We consider a market with dynamic random matching and bargaining with two-sided private information `a la Satterthwaite and Shneyerov (2007). Traders know their valuation for the good before entering the market and steady state distributions in the market are endogenously determined in...

We study a steady state of the market with inflowing cohorts of buyers and sellers. The traders are randomly matched pairwise driven by a Pissarides-style matching function. Two bargaining protocols are considered: random offering and the k-double auction. There are frictions due to time...