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Robustness of equilibrium price dispersion in finite market games

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Author Info
Régis Breton
Bertrand Gobillard
Abstract

We propose an approach to restricting the set of equilibria in a strategic market game and use it to assess the robustness of the price dispersion results obtained by Koutsougeras [2003, J. Econ. Theory 108, 169-175] in the multiple trading posts setup. More precisely, we perturb the initial game by the introduction of transaction costs and our main results are the following. (i) No equilibrium with price dispersion of the game with costless transactions can be approached by equilibria with positive transaction costs as costs get arbitrarily small. (ii) When this type of perturbation is considered the set of equilibrium outcomes is not a®ected by the number of trading posts.

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Paper provided by University of Paris West - Nanterre la Défense, EconomiX in its series EconomiX Working Papers with number 2006-10.

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Length: 15 pages
Date of creation: 2006
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Handle: RePEc:drm:wpaper:2006-10

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Related research
Keywords: Strategic market games law of one price equilibrium selection.

Find related papers by JEL classification:
C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
D43 - Microeconomics - - Market Structure and Pricing - - - Oligopoly and Other Forms of Market Imperfection
D50 - Microeconomics - - General Equilibrium and Disequilibrium - - - General

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  1. Rogawski, J. & Shubik, M., 1986. "A strategic market game with transactions costs," Mathematical Social Sciences, Elsevier, vol. 11(2), pages 139-160, April. [Downloadable!] (restricted)
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  2. 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)
  3. Alexander Matros & Ted Temzelides, 2004. "Evolution and Walrasian Behavior in Market Games," Game Theory and Information 0409009, EconWPA. [Downloadable!]
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  4. Peck, James, 2003. "Large market games with demand uncertainty," Journal of Economic Theory, Elsevier, vol. 109(2), pages 283-299, April. [Downloadable!] (restricted)
  5. Koutsougeras, L.C., 1999. "A Remark on the Number of Trading Posts in Strategic Market Games," Papers 9905, Catholique de Louvain - Center for Operations Research and Economics.
  6. Cordella, Tito & Gabszewicz, Jean J., 1998. ""Nice" Trivial Equilibria in Strategic Market Games," Games and Economic Behavior, Elsevier, vol. 22(1), pages 162-169, January. [Downloadable!] (restricted)
  7. Gale, Douglas M, 1986. "Bargaining and Competition Part I: Characterization," Econometrica, Econometric Society, vol. 54(4), pages 785-806, July. [Downloadable!] (restricted)
  8. Koutsougeras, Leonidas C., 2003. "Convergence to no arbitrage equilibria in market games," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 401-420, July. [Downloadable!] (restricted)
  9. Martin Shubik, 1977. "A Theory of Money and Financial Institutions," Cowles Foundation Discussion Papers 462, Cowles Foundation, Yale University. [Downloadable!]
  10. Bloch, Francis & Ferrer, Helene, 2001. "Trade Fragmentation and Coordination in Strategic Market Games," Journal of Economic Theory, Elsevier, vol. 101(1), pages 301-316, November. [Downloadable!] (restricted)
  11. 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)
  12. Amir, Rabah & Sahi, Siddharta & Shubik, Martin & Yao, Shuntian, 1990. "A strategic market game with complete markets," Journal of Economic Theory, Elsevier, vol. 51(1), pages 126-143, June. [Downloadable!] (restricted)
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  13. Koutsougeras, Leonidas C., 2003. "Non-Walrasian equilibria and the law of one price," Journal of Economic Theory, Elsevier, vol. 108(1), pages 169-175, January. [Downloadable!] (restricted)
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