SEARCH, ADVERSE SELECTION, AND MARKET CLEARING

In Koo Cho, Akihiko Matsui

Research output: Contribution to journalArticlepeer-review

Abstract

We examine a dynamic decentralized trading model with infinitesimal sellers and buyers to investigate whether or not the market fails to clear in the limit of search friction vanishing. A seller, who has private information about product quality, and a buyer are matched to bargain over price. They form a long-term relationship if they reach agreement. They return to the matching pool if they fail to agree or the existing relationship is dissolved. The market fails to clear if and only if the ratio of agents' patience over the dissolution rate exceeds a threshold.

Original languageEnglish (US)
Pages (from-to)1437-1467
Number of pages31
JournalInternational Economic Review
Volume59
Issue number3
DOIs
StatePublished - Aug 2018

ASJC Scopus subject areas

  • Economics and Econometrics

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