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This paper examines a trade execution game for two large traders in a generalized price impact model. We incorporate a stochastic and sequentially dependent factor that exogenously affects the market price into financial markets. Our model…

Trading and Market Microstructure · Quantitative Finance 2024-05-14 Masamitsu Ohnishi , Makoto Shimoshimizu

We analyse global export data within the Economic Complexity framework. We couple the new economic dimension Complexity, which captures how sophisticated products are, with an index called logPRODY, a measure of the income of the respective…

Economics · Quantitative Finance 2017-05-26 Orazio Angelini , Matthieu Cristelli , Andrea Zaccaria , Luciano Pietronero

The article is an empirical study of market impact through order book events. It describes a mechanism of extracting an average participation rate and a market impact of small orders which represent individual slices of large metaorders.…

Trading and Market Microstructure · Quantitative Finance 2022-01-11 Oleh Danyliv

We study the role and drivers of persistence in the extensive margin of bilateral trade. Motivated by a stylized heterogeneous firms model of international trade with market entry costs, we consider dynamic three-way fixed effects binary…

Econometrics · Economics 2021-07-27 Julian Hinz , Amrei Stammann , Joschka Wanner

International trade is based on a set of complex relationships between different countries that can be modelled as an extremely dense network of interconnected agents. On the one hand, this network might favour the economic growth of…

General Economics · Economics 2024-04-08 Roberto Antonietti , Paolo Falbo , Fulvio Fontini , Rosanna Grassi , Giorgio Rizzini

In this chapter, an input-output economic model with multiple interactive economic systems is considered. The model captures the multi-dimensional nature of the economic sectors or industries in each economic system, the interdependencies…

Systems and Control · Electrical Eng. & Systems 2025-07-29 Minh Hoang Trinh , Nhat-Minh Le-Phan , Hyo-Sung Ahn

Markets have internal dynamics leading to excess volatility and other phenomena that are difficult to explain using rational expectations models. This paper studies these using a nonequilibrium price formation rule, developed in the context…

adap-org · Physics 2015-06-30 J. Doyne Farmer

To understand how fluctuations arise and are distributed in international trade, a question crucial for economic risk assessment and policymaking, we analyze strong adverse fluctuations-collapsed trades-defined as individual trades with…

Physics and Society · Physics 2026-01-30 Jung-Ho Kim , Sudo Yi , Sang-Hwan Gwak , K. -I. Goh , D. -S. Lee

Welfare maximization in bilateral trade has been extensively studied in recent years. Previous literature obtained incentive-compatible approximation mechanisms only for the private values case. In this paper, we study welfare maximization…

Computer Science and Game Theory · Computer Science 2025-07-01 Shahar Dobzinski , Alon Eden , Kira Goldner , Ariel Shaulker , Thodoris Tsilivis

Economists, historians, and social scientists have long debated how open-access areas, frontier regions, and customary landholding regimes came to be enclosed or otherwise transformed into private property. This paper analyzes decentralized…

General Economics · Economics 2025-01-24 Matthew J. Baker , Jonathan Conning

I examine how upstream mergers affect negotiated prices when suppliers bargain with a monopoly intermediary selling products to final consumers. Conventional wisdom holds that such transactions lower negotiated prices when the products are…

General Economics · Economics 2025-08-08 Enrique Ide

Search frictions can impede the formation of optimal matches between consumer and supplier, or employee and employer, and lead to inefficiencies. This paper revisits the effect of search frictions on the firm size distribution when…

General Economics · Economics 2023-03-06 Jules Depersin , Bérengère Patault

The global markets provide enterprises with selling opportunities and challenges in stabilizing operational strategies. From the perspective of production management, it is important to improve the profitability of an enterprise by…

Machine Learning · Computer Science 2022-07-28 Xiaoli Yan

We define what "Price Impact" means, and how it is measured and modelled in the recent literature. Although this notion seems to convey the idea of a forceful and intuitive mechanism, we discuss why things might not be that simple.…

Trading and Market Microstructure · Quantitative Finance 2017-08-24 J. P. Bouchaud

We show how the Shannon entropy function can be used as a basis to set up complexity measures weighting the economic efficiency of countries and the specialization of products beyond bare diversification. This entropy function guarantees…

Physics and Society · Physics 2021-06-04 Gianluca Teza , Michele Caraglio , Attilio L. Stella

The present work has as principal objective analyze the evolution of the process of privatization, mergers and acquisitions of the big companies in the country in the last decades, to understand the conductive threads that formed the…

General Finance · Quantitative Finance 2019-05-10 Rigoberto Pérez Ramírez

This paper presents a novel methodology for predicting international bilateral trade flows, emphasizing the growing importance of Preferential Trade Agreements (PTAs) in the global trade landscape. Acknowledging the limitations of…

Statistical Finance · Quantitative Finance 2024-07-19 Zijie Pan , Stepan Gordeev , Jiahui Zhao , Ziyi Meng , Caiwen Ding , Sandro Steinbach , Dongjin Song

A central challenge in mechanism design is to develop truthful trade mechanisms that maximize the expected gains-from-trade (GFT) in two-sided markets with strategic agents. As achieving the full GFT is generally impossible, much of the…

Computer Science and Game Theory · Computer Science 2026-04-02 Moshe Babaioff , Aviad Rubinstein , Xizhi Tan , Kangning Wang

In this paper, we examine in an abstract framework, how a tradeoff between efficiency and robustness arises in different dynamic oligopolistic market architectures. We consider a market in which there is a monopolistic resource provider and…

Systems and Control · Computer Science 2013-10-02 Qingqing Huang , Mardavij Roozbehani , Munther A Dahleh

Trades based on bilateral (indivisible) contracts can be represented by a network. Vertices correspond to agents while arcs represent the non-price elements of a bilateral contract. Given prices for each arc, agents choose the incident arcs…

Theoretical Economics · Economics 2020-08-25 Can Kizilkale , Rakesh Vohra
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