Advanced Search
MyIDEAS: Login to save this article or follow this journal

The limit-price mechanism

Contents:

Author Info

  • Mertens, J. F.

Abstract

We extend the "double auction" mechanism to a multi-commodity setup, or alternatively Shapley's "window"-mechanism to allow for limit orders.

(This abstract was borrowed from another version of this item.)

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://www.sciencedirect.com/science/article/B6VBY-48PM3RN-1/2/8edaed0e03eabf4988218b6b4ed9ea5b
Download Restriction: Full text for ScienceDirect subscribers only

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Bibliographic Info

Article provided by Elsevier in its journal Journal of Mathematical Economics.

Volume (Year): 39 (2003)
Issue (Month): 5-6 (July)
Pages: 433-528

as in new window
Handle: RePEc:eee:mateco:v:39:y:2003:i:5-6:p:433-528

Contact details of provider:
Web page: http://www.elsevier.com/locate/jmateco

Related research

Keywords:

Other versions of this item:

References

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
as in new window
  1. Gale, David, 1976. "The linear exchange model," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 3(2), pages 205-209, July.
  2. Forges, Francoise M, 1986. "An Approach to Communication Equilibria," Econometrica, Econometric Society, Econometric Society, vol. 54(6), pages 1375-85, November.
  3. Danilov, V. I. & Sotskov, A. I., 1990. "A generalized economic equilibrium," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 19(4), pages 341-356.
  4. Dubey, Pradeep & Sahi, Siddhartha, 2003. "Price-mediated trade with quantity signals: an axiomatic approach," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 39(5-6), pages 377-389, July.
  5. Mas-Colell, Andreu, 1989. "An equivalence theorem for a bargaining set," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 18(2), pages 129-139, April.
  6. Myerson, Roger B, 1986. "Multistage Games with Communication," Econometrica, Econometric Society, Econometric Society, vol. 54(2), pages 323-58, March.
  7. Shapley, Lloyd S & Shubik, Martin, 1977. "Trade Using One Commodity as a Means of Payment," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 85(5), pages 937-68, October.
  8. Wilson, Robert, 1992. "Strategic analysis of auctions," Handbook of Game Theory with Economic Applications, Elsevier, in: R.J. Aumann & S. Hart (ed.), Handbook of Game Theory with Economic Applications, edition 1, volume 1, chapter 8, pages 227-279 Elsevier.
  9. McLennan, Andrew, 1989. "The Space of Conditional Systems is a Ball," International Journal of Game Theory, Springer, Springer, vol. 18(2), pages 125-39.
  10. DHILLON, Amrita & MERTENS, Jean-François, 1992. "Perfect correlated equilibria," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1992039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Full references (including those not matched with items on IDEAS)

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
This item has more than 25 citations. To prevent cluttering this page, these citations are listed on a separate page.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:eee:mateco:v:39:y:2003:i:5-6:p:433-528. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.