Bargaining with asymmetric information in non-stationary markets

DOI10.1007/S001990050271zbMATH Open0957.91041OpenAlexW2035584581MaRDI QIDQ1293741FDOQ1293741

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

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zbMATH Keywords

matchingnon-cooperative bargainingmarket modelsoutput fluctuations

Mathematics Subject Classification ID

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

Cited In (12)

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

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