Toward a strategic foundation for rational expectations equilibrium

Philip J. Reny*, Motty Perry

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

89 Scopus citations

Abstract

A step toward a strategic foundation for rational expectations equilibrium is taken by considering a double auction with n buyers and m sellers with interdependent values and affiliated private information. If there are sufficiently many buyers and sellers, and their bids are restricted to a sufficiently fine discrete set of prices, then, generically, there is an equilibrium in nondecreasing bidding functions that is arbitrarily close to the unique fully revealing rational expectations equilibrium of the limit market with unrestricted bids and a continuum of agents. In particular, the large double-auction equilibrium is almost efficient and almost fully aggregates the agents' information.

Original languageEnglish
Pages (from-to)1231-1269
Number of pages39
JournalEconometrica
Volume74
Issue number5
DOIs
StatePublished - Sep 2006

Keywords

  • Double auction
  • Equilibrium existence
  • Information aggregation
  • Monotone pure strategy
  • Rational expectations

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