This paper presents a classifier system to detect stock market anomalies. The classifier system groups the last 15 years' daily data of the ISE100 Index of the Istanbul Securities Exchange into classes of fixed size, and computes for every observation in each class the return over the succeding...

This paper deals with the effects of different modes of communication in a costless information transmission environment with multiple senders. To this aim, we present a theoretical and experimental study of three Cheap Talk games, each having two senders and one receiver. The communication of...

In this paper we borrow from Ciarreta and Gutierrez-Hita (2012) a duopolistic industry structure with cost asymmetry and demand uncertainty, and using this structure we build a bargaining model to study the division of collusion profits - obtained from the joint selection of supply functions -...

In this paper, we formalize a prediction of Klemperer and Meyer (1989) arguing that the expected profits of oligopolistic firms may be higher under the supply function competition than under the stochastic Cournot competition in the presence of demand uncertainty, and investigate how this...

This paper introduces a class of endogenously proportional bargaining solutions. These solutions are inside the class of Directional solutions, which Chun and Thomson (1987) proposed to generalize (exogenously) proportional solutions of Kalai (1977). Endogenously proportional solutions are...