Pub Date : 2025-10-10DOI: 10.1016/j.geb.2025.10.001
Kiyong Yun , Youngsub Chun
On the strict preference domain, Bogomolnaia and Moulin (2001) introduce the probabilistic serial rule and show that the rule is weakly stochastic dominance strategy-proof. Katta and Sethuraman (2006) introduce the extended probabilistic serial correspondence, which generalizes the probabilistic serial rule to the full preference domain. However, this correspondence is not weakly stochastic dominance strategy-proof. In this paper, we introduce a subdomain of the full preference domain, which we call “the sequentially ranked from the top domain,” on which the correspondence is weakly stochastic dominance strategy-proof. In fact, it is a maximal domain on which the three requirements of stochastic dominance efficiency, stochastic dominance envyfreeness, and weak stochastic dominance strategy-proofness are compatible. In addition, on this domain, we provide an axiomatic characterization of it by adapting its characterization on the full preference domain (Heo and Yılmaz, 2015).
{"title":"A maximal domain for weak stochastic dominance strategy-proofness of the extended probabilistic serial correspondence","authors":"Kiyong Yun , Youngsub Chun","doi":"10.1016/j.geb.2025.10.001","DOIUrl":"10.1016/j.geb.2025.10.001","url":null,"abstract":"<div><div>On the strict preference domain, <span><span>Bogomolnaia and Moulin (2001)</span></span> introduce the probabilistic serial rule and show that the rule is <em>weakly stochastic dominance strategy-proof</em>. <span><span>Katta and Sethuraman (2006)</span></span> introduce the extended probabilistic serial correspondence, which generalizes the probabilistic serial rule to the full preference domain. However, this correspondence is not <em>weakly stochastic dominance strategy-proof</em>. In this paper, we introduce a subdomain of the full preference domain, which we call “the sequentially ranked from the top domain,” on which the correspondence is <em>weakly stochastic dominance strategy-proof</em>. In fact, it is a maximal domain on which the three requirements of <em>stochastic dominance efficiency, stochastic dominance envyfreeness,</em> and <em>weak stochastic dominance strategy-proofness</em> are compatible. In addition, on this domain, we provide an axiomatic characterization of it by adapting its characterization on the full preference domain (<span><span>Heo and Yılmaz, 2015</span></span>).</div></div>","PeriodicalId":48291,"journal":{"name":"Games and Economic Behavior","volume":"155 ","pages":"Pages 10-26"},"PeriodicalIF":1.0,"publicationDate":"2025-10-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145323182","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We study a variant of the principal-agent problem in which the principal does not directly observe the agent's effort outcome; rather, she gets a signal about the agent's action according to a variable information structure designed by a regulator. We consider both the case of a risk-neutral and of a risk-averse agent, focusing mainly on a setting with a limited liability assumption. We provide a clean characterization for implementability of actions and utility profiles by any information structure, which turns out to be simple thresholds on the utilities. We further study naturally-constrained information structures in which the signal emitted from any action is either the action itself or some actions nearby. We show that the worst implementable welfare deteriorates gracefully as the information structure becomes noisier. In a more general class of signaling constraints, we prove that deciding whether a certain action is implementable is NP-complete.
