Repeated trade and the velocity of money

DOI10.1016/0304-4068(93)90042-JzbMath0770.90019OpenAlexW1976353250MaRDI QIDQ1207007

Pradeep Dubey, Siddhartha Sahi, Martin Shubik

Publication date: 4 May 1993

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4068(93)90042-j

zbMATH Keywords

market mechanismsinefficiency of strategic equilibria

Mathematics Subject Classification ID

Applications of game theory (91A80) Auctions, bargaining, bidding and selling, and other market models (91B26) General equilibrium theory (91B50)

Related Items (5)

A market game with symmetric limit orders ⋮ Strategic market games: an introduction. ⋮ Emergence of price-taking behavior ⋮ Retrading in market games. ⋮ Functional rational expectations equilibria in market games

Cites Work

• Efficiency properties of strategic market games: An axiomatic approach
• A theory of money and financial institutions. 28. The noncooperative equilibria of a closed trading economy with market supply and bidding strategles
• Noncooperative general exchange with a continuum of traders: Two models
• A strategic market game with complete markets
• On Competitive Market Mechanisms
• A strategic market game with price and quantity strategies
• Price-Quantity Strategic Market Games
• Approximate Efficiency of Non-Walrasian Nash Equilibria

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