Non fixed-price trading rules in single-crossing classical exchange economies

DOI10.1007/S00355-014-0834-7zbMATH Open1318.91141OpenAlexW2050750999MaRDI QIDQ2353698FDOQ2353698

Authors: Mridu Prabal Goswami 

Publication date: 16 July 2015

Published in: Social Choice and Welfare (Search for Journal in Brave)

Full work available at URL: http://in.bgu.ac.il/en/humsos/Econ/Workingpapers/1311.pdf

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Mathematics Subject Classification ID

Social choice (91B14) Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Special types of economic markets (including Cournot, Bertrand) (91B54)

Cites Work

• Robust trading mechanisms
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• When are local incentive constraints sufficient?
• Strategy-Proof Exchange
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• An Exploration in the Theory of Optimum Income Taxation
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• Inefficiency of strategy-proof allocation mechanisms in pure exchange economies
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• A note on strategyproofness in Edgeworth-Box economies
• Non-Bayesian optimal search and dynamic implementation
• Strategy proofness and Pareto efficiency in quasilinear exchange economies
• Differentiable strategy-proof mechanisms for private and public goods in domains that are not necessarily large or quasi-linear
• Efficiency and truthfulness with Leontief preferences. A note on two-agent, two-good economies
• Strategy-proofness versus efficiency on the cobb-Douglas domain of exchange economies
• Arrow's Theorem for Economic Domains and Edgeworth Hyperboxes
• Strategy-proofness versus efficiency in exchange economies: General domain properties and applications
• Note on social choice allocation in exchange economies with many agents

Cited In (3)

• Price-mediated trade with quantity signals: An axiomatic approach.
• Non-dictatorial public distribution rules
• Allais' trading process and the dynamic evolution of a market economy

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