{"title":"Information design in the principal-agent problem","authors":"Yakov Babichenko , Inbal Talgam-Cohen , Haifeng Xu , Konstantin Zabarnyi","doi":"10.1016/j.geb.2025.10.003","DOIUrl":"10.1016/j.geb.2025.10.003","url":null,"abstract":"<div><div>We study a variant of the principal-agent problem in which the principal does not directly observe the agent's effort outcome; rather, she gets a signal about the agent's action according to a variable information structure designed by a regulator. We consider both the case of a risk-neutral and of a risk-averse agent, focusing mainly on a setting with a limited liability assumption. We provide a clean characterization for implementability of actions and utility profiles by any information structure, which turns out to be simple thresholds on the utilities. We further study naturally-constrained information structures in which the signal emitted from any action is either the action itself or some actions nearby. We show that the worst implementable welfare deteriorates gracefully as the information structure becomes noisier. In a more general class of signaling constraints, we prove that deciding whether a certain action is implementable is NP-complete.</div></div>","PeriodicalId":48291,"journal":{"name":"Games and Economic Behavior","volume":"155 ","pages":"Pages 55-69"},"PeriodicalIF":1.0,"publicationDate":"2025-10-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145323180","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2025-10-07DOI: 10.1016/j.geb.2025.09.012
King King Li , Toru Suzuki
This paper investigates the role of uninformed agents in information aggregation. A group of agents, who may or may not have private information about the state, communicate through a specific communication format and vote to make the correct decision—one that matches an unobservable state—based on majority rule. We analyzed efficient equilibria under simultaneous and sequential communication formats and tested these predictions in the laboratory. When all agents were informed, information was aggregated efficiently regardless of the format. However, when some agents were uninformed, the communication format significantly affected information aggregation. Specifically, although the probability of correct group decisions closely aligned with the rational benchmark under sequential communication, it was significantly lower under simultaneous communication, as unfounded opinions undermined information aggregation. We argue that the positive effect of sequential communication can be attributed to the social facilitation effect.
{"title":"Unfounded opinion's curse","authors":"King King Li , Toru Suzuki","doi":"10.1016/j.geb.2025.09.012","DOIUrl":"10.1016/j.geb.2025.09.012","url":null,"abstract":"<div><div>This paper investigates the role of uninformed agents in information aggregation. A group of agents, who may or may not have private information about the state, communicate through a specific communication format and vote to make the correct decision—one that matches an unobservable state—based on majority rule. We analyzed efficient equilibria under simultaneous and sequential communication formats and tested these predictions in the laboratory. When all agents were informed, information was aggregated efficiently regardless of the format. However, when some agents were uninformed, the communication format significantly affected information aggregation. Specifically, although the probability of correct group decisions closely aligned with the rational benchmark under sequential communication, it was significantly lower under simultaneous communication, as unfounded opinions undermined information aggregation. We argue that the positive effect of sequential communication can be attributed to the social facilitation effect.</div></div>","PeriodicalId":48291,"journal":{"name":"Games and Economic Behavior","volume":"154 ","pages":"Pages 396-410"},"PeriodicalIF":1.0,"publicationDate":"2025-10-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145266864","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2025-10-06DOI: 10.1016/j.geb.2025.09.014
Ehud Lehrer , Dimitry Shaiderman
This paper examines information transmission games where the sender knows the realizations of states from a Markov process, but his informational advantage is counteracted by outside, random revelations to the receiver. For very patient players, we characterize the sender's value of the game with outside revelations in terms of the value without outside revelations. Through our characterization, we identify that, in contrast with the sender-receiver games with fixed states, the sender may benefit from being patient: his discounted value of the game may increase as the discount factor grows.
{"title":"Markovian persuasion with stochastic revelations","authors":"Ehud Lehrer , Dimitry Shaiderman","doi":"10.1016/j.geb.2025.09.014","DOIUrl":"10.1016/j.geb.2025.09.014","url":null,"abstract":"<div><div>This paper examines information transmission games where the sender knows the realizations of states from a Markov process, but his informational advantage is counteracted by outside, random revelations to the receiver. For very patient players, we characterize the sender's value of the game with outside revelations in terms of the value without outside revelations. Through our characterization, we identify that, in contrast with the sender-receiver games with fixed states, the sender may benefit from being patient: his discounted value of the game may increase as the discount factor grows.</div></div>","PeriodicalId":48291,"journal":{"name":"Games and Economic Behavior","volume":"154 ","pages":"Pages 411-439"},"PeriodicalIF":1.0,"publicationDate":"2025-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145266865","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2025-10-02DOI: 10.1016/j.geb.2025.09.008
Olga Gorelkina , Rida Laraki , Maxime Reynouard
This paper presents a novel solution concept, called BAR Nash Equilibrium (BARNE) and applies it to the Verifier's Dilemma, a fundamental problem in the design of blockchain consensus. BARNE extends the Nash Equilibrium (NE) to accommodate interactions among Byzantine, altruistic, and rational agents, known as the BAR setting in the distributed computing literature. We prove the existence of BARNE in a broad class of games and introduce two refinements: global stability and local stability. We demonstrate that in the classical quorum-based blockchain protocol, honestly following the prescribed strategy is not a locally stable BARNE, whereas free-riding is a globally stable BARNE. To address this, we designed a more robust protocol with the same classical guarantees, by incorporating fines and forced errors. Under this new protocol, honesty becomes the unique globally stable BARNE, and free-riding is never a BARNE.
