Bargaining over bets

Kfir Eliaz*, Ran Spiegler

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

7 Scopus citations

Abstract

When two agents hold different priors over an unverifiable state of nature, which affects the outcome of a game they are about to play, they have an incentive to bet on the game's outcome. We pose the following question: what are the limits to the agents' ability to realize gains from such speculative bets when their priors are private information? We apply a "mechanism design" approach to this question. We characterize interim-efficient bets and discuss their implementability in terms of the underlying game's payoff structure. In particular, we show that as the costs of unilaterally manipulating the bet's outcome become more symmetric across states and agents, implementation becomes easier.

Original languageEnglish
Pages (from-to)78-97
Number of pages20
JournalGames and Economic Behavior
Volume66
Issue number1
DOIs
StatePublished - May 2009
Externally publishedYes

Funding

FundersFunder number
National Science Foundation0611938
United States-Israel Binational Science Foundation2002298

    Keywords

    • Bets
    • Mechanism design
    • Non-common priors
    • Optimism
    • Pre-game contracts
    • Speculative trade

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