PRICE INFERENCE IN SMALL MARKETS

By Marzena Rostek, Marek Weretka. 2012

120 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/fe9ef4ec50798102444c329446cd31579a3f130c

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In Economics and Econometrics

1. Songzi Du
2. Haoxiang Zhu

In Management Science and Operations Research

1. Songzi Du
2. Haoxiang Zhu

Citations in the corpus

• Demand Reduction and Inefficiency in Multi-Unit Auctions (2014, unknown): “For interdependent values, Rostek and Weretka (2012) characterize the necessary and sufficient condition for the ex post property of equilibrium (see also Vives, 201 1.”
• What Is the Optimal Trading Frequency in Financial Markets (2017, background): “…is the opposite: a higher σ2w implies larger gains from trade, and hence more aggressive bidding and faster convergence to the competitive allocation.10 The effects of n, σ2D and σ 2 w on bidding aggressiveness are present in the earlier static models of Vives (2011) and Rostek and Weretka (2012).”