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Retrading in Market Games

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Author Info
Sayantan Ghosal () (Economics Department, University of Warwick)
Massimo Morelli () (Department of Economics, Ohio State University)

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Abstract

When agents are not price takers, they typically cannot obtain an efficient reallocation of resources in one round of trade. This paper presents a noncooperative model of imperfect competition where agents can retrade allocations,consistent with the Edgeworth’s idea of recontracting. We show that there are allocations on the Pareto frontier that can be approximated arbitrarily closely when trade is myopic, i.e., when agents play a static Nash equilibrium at every round of retrading. We then show that the converging sequence of allocations generated by myopic retrading can also be supported along some retrade-proof Subgame Perfect Equilibrium path when traders anticipate future rounds of retrading.

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Publisher Info
Paper provided by Institute for Advanced Study, School of Social Science in its series Economics Working Papers with number 0012.

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Length: 26 pages
Date of creation: Feb 2002
Date of revision:
Publication status: Published in Journal of Economic Theory, 115, 151-81, 2004
Handle: RePEc:ads:wpaper:0012

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Related research
Keywords: Market Games; Retrading; Myopic versus Far-sighted Behavior; Retrade Proofness;

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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.:
  1. Shapley, Lloyd S & Shubik, Martin, 1977. "Trade Using One Commodity as a Means of Payment," Journal of Political Economy, University of Chicago Press, vol. 85(5), pages 937-68, October. [Downloadable!] (restricted)
  2. Forges, Francoise & Peck, James, 1995. "Correlated Equilibrium and Sunspot Equilibrium," Economic Theory, Springer, vol. 5(1), pages 33-50, January.
  3. Dubey, Pradeep & Sahi, Siddharta & Shubik, Martin, 1993. "Repeated trade and the velocity of money," Journal of Mathematical Economics, Elsevier, vol. 22(2), pages 125-137. [Downloadable!] (restricted)
    Other versions:
  4. Dreze, Jacques H & de la Vallee Poussin, D, 1971. "A Tatonnement Process for Public Goods," Review of Economic Studies, Blackwell Publishing, vol. 38(114), pages 133-50, April. [Downloadable!] (restricted)
  5. Gale, Douglas M, 1986. "Bargaining and Competition Part I: Characterization," Econometrica, Econometric Society, vol. 54(4), pages 785-806, July. [Downloadable!] (restricted)
  6. Peck, James & Shell, Karl, 1990. "Liquid markets and competition," Games and Economic Behavior, Elsevier, vol. 2(4), pages 362-377, December. [Downloadable!] (restricted)
  7. Gale, Douglas M, 1986. "Bargaining and Competition Part II: Existence," Econometrica, Econometric Society, vol. 54(4), pages 807-18, July. [Downloadable!] (restricted)
  8. Dubey, P. & Rogawski, J. D., 1990. "Inefficiency of smooth market mechanisms," Journal of Mathematical Economics, Elsevier, vol. 19(3), pages 285-304. [Downloadable!] (restricted)
  9. McLennan, Andrew & Sonnenschein, Hugo, 1991. "Sequential Bargaining as a Noncooperative Foundation for Walrasian Equilibrium," Econometrica, Econometric Society, vol. 59(5), pages 1395-1424, September. [Downloadable!] (restricted)
  10. Debreu, Gerard, 1974. "Excess demand functions," Journal of Mathematical Economics, Elsevier, vol. 1(1), pages 15-21, March. [Downloadable!] (restricted)
  11. Gale, Douglas, 1987. "Limit theorems for markets with sequential bargaining," Journal of Economic Theory, Elsevier, vol. 43(1), pages 20-54, October. [Downloadable!] (restricted)
  12. Peck, James & Shell, Karl & Spear, Stephen E., 1992. "The market game: existence and structure of equilibrium," Journal of Mathematical Economics, Elsevier, vol. 21(3), pages 271-299. [Downloadable!] (restricted)
  13. Beth Allen & Jayasri Dutta & Haraklis M. Polemarchakis, 1994. "Equilibrium selections," Discussion Paper / Institute for Empirical Macroeconomics 90, Federal Reserve Bank of Minneapolis. [Downloadable!]
  14. Malinvaud, Edmond, 1972. "Prices for Individual Consumption, Quantity Indicators for Collective Consumption," Review of Economic Studies, Blackwell Publishing, vol. 39(4), pages 385-405, October. [Downloadable!] (restricted)
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Cited by:
(explanations, 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.)

  1. John Duffy & Alexander Matros & Ted Temzelides, 2008. "Competitive Behavior in Market Games: Evidence and Theory," Working Papers 366, University of Pittsburgh, Department of Economics, revised Mar 2009. [Downloadable!]
    Other versions:
  2. Gaël Giraud, 2004. "The limit-price exchange process," Cahiers de la Maison des Sciences Economiques b04118, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
  3. Shorish, Jamsheed, 2006. "Functional Rational Expectations Equilibria in Market Games," Economics Series 186, Institute for Advanced Studies. [Downloadable!]
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