東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Essays on Dynamic Markets.

Ho, Ken C.

Linked to FindBook

Google Book

Amazon

博客來

Essays on Dynamic Markets.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Essays on Dynamic Markets./
Author:	Ho, Ken C.
Published:	Ann Arbor : ProQuest Dissertations & Theses, : 2018,
Description:	151 p.
Notes:	Source: Dissertation Abstracts International, Volume: 79-12(E), Section: A.
Contained By:	Dissertation Abstracts International79-12A(E).
Subject:	Economic theory. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10828356
ISBN:	9780438176904

Essays on Dynamic Markets.
Ho, Ken C.

Essays on Dynamic Markets. - Ann Arbor : ProQuest Dissertations & Theses, 2018 - 151 p.

Source: Dissertation Abstracts International, Volume: 79-12(E), Section: A.

Thesis (Ph.D.)--University of Washington, 2018.

This dissertation studies three markets. In chapter 1, we study a dynamic two-sided many-to-one matching model. We provide sufficient conditions for the existence of a dynamically stable matching and show that some but not all results for the college admissions problem can be generalized to our dynamic model. Without the sufficient conditions, we define regret-free dynamic stability, which allows agents to endogenously give up blocking powers. A regret-free dynamic stable matching always exists. In Chapter 2, we study airport slot allocation problems during severe weather. We assume airlines have lexicographic preferences and introduce a new mechanism, Multiple Trading Cycles (MTC), to allocate landing slots. In contrast to the currently used mechanism, MTC is individually rational, Pareto efficient, strategy-proof, non-manipulable by postponing a flight cancelation, and respects property rights over slots. In chapter 3, we develop a simple model of two intermediates competing for N suppliers, which is motivated by an observation from the fishing industry. Each intermediate receives a privately observed, i.i.d profit shock in each period. Intermediates use public observable, retroactive payments to entice suppliers to sell to them in the upcoming period. The competition can capture suppliers' responsiveness to the price difference and sensitivity to the sizes of price differences. When intermediates are not so patient, we prove that this model has a symmetric monotone pure strategy stationary Markov perfect Bayesian Equilibrium, in which an intermediate pays less when having a larger number of suppliers.

ISBN: 9780438176904Subjects--Topical Terms:

1556984
Economic theory.

Essays on Dynamic Markets.
LDR:02512nmm a2200289 4500 001 2201667
005 20190429091135.5
008 201008s2018 ||||||||||||||||| ||eng d
020 $a 9780438176904
035 $a (MiAaPQ)AAI10828356
035 $a (MiAaPQ)washington:18809
035 $a AAI10828356
040 $a MiAaPQ $c MiAaPQ
100 1 $a Ho, Ken C. $3 3428389
245 1 0 $a Essays on Dynamic Markets.
260 1 $a Ann Arbor : $b ProQuest Dissertations & Theses, $c 2018
300 $a 151 p.
500 $a Source: Dissertation Abstracts International, Volume: 79-12(E), Section: A.
500 $a Adviser: Quan Wen.
502 $a Thesis (Ph.D.)--University of Washington, 2018.
520 $a This dissertation studies three markets. In chapter 1, we study a dynamic two-sided many-to-one matching model. We provide sufficient conditions for the existence of a dynamically stable matching and show that some but not all results for the college admissions problem can be generalized to our dynamic model. Without the sufficient conditions, we define regret-free dynamic stability, which allows agents to endogenously give up blocking powers. A regret-free dynamic stable matching always exists. In Chapter 2, we study airport slot allocation problems during severe weather. We assume airlines have lexicographic preferences and introduce a new mechanism, Multiple Trading Cycles (MTC), to allocate landing slots. In contrast to the currently used mechanism, MTC is individually rational, Pareto efficient, strategy-proof, non-manipulable by postponing a flight cancelation, and respects property rights over slots. In chapter 3, we develop a simple model of two intermediates competing for N suppliers, which is motivated by an observation from the fishing industry. Each intermediate receives a privately observed, i.i.d profit shock in each period. Intermediates use public observable, retroactive payments to entice suppliers to sell to them in the upcoming period. The competition can capture suppliers' responsiveness to the price difference and sensitivity to the sizes of price differences. When intermediates are not so patient, we prove that this model has a symmetric monotone pure strategy stationary Markov perfect Bayesian Equilibrium, in which an intermediate pays less when having a larger number of suppliers.
590 $a School code: 0250.
650 4 $a Economic theory. $3 1556984
690 $a 0511
710 2 $a University of Washington. $b Economics. $3 2094823
773 0 $t Dissertation Abstracts International $g 79-12A(E).
790 $a 0250
791 $a Ph.D.
792 $a 2018
793 $a English
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10828356