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The limit-price mechanism

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

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File URL: http://www.sciencedirect.com/science/article/B6VBY-48PM3RN-1/2/8edaed0e03eabf4988218b6b4ed9ea5b
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Article provided by Elsevier in its journal Journal of Mathematical Economics.

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

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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

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  1. Forges, F., 1984. "An approach to communication equilibria," CORE Discussion Papers 1984035, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. Dhillon, Amrita & Mertens, Jean Francois, 1996. "Perfect Correlated Equilibria," Journal of Economic Theory, Elsevier, vol. 68(2), pages 279-302, February.
  3. Gale, David, 1976. "The linear exchange model," Journal of Mathematical Economics, Elsevier, vol. 3(2), pages 205-209, July.
  4. Myerson, Roger B, 1986. "Multistage Games with Communication," Econometrica, Econometric Society, vol. 54(2), pages 323-58, March.
  5. Dubey, Pradeep & Sahi, Siddhartha, 2003. "Price-mediated trade with quantity signals: an axiomatic approach," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 377-389, July.
  6. Wilson, Robert, 1992. "Strategic analysis of auctions," Handbook of Game Theory with Economic Applications, in: R.J. Aumann & S. Hart (ed.), Handbook of Game Theory with Economic Applications, edition 1, volume 1, chapter 8, pages 227-279 Elsevier.
  7. Mas-Colell, Andreu, 1989. "An equivalence theorem for a bargaining set," Journal of Mathematical Economics, Elsevier, vol. 18(2), pages 129-139, April.
  8. Danilov, V. I. & Sotskov, A. I., 1990. "A generalized economic equilibrium," Journal of Mathematical Economics, Elsevier, vol. 19(4), pages 341-356.
  9. 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.
  10. McLennan, Andrew, 1989. "The Space of Conditional Systems is a Ball," International Journal of Game Theory, Springer, vol. 18(2), pages 125-39.
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