Prices, delay, and the dynamics of trade
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Publication:697957
DOI10.1006/jeth.2001.2822zbMath1014.91033OpenAlexW2151329476MaRDI QIDQ697957
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
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
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- 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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