Efficient performance in two agent bargaining
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Publication:1092778
DOI10.1016/0022-0531(87)90010-XzbMath0627.90010OpenAlexW1983935182MaRDI QIDQ1092778
Publication date: 1987
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0531(87)90010-x
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The efficiency of linear equilibria of sealed-bid double auctions ⋮ Cheap talk, efficiency and egalitarian cost sharing in joint projects ⋮ Bilateral trade with the sealed bid k-double auction: Existence and efficiency ⋮ The rate at which a simple market converges to efficiency as the number of traders increases: An asymptotic result for optimal trading mechanisms ⋮ Pre-play communication in two-person sealed-bid double auctions ⋮ (Almost) efficient mechanisms for bilateral trading ⋮ Information percolation in segmented markets ⋮ Reprint of: ``Information percolation in segmented markets ⋮ A direct mechanism characterization of sequential bargaining with one- sided incomplete information ⋮ Bilateral \(k+1\)-price auctions with asymmetric shares and values ⋮ Efficient trading mechanisms with pre-play communication ⋮ Ex ante incentive efficient trading mechanisms without the private valuation restriction ⋮ Optimal trading mechanisms with ex ante unidentified traders ⋮ Bilateral trading with naive traders ⋮ Stochastic stability in a double auction ⋮ Efficient mechanisms for level-\(k\) bilateral trading ⋮ Equilibrium in the two-player, \(k\)-double auction with affiliated private values ⋮ Asymmetric common-value auctions with applications to private-value auctions with resale ⋮ A note on the Seller's optimal mechanism in bilateral trade with two-sided incomplete information ⋮ Ex ante efficient, ex post individually rational trade
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