Trading networks with price-setting agents
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Publication:834853
DOI10.1016/J.GEB.2008.12.002zbMATH Open1168.91438OpenAlexW1978881802MaRDI QIDQ834853FDOQ834853
Authors: Lawrence E. Blume, Éva Tardos, David A. Easley, Jon M. Kleinberg 
Publication date: 27 August 2009
Published in: Games and Economic Behavior (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.geb.2008.12.002
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Cites Work
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- Job matching with heterogeneous firms and workers
- The package assignment model.
- Mechanisms for a spatially distributed market
- A network formation game for bipartite exchange economies
- Agent competition double-auction mechanism
Cited In (31)
- Using agents for solving a multi-commodity-flow problem
- Strategic network formation through an intermediary
- Predatory trading and risk minimisation: how to (b)eat the competition
- Two experiments on trading information goods in a network
- Trade through endogenous intermediaries
- Buyer-seller networks with demand shocks and intermediation
- Bargaining in endogenous trading networks
- A network formation game for bipartite exchange economies
- Middlemen in the Shapley-Shubik competitive markets
- Sharing market access in buyer-seller networks
- How market structure drives commodity prices
- Auctions versus private negotiations in buyer-seller networks
- Incentive compatible and stable trade mechanisms on networks
- The strategic exploitation of limited information and opportunity in networked markets
- Delay in trade networks
- Networks of complements
- Trading networks of price-taking buyers and sellers
- Market networks: the core
- Strategic pricing in next-hop routing with elastic demands
- Bargaining frictions in trading networks
- The invisible hand of Laplace: the role of market structure in price convergence and oscillation
- Pricing in population games with semi-rational agents
- Brokers and competitive advantage
- Making friends meet: network formation with introductions
- Efficiency in decentralized oligopolistic markets
- Bertrand competition under network externalities
- Equilibrium prices on a financial graph
- The price of imperfect competition for a spanning network
- Bilateral trading in networks
- Exclusive intermediation in unobservable networks
- Liquidity risk in sequential trading networks
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