v. 4, n. 1, p. 37
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AMERICAN OPTIONS WITH GRADUAL EXERCISE UNDER PROPORTIONAL TRANSACTION COSTS.
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- International Journal of Theoretical & Applied Finance, 2014, v. 17, n. 8, p. -1, doi. 10.1142/S0219024914500526
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The Effect of Listing Price Strategy on Transaction Selling Prices.
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- Journal of Real Estate Finance & Economics, 2014, v. 49, n. 2, p. 237, doi. 10.1007/s11146-013-9424-1
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- Article
Information Disclosure and Stock Liquidity: Evidence from Borsa Italiana.
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- Abacus, 2013, v. 49, n. 4, p. 423, doi. 10.1111/abac.12014
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- Article
List Price Information in the Negotiation of Commercial Real Estate Transactions: Is Silence Golden?
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- Journal of Real Estate Finance & Economics, 2013, v. 47, n. 4, p. 760, doi. 10.1007/s11146-013-9435-y
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- Article
Market Good Flexibility in Capacity Auctions.
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- Production & Operations Management, 2013, v. 22, n. 2, p. 459, doi. 10.1111/j.1937-5956.2012.01355.x
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Effective Bid-Ask Spreads in Futures versus Futures Options.
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- Journal of Agricultural & Resource Economics, 2012, v. 37, n. 3, p. 455
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Trading Fees and Efficiency in Limit Order Markets.
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- Review of Financial Studies, 2012, v. 25, n. 11, p. 3389, doi. 10.1093/rfs/hhs089
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Bid-Ask Spread, Futures Market Sentiment and Exchange Rate Returns.
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- Journal of Economic Cooperation & Development, 2012, v. 33, n. 4, p. 63
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Determinants of Bid/Ask Spread in an Emerging African Stock Market : A Dynamic Panel Data Framework.
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- Finance India, 2012, v. 26, n. 3, p. 803
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TENOR SPECIFIC PRICING.
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- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 6, p. -1, doi. 10.1142/S0219024912500434
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MODELLING THE BID AND ASK PRICES OF ILLIQUID CDSs.
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- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 6, p. -1, doi. 10.1142/S0219024912500458
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- Article
Pricing rules and Arrow-Debreu ambiguous valuation.
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- Economic Theory, 2012, v. 49, n. 1, p. 1, doi. 10.1007/s00199-011-0660-4
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CONIC FINANCE AND THE CORPORATE BALANCE SHEET.
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- International Journal of Theoretical & Applied Finance, 2011, v. 14, n. 5, p. 587, doi. 10.1142/S0219024911006541
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SYSTEMATIC DIFFERENCES OF RETAIL EXCHANGE RATE SPREADS IN SOME EU COUNTRIES: THE BANKS AGAINST FINANCIAL INTEGRATION.
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- Discussions on Estonian Economic Policy, 2011, v. 19, n. 2, p. 72
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An Experimental Comparison of Linear and Nonlinear Price Combinatorial Auctions.
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- Information Systems Research, 2011, v. 22, n. 2, p. 346, doi. 10.1287/isre.1090.0267
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INTRADAY PATTERNS IN QUOTED DEPTH ON THE NASDAQ.
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- International Journal of Finance, 2011, v. 23, n. 2, p. 6764
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The Effectiveness of Government Intervention: Indonesia Case.
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- Journal of Accounting, Business & Management, 2011, v. 18, n. 1, p. 65
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Existence of shadow prices in finite probability spaces.
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- Mathematical Methods of Operations Research, 2011, v. 73, n. 2, p. 251, doi. 10.1007/s00186-011-0345-6
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Arbitrage and deflators in illiquid markets.
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- Finance & Stochastics, 2011, v. 15, n. 1, p. 57, doi. 10.1007/s00780-009-0118-8
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Tick size, market structure, and market quality.
