Prices, delay, and the dynamics of trade

DOI10.1006/jeth.2001.2822zbMath1014.91033OpenAlexW2151329476MaRDI QIDQ697957

Diego Moreno, John Wooders

Publication date: 18 September 2002

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10016/4395

zbMATH Keywords

delaymatchingasymmetric informationbargainingdescentralized marketstrade dynamics

Mathematics Subject Classification ID

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

Related Items (11)

An impulsive delay discrete stochastic neural network fractional-order model and applications in finance ⋮ Investments and the holdup problem in a matching market ⋮ Bargaining in small dynamic markets ⋮ Asymmetric information in bilateral trade and in markets: an inversion result ⋮ Dynamic matching and bargaining with heterogeneous deadlines ⋮ Countervailing power? Collusion in markets with decentralized trade ⋮ The rate of convergence to perfect competition of matching and bargaining mechanisms ⋮ Bilateral matching and bargaining with private information ⋮ Matching markets with adverse selection ⋮ An optimistic search equilibrium ⋮ Decentralized information and the Walrasian outcome: A pairwise meetings market with private values.

Cites Work

• Unnamed Item
• Limit theorems for markets with sequential bargaining
• Welfare analysis of a market with pairwise meetings and asymmetric information
• Information Revelation in a Market with Pairwise Meetings
• Equilibrium in a Market with Sequential Bargaining
• Contract Renegotiation and Coasian Dynamics
• Matching and Bargaining in Dynamic Markets
• Disagreement in Markets with Matching and Bargaining
• Ex Ante Price Offers in Matching Games Non-Steady States
• Efficiency and Voluntary Implementation in Markets with Repeated Pairwise Bargaining
• Search and the Efficient Assignment of Workers to Jobs

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