Chatterjee, Kalyan: When Does Competition Lead to Efficient Investments?
World Conference Econometric Society, 2000, Seattle

Kalyan Chatterjee, Pennsylvania State University
Y. Stephen Chiu, Chinese University of Hong Kong
When Does Competition Lead to Efficient Investments?
Session: C-4-10  Saturday 12 August 2000  by Chatterjee, Kalyan
The paper studies agents’ investment decisions between general and speci…c in-vestments under di¤erent ownership structures in a thin, decentralized market where each agent’s decision a¤ects the decisions and welfare of other (otherwise unrelated) agents mainly through indirect market linkages. The paper demonstrates that “excess competition among investors,” in every equilibrium, will lead to e¢cient investments, regardless of asset ownership. In the absence of such excess competition, in every equilibrium, ine¢cient investments will result, unless some special ownership arrange-ment is made. The problem in which the choice variable is investment level, instead of investment type, is also studied.
Submitted paper full-text in .pdf


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