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- Review of Quantitative Finance & Accounting, 2011, v. 36, n. 1, p. 57, doi. 10.1007/s11156-010-0171-6
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An Analysis of Estimates of the Inventory Holding Component of the Bid-Ask Spread.
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- Banking & Finance Review, 2010, v. 2, n. 2, p. 1
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Central limit theorem for the realized volatility based on tick time sampling.
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- Finance & Stochastics, 2010, v. 14, n. 2, p. 209, doi. 10.1007/s00780-008-0087-3
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A Practical Combinatorial Clock Exchange for Spectrum Licenses.
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- Decision Analysis, 2010, v. 7, n. 1, p. 58, doi. 10.1287/deca.1090.0169
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- Article
Information Variability Impacts in Auctions.
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- Decision Analysis, 2010, v. 7, n. 1, p. 137, doi. 10.1287/deca.1090.0163
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- Article
Intraday Behavior of Stock Prices and Trades around Insider Trading.
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- Financial Management (Wiley-Blackwell), 2010, v. 39, n. 1, p. 323, doi. 10.1111/j.1755-053X.2009.01075.x
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- Article
Middlemen and Oligopolistic Market Makers.
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- Journal of Economics & Management Strategy, 2010, v. 19, n. 1, p. 1, doi. 10.1111/j.1530-9134.2009.00243.x
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SPARSE CALIBRATIONS OF CONTINGENT CLAIMS.
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- Mathematical Finance, 2010, v. 20, n. 1, p. 105, doi. 10.1111/j.1467-9965.2009.00391.x
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- Article
Commonality in Liquidity: A Global Perspective.
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- Journal of Financial & Quantitative Analysis, 2009, v. 44, n. 4, p. 851, doi. 10.1017/S0022109009990123
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The Winner's Curse and Optimal Auction Bidding Strategies.
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- Graziadio Business Report, 2009, v. 12, n. 2, p. 1
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Finlay sale: NTC hopes to be third-time lucky.
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- Man-Made Textiles in India, 2009, v. 52, n. 7, p. 255
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- Article
THE CHOICE OF OPENING PRICES ON EBAY.
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- Manchester School (1463-6786), 2009, v. 77, n. 4, p. 411, doi. 10.1111/j.1467-9957.2009.02105.x
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The Components of the Bid-Ask Spread: the Case of the Athens Stock Exchange.
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- European Financial Management, 2009, v. 15, n. 1, p. 112, doi. 10.1111/j.1468-036X.2007.00416.x
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Competition between Exchanges: Euronext versus Xetra.
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- European Financial Management, 2009, v. 15, n. 1, p. 181, doi. 10.1111/j.1468-036X.2007.00425.x
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- Article
Bid–ask spread and order size in the foreign exchange market: an empirical investigation.
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- International Journal of Finance & Economics, 2009, v. 14, n. 1, p. 98, doi. 10.1002/ijfe.365
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Using Intra-Day Data to Analyze Bid-Ask Spread: A Case of Mauritius Stock Exchange.
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- ICFAI Journal of Financial Economics, 2008, v. 6, n. 4, p. 34
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A REVISIT TO n-CURRENCY ARBITRAGE.
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- International Journal of Finance, 2008, v. 20, n. 4, p. 4980
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- Article
The Determinants of CDS Bid-Ask Spreads.
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- Journal of Derivatives, 2008, v. 16, n. 1, p. 70, doi. 10.3905/jod.2008.710898
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- Article
ROBUSTNESS OF BIDDER PREFERENCES AMONG AUCTION INSTITUTIONS.
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- Economic Inquiry, 2008, v. 46, n. 3, p. 355, doi. 10.1111/j.1465-7295.2007.00111.x
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- Article
Stock Splits in Switzerland: To Signal or Not to Signal?
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- Financial Management (Wiley-Blackwell), 2008, v. 37, n. 2, p. 193, doi. 10.1111/j.1755-053X.2008.00010.x
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- Article