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We consider a market of risky financial assets whose participants are an informed trader, a representative uninformed trader, and noisy liquidity providers. We prove the existence of a market-clearing equilibrium when the insider…

Trading and Market Microstructure · Quantitative Finance 2025-04-02 Michail Anthropelos , Scott Robertson

Information is replicable in that it can be simultaneously consumed and sold to others. We study how resale affects a decentralized market for information. We show that even if the initial seller is an informational monopolist, she captures…

Computer Science and Game Theory · Computer Science 2022-12-06 S. Nageeb Ali , Ayal Chen-Zion , Erik Lillethun

Motivated by the dynamic assortment offerings and item pricings occurring in e-commerce, we study a general problem of allocating finite inventories to heterogeneous customers arriving sequentially. We analyze this problem under the…

Data Structures and Algorithms · Computer Science 2019-05-14 Will Ma , David Simchi-Levi

In many first-price auctions, bidders face considerable strategic uncertainty: They cannot perfectly anticipate the other bidders' bidding behavior. We propose a model in which bidders do not know the entire distribution of opponent bids…

Theoretical Economics · Economics 2022-03-30 Bernhard Kasberger

We study a class of finite-action disclosure games in which the sender's preferences are state-independent and the receiver's optimal action depends only on the expected state. While receiver-preferred equilibria in these games involve full…

Theoretical Economics · Economics 2026-05-06 Denis Shishkin , Maria Titova , Kun Zhang

Information foraging connects optimal foraging theory in ecology with how humans search for information. The theory suggests that, following an information scent, the information seeker must optimize the tradeoff between exploration by…

Information Retrieval · Computer Science 2016-11-18 Peter Wittek , Ying-Hsang Liu , Sándor Darányi , Tom Gedeon , Ik Soo Lim

We study liquidity provision in the presence of exogenous competition. We consider a `reference market maker' who monitors her inventory and the aggregated inventory of the competing market makers. We assume that the competing market makers…

Mathematical Finance · Quantitative Finance 2024-07-25 Robert Boyce , Martin Herdegen , Leandro Sánchez-Betancourt

This paper studies the widespread price dispersion of homogeneous products across different online platforms, even when consumers can easily access price information from comparison websites. We collect data for the 200 most popular hotels…

General Economics · Economics 2023-10-20 Debashrita Mohapatra , Debi Prasad Mohapatra , Ram Sewak Dubey

Competitive information diffusion on large-scale social networks reveals fundamental characteristics of rumor contagions and has profound influence on public opinion formation. There has been growing interest in exploring dynamical…

Physics and Society · Physics 2020-02-19 Longzhao Liu , Xin Wang , Yi Zheng , Wenyi Fang , Shaoting Tang , Zhiming Zheng

Firms (businesses, service providers, entertainment organizations, political parties, etc.) advertise on social networks to draw people's attention and improve their awareness of the brands of the firms. In all such cases, the competitive…

Computer Science and Game Theory · Computer Science 2026-03-17 Sayantika Mandal , Harman Agrawal , Swaprava Nath

We study equilibria of markets with $m$ heterogeneous indivisible goods and $n$ consumers with combinatorial preferences. It is well known that a competitive equilibrium is not guaranteed to exist when valuations are not gross substitutes.…

Computer Science and Game Theory · Computer Science 2014-06-04 Shahar Dobzinski , Michal Feldman , Inbal Talgam-Cohen , Omri Weinstein

We study the efficiency of allocations in large markets with a network structure where every seller owns an edge in a graph and every buyer desires a path connecting some nodes. While it is known that stable allocations in such settings can…

Computer Science and Game Theory · Computer Science 2015-10-06 Elliot Anshelevich , Shreyas Sekar

Strategic information disclosure, in its simplest form, considers a game between an information provider (sender) who has access to some private information that an information receiver is interested in. While the receiver takes an action…

Computer Science and Game Theory · Computer Science 2024-03-14 Raj Kiriti Velicheti , Melih Bastopcu , S. Rasoul Etesami , Tamer Başar

An information broker incentivizes consumers to share their information, while designing an information structure to shape the market segmentation. The information broker is a metaphor for an Internet platform that matches consumers with…

Theoretical Economics · Economics 2025-03-26 Junjie Chen , Takuro Yamashita

During an epidemic, the information available to individuals in the society deeply influences their belief of the epidemic spread, and consequently the preventive measures they take to stay safe from the infection. In this paper, we develop…

Systems and Control · Electrical Eng. & Systems 2022-07-26 Shraddha Pathak , Ankur A. Kulkarni

A single advertisement often benefits many parties, for example, an ad for a Samsung laptop benefits Microsoft. We study this phenomenon in search advertising auctions and show that standard solutions, including the status quo ignorance of…

Computer Science and Game Theory · Computer Science 2012-09-06 Darrell Hoy , Kamal Jain , Christopher A. Wilkens

In many settings, multiple uninformed agents bargain simultaneously with a single informed agent in each of multiple periods. For example, workers and firms negotiate each year over salaries, and the firm has private information about the…

Theoretical Economics · Economics 2020-11-10 Quitzé Valenzuela-Stookey

This paper develops a novel econometric framework for static discrete choice games with costly information acquisition. In traditional discrete games, players are assumed to perfectly know their own payoffs when making decisions, ignoring…

Econometrics · Economics 2025-10-23 Youngjae Jeong

The rise of autonomous pricing systems has sparked growing concern over algorithmic collusion in markets from retail to housing. This paper examines controlled information quality as an ex ante policy lever: by reducing the fidelity of data…

General Economics · Economics 2025-09-04 Niuniu Zhang

There are several aspects of data markets that distinguish them from a typical commodity market: asymmetric information, the non-rivalrous nature of data, and informational externalities. Formally, this gives rise to a new class of games…

Computer Science and Game Theory · Computer Science 2023-03-29 Samir Wadhwa , Roy Dong
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