The optimal design of a market

DOI10.1006/JETH.1999.2536zbMATH Open0956.91039OpenAlexW2028845761MaRDI QIDQ1125565FDOQ1125565

Authors: Sandro Brusco, Matthew O. Jackson 

Publication date: 9 March 2001

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/d300e49536698c33e9cda7ef64f57f29da4aeaa4

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zbMATH Keywords

marketoptimal design of rulesrules of trade

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

• Implementation of the Walrasian correspondence without continuous, convex, and ordered preferences
• Informed Speculation with Imperfect Competition
• Implementation in Undominated Strategies: A Look at Bounded Mechanisms
• Toward Natural Implementation
• Subgame Perfect Implementation
• Outcome Functions Yielding Walrasian and Lindahl Allocations at Nash Equilibrium Points
• Non-cooperative implementation of the core
• Walrasian Analysis via Strategic Outcome Functions
• Bayesian implementation in exchange economies with state dependent feasible sets and private information
• Discrete pricing and the design of dealership markets

Cited In (4)

• Market Design
• Optimal market thickness
• Market design and the stability of general equilibrium
• The extent of the market and optimal specialization

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