A strategic market game with limit prices.
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Publication:1401110
DOI10.1016/S0304-4068(03)00016-8zbMath1048.91008MaRDI QIDQ1401110
Publication date: 17 August 2003
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Related Items (5)
A market game with symmetric limit orders ⋮ Strategic market games: an introduction. ⋮ Nash-implementation of competitive equilibria via a bounded mechanism ⋮ Convergence to competitive equilibria and elimination of no-trade (in a strategic market game with limit prices) ⋮ Nominal uniqueness and money non-neutrality in the limit-price exchange process
Cites Work
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- Convergence to competitive equilibria and elimination of no-trade (in a strategic market game with limit prices)
- A theory of money and financial institutions. 28. The noncooperative equilibria of a closed trading economy with market supply and bidding strategles
- The non-cooperative equilibria of a trading economy with complete markets and consistent prices
- Uncertainty and insurance in strategic market games
- The limit-price mechanism.
- Price-Quantity Strategic Market Games
- The Incentives for Price-Taking Behavior in Large Exchange Economies
- Approximate Efficiency of Non-Walrasian Nash Equilibria
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