Prices, delay, and the dynamics of trade

Diego Moreno, John Wooders

Research output: Contribution to journalArticlepeer-review

Abstract

We characterize the dynamics of trading patterns and market composition when trade is bilateral, finding a trading partner is costly, prices are determined by bargaining, and preferences are private information. We show that equilibrium is inefficient and exhibits delay as sellers price discriminate between buyers with different values. As frictions vanish, transaction prices are asymptotically competitive and the welfare loss of inefficient trading approaches zero, even though the trading patterns continue to be inefficient and delay persists. Journal of Economic Literature Classification Numbers: D40, D50.

Original languageEnglish (US)
Pages (from-to)304-339
Number of pages36
JournalJournal of Economic Theory
Volume104
Issue number2
DOIs
StatePublished - 2002

Keywords

  • Asymmetric information
  • Bargaining
  • Decentralized markets
  • Delay
  • Matching
  • Trade dynamics

ASJC Scopus subject areas

  • Economics and Econometrics

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