Limit price

About: Limit price is a research topic. Over the lifetime, 4865 publications have been published within this topic receiving 148546 citations.

Method And Apparatus For Monitoring And Evaluating Limit Order Trading

Abstract: Systems, methods, apparatus, computer program code and means for generating quality data associated with an option limit order are provided. In some embodiments, an option limit order is received, the option limit order including information identifying a customer, information identifying a desired option, and information that indicates a limit price for said option limit order. A substantially real time feed of option market date is received and the option market data is used in real time to identify at least one of a trade-through and a trade-at transaction relevant to the option limit order. Alerts may be generated based on the identified trade-through or trade-at transaction. Trade-at or trade-through data may be tabulated and analyzed to evaluate option limit order trading activity. Analysis to generate trade-at or trade-through data may be performed on a batch processing basis relying entirely or in part on data received in real time or on a batch basis.

On Entry Preventing Behavior and Limit Price Models of Entry

Abstract: Formally, the market is regarded as a supergame in which one established firm and one potential entrant are players. Both players know all relevant demand and cost functions, and throughout the paper, noncooperative behavior is assumed. The model has two distinct stages: pre- and post entry. In the pre-entry stage, the monopolist chooses his price and capital stock so as to maximize his discounted profits, noting that his investment decision may affect the entry plans of the entrant. Existence of equilibrium is proved, entry preventing behavior is characterized and conditions are shown under which it will be employed.

The Effects of Retail Regulations on Prices: Evidence from the Loi Galland

Abstract: Using a unique data set merging micro-store level data with grocery markets data, this article provides an empirical analysis of a legislation that had the same effect as allowing industry-wide price floors. It shows that, after the introduction of the legislation, the link between retail prices and market concentration has significantly been weakened. Price dispersion has dropped for branded products more than for store brands and price convergence appears to have taken place across stores. These results are consistent with recent theories on the anti-competitive effects of resale price maintenance in markets with interlocking relationships.

Automatic pricing method and device

Abstract: A system automatically sets the prices of items that are marketed in a web marketing system based on such factors as past prices and marketing trends so as to maximize the seller's profit. An automatic price calculating unit is provided that refers to item information and marketing information that are gathered from the web marketing system, updates the prices of items, and outputs the result as price information. At each point in time, the calculating unit repeats the steps of: outputting price information such that items are marketed for fixed time intervals at a price that is one step size higher than, and a price that is one step size lower than the optimal price estimate at that time, comparing the profits that are obtained as a result, and updating the optimal price estimate at that time in the direction of the price at which the higher profit was obtained.