Liquidity risk in sequential trading networks

B-Tier
Journal: Games and Economic Behavior
Year: 2018
Volume: 109
Issue: C
Pages: 565-581

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

This paper studies a model of intermediated exchange with liquidity-constrained traders. Intermediaries are embedded in a trading network and their financial capacities are private information. We characterize our model's monotone, pure-strategy equilibrium. Agents earn positive intermediation rents in equilibrium. An experimental investigation supports the model's baseline predictions concerning agents' strategies, price dynamics, and the division of surplus. While private financial constraints inject uncertainty into the trading environment, our experiment suggests they are also a behavioral speed-bump, preventing traders from experiencing excessive losses due to overbidding.

Technical Details

RePEc Handle
repec:eee:gamebe:v:109:y:2018:i:c:p:565-581
Journal Field
Theory
Author Count
3
Added to Database
2026-01-25