Please use this identifier to cite or link to this item: http://hdl.handle.net/2123/7652

Title: Stochastic Stability In A Double Auction
Authors: Agastya, Murali
Economics
Keywords: k-double auction
multiple equilibria
risk potential
stochastic stability
Nash Bargaining Solution
Issue Date: May-2003
Publisher: Department of Economics
Series/Report no.: 2003-5
Abstract: In a k-double auction, a buyer and a seller must simultaneously announce a bid and an ask price respectively. Exchange of the indivisible good takes place if and only if the bid is at least as high as the ask, the trading price being the bid price with probability k and the ask price with probability (1 - k). We show that the stable equilibria of a complete information k-double approximate an asymmetric Nash Bargaining solution with the seller’s bargaining power decreasing in k. Note that ceteras paribus, the payoffs of the seller of the one-shot game increase in k. Nevertheless, as the stochastically stable equilibrium price decreases in k, choosing the seller’s favourite price with a relatively higher probability in individual encounters makes him worse off in the long run.
URI: http://hdl.handle.net/2123/7652
ISBN: 1 86487 558 5
ISSN: 1446-3806
Department/Unit/Centre: Economics
Appears in Collections:Working Papers - Economics

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