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Information Revelation in a Market with Pairwise Meetings

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Author Info
Wolinsky, Asher
Abstract

The paper presents a simple pairwise meetings model of trade. The new feature is that agents have asymmetric information about the true state of the world. The focus is on the transmission of the information through the process of trade. The qualitative question is : to what extent is the information revealed to uninformed agents through the trading process, when the market is in some sense frictionless? In particular ; does the decentralized process give rise to full revelation results as derived by the literature on rational expectations for centralized and competitive environments? In the context of the model of this paper, it turns out that the information is not fully revealed to uninformed agents, even when the market is in some sense approximately frictionless.

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Publisher Info
Paper provided by University of Warwick, Department of Economics in its series The Warwick Economics Research Paper Series (TWERPS) with number 284.

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Length: 38 pages
Date of creation: 1987
Date of revision:
Handle: RePEc:wrk:warwec:284

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