Incomplete Preferences and Equilibrium in Contingent Markets

C-Tier
Journal: Economica
Year: 2020
Volume: 87
Issue: 345
Pages: 108-131

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper shows that betting or speculative trading between agents with incomplete preferences is likely to occur if agents have access to convex choice sets. This contrasts sharply with endowment economy models where preference incompleteness often hinders betting, speculative trading or mutually beneficial insurance arrangements. Our results imply that decision‐makers with identical tastes and identical feasible sets will potentially gain from speculative trade for generic status quo allocations. We also develop a framework for endogenizing the status quo allocations of decision‐makers that are treated exogenously in the existing literature. Finally, we provide a tractable differential representation of status quo allocations, equilibria and conditions where speculative trade may or may not emerge.

Technical Details

RePEc Handle
repec:bla:econom:v:87:y:2020:i:345:p:108-131
Journal Field
General
Author Count
2
Added to Database
2026-01-26