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	Provedor de dados AgEcon (1) Autor Bejger, Sylwester (1) Palavra-chave Collusion (1) Financial Economics (1) Fixed market shares (1) L11 (1) L13 (1) L41 (1) Repeated games (1) Seasonality of market price (1) Mais... Tipo do documento Journal Article (1) Ano 2010 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última Collusion and seasonality of market price - A case of fixed market shares AgEcon Bejger, Sylwester. The paper develops a simple supergame model of collusion that focuses on the role of fixed (exogenous to game played) system of quantity market shares. Conclusions implied by the model could be used to motivate data - saving markers of collusion based on market price behavior. Following conclusions of the theoretical model we propose marker of collusion based on detecting changes in seasonal parameters of prices in periods of possible collusion. An empirical application of method has been done on well known data of Lysine cartel case. Tipo: Journal Article Palavras-chave: Collusion; Repeated games; Fixed market shares; Seasonality of market price; Financial Economics; L11; L13; L41. Ano: 2010 URL: http://purl.umn.edu/95962 Registros recuperados: 1 Primeira ... 1 ... Última

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