We study a double auction environment where buyers and sellers have interdependent valuations and multi-unit demand and supply. We propose a new mechanism that satisfies ex post incentive compatibility, individual rationality, feasibility, nonwastefulness, and no budget deficit. Moreover, this...

The canonical Bayesian persuasion setting studies a model where an informed agent, the Sender, can partially share his information with an uninformed agent, the Receiver. The Receiver's utility is a function of the state of nature and the Receiver's action while the Sender's is only a function...