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	Provedor de dados AgEcon (62) ArchiMer (1) Autor Loy, Jens-Peter (3) Brennan, Timothy J. (2) Buhr, Brian L. (2) Canton, Joan (2) David, Maia (2) Eerits, Alena (2) Gaigne, Carl (2) Glitsch, Kristina (2) Hudson, Darren (2) Lopez, Rigoberto A. (2) Margarian, Anne (2) Sinclair-Desgagne, Bernard (2) Ahearn, Mary Clare (1) Alderighi, Marco (1) Anderson, John D. (1) Audretsch, David B. (1) Auriol, Emmanuelle (1) Azevedo, Paulo Furquim de (1) Azzam, Azzeddine M. (1) Babcock, Bruce A. (1) Mais... Palavra-chave L11 (63) Industrial Organization (18) Q13 (15) Agribusiness (11) Marketing (10) Demand and Price Analysis (9) L66 (9) Agricultural and Food Policy (8) Livestock Production/Industries (7) Crop Production/Industries (6) Farm Management (6) L13 (6) Q18 (6) L25 (5) Q12 (5) Consumer/Household Economics (4) D21 (4) L51 (4) Production Economics (4) Productivity Analysis (4) Mais... Tipo do documento Working or Discussion Paper (25) Conference Paper or Presentation (17) Journal Article (10) Presentation (3) Working Paper (3) Report (2) Article (1) Text (1) Thesis or Dissertation (1) Mais... Ano 2016 (1) 2012 (6) 2011 (7) 2010 (10) 2009 (6) 2008 (13) 2006 (4) 2005 (5) 2004 (2) 2002 (3) 2001 (1) 2000 (2) 1999 (1) 1997 (1) 1991 (1) Mais... País United States (62) France (1) Idioma Inglês (57) Alemão (4) Espanhol (1) Português (1)		Registro completo Provedor de dados:  AgEcon País:  United States Título:  Collusion and seasonality of market price - A case of fixed market shares Autores:  Bejger, Sylwester Data:  2010-07-27 Ano:  2010 Palavras-chave:  Collusion Repeated games Fixed market shares Seasonality of market price Financial Economics L11 L13 L41 Resumo:  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 Idioma:  Inglês Identificador:  ISSN 1804-1205 (Print) ISSN 1804-5006 (Online) http://purl.umn.edu/95962 Relação:  Business and Economic Horizons>Volume 02, Issue 02, July 2010 Formato:  12 Fechar

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