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Decentralized information and the Walraisan outcome : a pairwise meetings market with private values

Serrano, Roberto - In: Journal of mathematical economics 38 (2002) 1/2, pp. 65-89

Persistent link: https://www.econbiz.de/10001717023

Decentralized information and the Walrasian outcome : a pairwise meetings market with private values

Serrano, Roberto (contributor) - 2000

Persistent link: https://www.econbiz.de/10001508170

Market power and information revelation in dynamic trading

Gottardi, Piero; Serrano, Roberto - In: Journal of the European Economic Association 3 (2005) 6, pp. 1279-1317

Persistent link: https://www.econbiz.de/10003269455

A decentralized market with common values uncertainty : non-steady states

Blouin, Max R.; Serrano, Roberto - In: The review of economic studies 68 (2001) 2, pp. 323-346

Persistent link: https://www.econbiz.de/10001581098

Decentralized markets with pairwise meetings : recent developments

Serrano, Roberto - In: Journal of international and comparative economics : JOICE 4 (1995) 3, pp. 223-241

Persistent link: https://www.econbiz.de/10001195861

Welfare analysis of a market with pairwise meetings and asymmetric information

Serrano, Roberto - In: Economic theory : official journal of the Society for … 8 (1996) 3, pp. 167-175

Persistent link: https://www.econbiz.de/10001199112

Decentralized information and the Walrasian outcome : a pairwise meetings market with private values

Serrano, Roberto; Yosha, Oved - 1995

Persistent link: https://www.econbiz.de/10000918025

Information revelation in a market with pairwise meetings : the one sided information case

Serrano, Roberto - In: Economic theory : official journal of the Society for … 3 (1993) 3, pp. 481-499

Persistent link: https://www.econbiz.de/10001143924

Volume of trade and dynamic network formation in two-sided economies

Pongou, Roland; Serrano, Roberto - In: Journal of mathematical economics 63 (2016), pp. 147-163

Persistent link: https://www.econbiz.de/10011665090

Market power and information revelation in dynamic trading

Gottardi, Piero; Serrano, Roberto - 2004

We study a strategic model of dynamic trading where agents are asymmetrically informed over common value sources of uncertainty. There is a continuum of buyers and a finite number n of sellers. All buyers are uninformed, while at least one seller is privately informed about the true state of the...

Persistent link: https://www.econbiz.de/10002401711