Small Price Changes, Sales Volume, and Menu Cost

By Doron Sayag, Avichai Snir, Daniel Levy

Rating

1240
Battle Count: 284

Relevance

3/10
While not directly applicable to trading, the insights on price rigidity and sales volume could inform market microstructure models

Implementation Complexity

2/10
The analysis uses standard statistical techniques and publicly available data

Reproducibility

4/5
The study uses a large, publicly available dataset (Dominick's) and provides detailed methodology

About this paper

Methodology: Empirical analysis. Problem types: Regression.

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