{"title":"BAR Nash equilibrium and application to blockchain design","authors":"Olga Gorelkina , Rida Laraki , Maxime Reynouard","doi":"10.1016/j.geb.2025.09.008","DOIUrl":"10.1016/j.geb.2025.09.008","url":null,"abstract":"<div><div>This paper presents a novel solution concept, called BAR Nash Equilibrium (BARNE) and applies it to the Verifier's Dilemma, a fundamental problem in the design of blockchain consensus. BARNE extends the Nash Equilibrium (NE) to accommodate interactions among Byzantine, altruistic, and rational agents, known as the BAR setting in the distributed computing literature. We prove the existence of BARNE in a broad class of games and introduce two refinements: global stability and local stability. We demonstrate that in the classical quorum-based blockchain protocol, honestly following the prescribed strategy is not a locally stable BARNE, whereas free-riding is a globally stable BARNE. To address this, we designed a more robust protocol with the same classical guarantees, by incorporating fines and forced errors. Under this new protocol, honesty becomes the unique globally stable BARNE, and free-riding is never a BARNE.</div></div>","PeriodicalId":48291,"journal":{"name":"Games and Economic Behavior","volume":"154 ","pages":"Pages 285-301"},"PeriodicalIF":1.0,"publicationDate":"2025-10-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145266859","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2025-10-02DOI: 10.1016/j.geb.2025.09.009
Elif B. Osun, Erkut Y. Ozbay
The voluntary disclosure literature suggests that in evidence games, where the informed sender chooses which pieces of evidence to disclose to the uninformed receiver who determines their payoff, commitment does not matter, as there is a theoretical equivalence between the optimal mechanism and the game equilibrium outcomes. In this paper, we experimentally investigate whether the optimal mechanism and the game equilibrium outcomes coincide in a simple evidence game. Contrary to the theoretical equivalence, our results indicate that outcomes diverge and that commitment changes the outcomes. Our experimental results are in line with the predictions of a model that accounts for lying-averse agents.
{"title":"Evidence games: Lying aversion and commitment","authors":"Elif B. Osun, Erkut Y. Ozbay","doi":"10.1016/j.geb.2025.09.009","DOIUrl":"10.1016/j.geb.2025.09.009","url":null,"abstract":"<div><div>The voluntary disclosure literature suggests that in evidence games, where the informed sender chooses which pieces of evidence to disclose to the uninformed receiver who determines their payoff, commitment does not matter, as there is a theoretical equivalence between the optimal mechanism and the game equilibrium outcomes. In this paper, we experimentally investigate whether the optimal mechanism and the game equilibrium outcomes coincide in a simple evidence game. Contrary to the theoretical equivalence, our results indicate that outcomes diverge and that commitment changes the outcomes. Our experimental results are in line with the predictions of a model that accounts for lying-averse agents.</div></div>","PeriodicalId":48291,"journal":{"name":"Games and Economic Behavior","volume":"154 ","pages":"Pages 329-350"},"PeriodicalIF":1.0,"publicationDate":"2025-10-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145266861","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2025-10-02DOI: 10.1016/j.geb.2025.09.011
Naoki Funai
We investigate the convergence properties of an adaptive learning model that overlaps those of stochastic fictitious play learning and experience-weighted attraction learning in normal form games with strict Nash equilibria. In particular, we consider the case in which adaptive players play a game against not only other adaptive players but also committed players, who do not revise their behaviour but follow a fixed (strict Nash equilibrium or corresponding logit quantal response equilibrium) action. We then provide conditions under which the adaptive learning process, the choice probability profile of adaptive players, almost surely converges to the logit quantal response equilibrium that committed players follow. We also provide conditions under which the adaptive learning process of a more general adaptive learning model which overlaps those of payoff assessment learning and delta learning converges to a logit quantal response equilibrium different from the equilibrium that committed players follow with positive probability.
