Bargaining with asymmetric information in non-stationary markets

DOI10.1007/S001990050271MaRDI QIDQ1293741zbMATH OpenOpenAlexFDO

Authors Daniel Trefler

Publication date 29 June 1999

Published in Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001990050271

zbMATH Keywords

matchingnon-cooperative bargainingmarket modelsoutput fluctuations

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Matching models (91B68)

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Cited in

(12)

• Bargaining with asymmetric information: an empirical study of plea negotiations
• Pirates of the Mediterranean: An empirical investigation of bargaining with asymmetric information
• A Sequential Concession Game with Asymmetric Information
• Non-cooperative bargaining and the incomplete informational core
• A new equilibrium in the one-sided asymmetric information market with pairwise meetings
• Bargaining in a non-stationary environment.
• Sequential bargaining under asymmetric information
• Asymmetric Information Bargaining Problems with Many Agents
• Bargains, price signaling, and efficiency in markets with asymmetric information
• Bargaining and regulation with asymmetric information about demand and supply
• The Scope of Anonymous Voluntary Bargaining Under Asymmetric Information
• A multistage exchange trading model with asymmetric information and elements of bargaining

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