Repeated trading: Transparency and market structure

A Kaya, S Roy - American Economic Review, 2024 - aeaweb.org
We analyze the effect of transparency of past trading volumes in markets where an informed
long-lived seller can repeatedly trade with short-lived uninformed buyers. Transparency …

[HTML][HTML] Privacy regulations and economic efficiency: a dynamic perspective

F Dilme - Open Research Europe, 2023 - ncbi.nlm.nih.gov
There are important public debates on how—or even whether—to regulate information
about previous transactions in different markets. Examples are the regulation of cookies in …

[PDF][PDF] Dynamic Signaling in Wald Options

D Cetemen, C Margaria - 2024 - chiaramargaria.com
A sender engages in costly signaling to influence a decision maker, who observes a biased
noisy signal and decides when to irreversibly take an action to match the binary state. We …

Bargaining with Binary Private Information

F Dilmé - Available at SSRN 4750700, 2024 - papers.ssrn.com
This paper studies bargaining between a seller and a buyer with binary private valuation.
Because the setting is more tractable than the case of general valuation distributions …

[PDF][PDF] Essays in Microeconomic Theory

JM Preusser - 2024 - bonndoc.ulb.uni-bonn.de
Essays in Microeconomic Theory Page 1 . Essays in Microeconomic Theory
Inauguraldissertation zur Erlangung des Grades eines Doktors der …

The Limits of Repeated Nonlinear Pricing

H Liu - Available at SSRN 4750701, 2024 - papers.ssrn.com
This paper studies repeated nonlinear pricing problems between a long-lived buyer who
privately observes her marginal willingness to pay, which can take arbitrarily finitely many …

[PDF][PDF] Transparency in Sequential Common-Value Trade

J Preusser, A Speit - 2023 - wiwi.uni-bonn.de
We consider the sale of a single indivisible common-value good in a dynamic market where
short-lived buyers arrive over time. Buyers observe private signals about the value. The …

Repeated games with observable actions in continuous time: Costly transfers in repeated cooperation

M Panov - Available at SSRN 3614943, 2019 - papers.ssrn.com
I propose a way to formulate and solve for sub-game perfect equilibria of continuous-time
repeated games with both observable and unobservable actions. The main idea is to study …