{"title":"Stochastic adaptive learning with committed players in games with strict Nash equilibria","authors":"Naoki Funai","doi":"10.1016/j.geb.2025.09.011","DOIUrl":"10.1016/j.geb.2025.09.011","url":null,"abstract":"<div><div>We investigate the convergence properties of an adaptive learning model that overlaps those of stochastic fictitious play learning and experience-weighted attraction learning in normal form games with strict Nash equilibria. In particular, we consider the case in which adaptive players play a game against not only other adaptive players but also committed players, who do not revise their behaviour but follow a fixed (strict Nash equilibrium or corresponding logit quantal response equilibrium) action. We then provide conditions under which the adaptive learning process, the choice probability profile of adaptive players, almost surely converges to the logit quantal response equilibrium that committed players follow. We also provide conditions under which the adaptive learning process of a more general adaptive learning model which overlaps those of payoff assessment learning and delta learning converges to a logit quantal response equilibrium different from the equilibrium that committed players follow with positive probability.</div></div>","PeriodicalId":48291,"journal":{"name":"Games and Economic Behavior","volume":"154 ","pages":"Pages 351-376"},"PeriodicalIF":1.0,"publicationDate":"2025-10-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145266862","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2025-10-02DOI: 10.1016/j.geb.2025.09.013
Laurent Bartholdi , Roman Mikhailov
We introduce a topological invariant of games, based on homotopy theory, that measures their complexity. We examine it in the context of the “Texas Hold'em” variant of poker, and show that the invariant's value is at least 4. We deduce that evaluating the strength of a pair of cards in Texas Hold'em is an intricate problem, and that even the notion of who is bluffing against whom is ill-defined in some situations. The use of higher topological methods to study intransitivity of multi-player games seems new.
{"title":"The topology of poker","authors":"Laurent Bartholdi , Roman Mikhailov","doi":"10.1016/j.geb.2025.09.013","DOIUrl":"10.1016/j.geb.2025.09.013","url":null,"abstract":"<div><div>We introduce a topological invariant of games, based on homotopy theory, that measures their complexity. We examine it in the context of the “Texas Hold'em” variant of poker, and show that the invariant's value is at least 4. We deduce that evaluating the strength of a pair of cards in Texas Hold'em is an intricate problem, and that even the notion of who is bluffing against whom is ill-defined in some situations. The use of higher topological methods to study intransitivity of multi-player games seems new.</div></div>","PeriodicalId":48291,"journal":{"name":"Games and Economic Behavior","volume":"155 ","pages":"Pages 1-9"},"PeriodicalIF":1.0,"publicationDate":"2025-10-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145271441","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2025-10-02DOI: 10.1016/j.geb.2025.09.010
Martin Meier , Andrés Perea
We propose a model of reasoning in dynamic games in which a player, at each information set, holds a conditional belief about his own future choices and the opponents' future choices. These conditional beliefs are assumed to be cautious, that is, the player never completely rules out any feasible future choice by himself or the opponents. We impose the following key conditions: (a) a player always believes that he will choose rationally in the future, (b) a player always believes that his opponents will choose rationally in the future, and (c) a player deems his own mistakes infinitely less likely than the opponents' mistakes. These conditions, together with iterating property (b), lead to the new concept of perfect backwards rationalizability. We show that perfect backwards rationalizable strategies exist in every finite dynamic game. We prove, moreover, that perfect backwards rationalizability constitutes a refinement of both perfect rationalizability (a rationalizability analogue to Selten's (1975) perfect equilibrium) and procedural quasi-perfect rationalizability (a rationalizability analogue to van Damme's (1984) quasi-perfect equilibrium) – two concepts that are introduced in this paper. As a consequence, our concept avoids both weakly dominated strategies in the normal form and strategies containing weakly dominated actions in the agent normal form. For one-shot games, the concept coincides with permissibility (Brandenburger (1992), Börgers (1994)).
