Scraped Data and Sticky Prices
I use daily prices collected from online retailers in five countries to study the impact of measurement bias on three common price stickiness statistics. Relative to previous results, I find that online prices have longer durations, with fewer price changes close to 0, and hazard functions that init...
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MIT Press
2018
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| Online Access: | http://hdl.handle.net/1721.1/114028 https://orcid.org/0000-0002-9701-3507 |