Liquid markets and competition
From MaRDI portal
Publication:1196627
DOI10.1016/0899-8256(90)90005-FzbMath0753.90013OpenAlexW2111045189MaRDI QIDQ1196627
Publication date: 16 January 1993
Published in: Games and Economic Behavior (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0899-8256(90)90005-f
Related Items
Decentralized pricing and the equivalence between Nash and Walrasian equilibrium ⋮ A market game with symmetric limit orders ⋮ Price stickiness and markup variations in market games ⋮ Strategic market games: an introduction. ⋮ Competitive behavior in market games: evidence and theory ⋮ Retrading in market games. ⋮ On Shapley-Shubik equilibria with financial markets ⋮ Liquid markets and competition ⋮ The market game: Existence and structure of equilibrium ⋮ Trade fragmentation and coordination in strategic market games ⋮ Comparative statics in a simple class of strategic market games ⋮ Convergence of strategic behavior to price taking ⋮ An asymptotic analysis of strategic behavior for exchange economies ⋮ Large market games with demand uncertainty. ⋮ Informed trading and the `leakage' of information ⋮ A battle of informed traders and the market game foundations for rational expectations equilibrium
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Inefficiency of smooth market mechanisms
- On the generic inefficiency of differentiable market games
- Liquid markets and competition
- The market game: Existence and structure of equilibrium
- Market Uncertainty: Correlated and Sunspot Equilibria in Imperfectly Competitive Economies
- Approximate Efficiency of Non-Walrasian Nash Equilibria
- An Elementary Core Equivalence Theorem
- Markets with a Continuum of Traders
- A Limit Theorem on the Core of an Economy
