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A Model of Market-Making

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Author Info
Nicolaas J. Vriend

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Abstract

The two essential features of a decentralized economy taken into account are, first, that individual agents need some information about other agents in order to meet potential trading partners, which requires some communication or interaction between these agents, and second, that in general agents will face trading uncertainty. We consider trade in a homogeneous commodity. Firms decide upon their effective supplies, and may create their own markets by sending information signals communicating their willingness to sell. Meeting of potential trading partners is arranged in the form of shopping by consumers. The questions to be considered are: How do firms compete in such markets? And what are the properties of an equilibrium? We establish existence conditions for a symmetric Nash equilibrium in the firms' strategies, and analyze its characteristics. The developed framework appears to lend itself well to study many typical phenomena of decentralized economies, such as the emergence of central markets, the role of middlemen, and price-making.

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Paper provided by Department of Economics and Business, Universitat Pompeu Fabra in its series Economics Working Papers with number 184.

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Date of creation: Oct 1996
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Handle: RePEc:upf:upfgen:184

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Related research
Keywords: Decentralized trade; market--making; communication; trading uncertainty; Leex;

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Find related papers by JEL classification:
C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory
D8 - Microeconomics - - Information, Knowledge, and Uncertainty
L1 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance
M3 - Business Administration and Business Economics; Marketing; Accounting - - Marketing and Advertising

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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. Foley, Duncan K, 1975. "On Two Specifications of Asset Equilibrium in Macroeconomic Models," Journal of Political Economy, University of Chicago Press, vol. 83(2), pages 303-24, April. [Downloadable!] (restricted)
  2. Diamond, Peter A, 1982. "Aggregate Demand Management in Search Equilibrium," Journal of Political Economy, University of Chicago Press, vol. 90(5), pages 881-94, October. [Downloadable!] (restricted)
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  3. Drazen, Allan, 1980. "Recent Developments in Macroeconomic Disequilibrium Theory," Econometrica, Econometric Society, vol. 48(2), pages 283-306, March. [Downloadable!] (restricted)
  4. Gould, John P, 1980. "The Economics of Markets: A Simple Model of the Market-making Process," Journal of Business, University of Chicago Press, vol. 53(3), pages S167-87, July. [Downloadable!] (restricted)
  5. John G. Riley & Richard Zeckhauser, 1980. "Optimal Selling Strategies:," UCLA Economics Working Papers 180, UCLA Department of Economics. [Downloadable!]
  6. Shubik, Martin, 1975. "The General Equilibrium Model Is Incomplete and Not Adequate for the Reconciliation of Micro and Macroeconomic Theory," Kyklos, Blackwell Publishing, vol. 28(3), pages 545-73.
  7. Kenneth L. Judd, 1997. "Computational Economics and Economic Theory: Substitutes or Complements," NBER Technical Working Papers 0208, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  8. GARY-BOBO, R. & LESNE, J.-Ph., 1988. "Advertising strategies and competition in a Chamberlinian market model," CORE Discussion Papers 1988026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  9. Gale, Douglas, 1987. "Limit theorems for markets with sequential bargaining," Journal of Economic Theory, Elsevier, vol. 43(1), pages 20-54, October. [Downloadable!] (restricted)
  10. Ionnides, Yannis M, 1990. "Trading Uncertainty and Market Form," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(3), pages 619-38, August. [Downloadable!] (restricted)
  11. Green, Jerry, 1980. "On the Theory of Effective Demand," Economic Journal, Royal Economic Society, vol. 90(358), pages 341-53, June. [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. Tomas Klos, 1999. "Governance and Matching," Computing in Economics and Finance 1999 341, Society for Computational Economics. [Downloadable!]
  2. Rosemarie Nagel & Nicolaas J. Vriend, 1997. "An Experimental Study of Adaptive Behavior in an Oligopolistic Market Game," Economics Working Papers 230, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    Other versions:
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