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  Interim Correlated Rationalizability in Large Games 

  Balbus, Łukasz; Greinecker, Michael; Reffett, Kevin; Woźny, Łukasz (2025-06)

  We provide general theoretical foundations for modeling strategic uncertainty in large distributional Bayesian games with general type spaces, using a version of interim correlated rationalizability. We then focus on the ...
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  Informed and Uninformed Trading in the EUR/PLN Spot Market 

  Bien, Katarzyna (2011-05-30)

  This paper examines an intraday activity of bank trading of the EUR/PLN currency pair via the Reuters Dealing 3000 Spot Matching System in 2007. On the grounds of the sequential trade model of Easley, Engle, O’Hara & Wu ...
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  Innovation and Competition with Imperfect Patent Protection 

  Dietl, Marek; Skrok, Łukasz; Wiśnicki, Bartłomiej (2025-05)

  We employ a duopoly model with horizontal differentiation of a product to analyse impact of imperfect patent rights in the form of a patent thicket on market entry and outcomes in a market when a single unit of a good is ...
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  Financial crisis influence on the BUX index of Hungarian stock exchange. Long memory measures: 1991-2008 

  Syczewska, Ewa (2010-09-23)

  We analyze daily quotes of the BUX index, main index of the Budapest stock exchange, for period 2nd Jan. 1991–30th Sept. 2008, checking nonstationarity of series, stationarity of returns, applying the ARCH tests to the ...
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  Verification of selected market microstructure hypotheses for a Warsaw Stock Exchange traded stock 

  Orlowski, Piotr (2009-06-28)

  This paper uses a restricted factor model to estimate the HICP index excluding relative prices changes. The index thus obtained, hereinafter referred to as pure inflation, demonstrates stronger relationship to This paper ...

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