{"title":"Reasoning about your own future mistakes","authors":"Martin Meier , Andrés Perea","doi":"10.1016/j.geb.2025.09.010","DOIUrl":"10.1016/j.geb.2025.09.010","url":null,"abstract":"<div><div>We propose a model of reasoning in dynamic games in which a player, at each information set, holds a conditional belief about his own future choices and the opponents' future choices. These conditional beliefs are assumed to be <em>cautious</em>, that is, the player never completely rules out any feasible future choice by himself or the opponents. We impose the following key conditions: (a) a player always believes that he will choose rationally in the future, (b) a player always believes that his opponents will choose rationally in the future, and (c) a player deems his own mistakes infinitely less likely than the opponents' mistakes. These conditions, together with iterating property (b), lead to the new concept of <em>perfect backwards rationalizability.</em> We show that perfect backwards rationalizable strategies exist in every finite dynamic game. We prove, moreover, that perfect backwards rationalizability constitutes a refinement of both <em>perfect rationalizability</em> (a rationalizability analogue to <span><span>Selten</span></span>'s (<span><span>1975</span></span>) perfect equilibrium) and <em>procedural quasi-perfect rationalizability</em> (a rationalizability analogue to <span><span>van Damme</span></span>'s (<span><span>1984</span></span>) quasi-perfect equilibrium) – two concepts that are introduced in this paper. As a consequence, our concept avoids both weakly dominated strategies in the normal form and strategies containing weakly dominated actions in the agent normal form. For one-shot games, the concept coincides with <em>permissibility</em> (<span><span>Brandenburger (1992)</span></span>, <span><span>Börgers (1994)</span></span>).</div></div>","PeriodicalId":48291,"journal":{"name":"Games and Economic Behavior","volume":"154 ","pages":"Pages 302-328"},"PeriodicalIF":1.0,"publicationDate":"2025-10-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145266860","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2025-10-01DOI: 10.1016/j.geb.2025.09.007
Mikel Álvarez-Mozos , Inés Macho-Stadler , David Pérez-Castrillo
We introduce the family of games with intertemporal externalities, where two disjoint sets of players play sequentially. Coalitions formed by the present players create worth today, but the way these players organize also affects the future: their partition imposes externalities that influence the worth of coalitions formed by future players. We adapt the classic Shapley axioms and explore their implications. They are not sufficient to uniquely determine a value. We propose two solution concepts based on interpreting the Shapley value as the players' expected contributions to coalitions: the one-coalition externality value and the naive value. Our main results show that adding a single axiom to the classical Shapley axioms yields a unique value: the one-coalition externality value arises adding a principle of equal treatment of direct and indirect contributions or an axiom on necessary players, while the naive value is characterized adding equal treatment of externalities.
{"title":"Sequential creation of surplus and the Shapley value","authors":"Mikel Álvarez-Mozos , Inés Macho-Stadler , David Pérez-Castrillo","doi":"10.1016/j.geb.2025.09.007","DOIUrl":"10.1016/j.geb.2025.09.007","url":null,"abstract":"<div><div>We introduce the family of <em>games with intertemporal externalities</em>, where two disjoint sets of players play sequentially. Coalitions formed by the present players create worth today, but the way these players organize also affects the future: their partition imposes externalities that influence the worth of coalitions formed by future players. We adapt the classic Shapley axioms and explore their implications. They are not sufficient to uniquely determine a value. We propose two solution concepts based on interpreting the Shapley value as the players' expected contributions to coalitions: the <em>one-coalition externality value</em> and the <em>naive value</em>. Our main results show that adding a single axiom to the classical Shapley axioms yields a unique value: the one-coalition externality value arises adding a principle of equal treatment of direct and indirect contributions or an axiom on necessary players, while the naive value is characterized adding equal treatment of externalities.</div></div>","PeriodicalId":48291,"journal":{"name":"Games and Economic Behavior","volume":"155 ","pages":"Pages 149-166"},"PeriodicalIF":1.0,"publicationDate":"2025-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145467138","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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