网络交易中不对称信息问题研究(1).pdf

河南大学 硕士学位论文 网络交易中不对称信息问题研究 姓名：李航 申请学位级别：硕士 专业：区域经济学 指导教师：郭兴方 2011-04 I 摘 要 网络交易是随着互联网的发展诞生的一种全新交易模式， 这种交易方式打破了传统 交易时间和空间的局限性，适应了经济地区间协调发展的趋势，使商品得以真正进入一 个跨地区的无形市场中流通，极大地提高了商品交易的效率2003 年之后，我国的网络 交易市场进入到一个蓬勃发展的繁荣时期截至 2010 年 6 月，网络购物用户规模达到 1.42 亿，使用率提升至 33.8%，上浮了 5.7 个百分点，半年用户增幅达 31.4%但是伴 随着这种新兴的交易方式走入我们的生活， 不对称信息所引发的问题也越来越被人们所 关注在网络交易中，交易双方——买家和卖家在不同空间和不同时间进行交易，由此 引发了信息不对称问题逆向选择、诚信问题成为人们关注网络交易市场能否健康发展 的焦点问题，并随之采取了一系列的措施，如：信用评价体系，保证金制度，交易实名 制虽然这些制度从一定程度上保证了网络交易市场的快速健康发展，但是我们却常常 忽略了市场自身的调节功能 本文就我国网络交易市场的特点进行分析，采用信息经济学博弈论模型，建立不完 全信息条件下的网络交易市场 KMRW 声望模型，不对称信息问题的影响进行研究。

通过 本文的研究，对促进我国的网络交易市场发展提出启示 第一部分是导言部分， 介绍了网络交易市场发展的背景和当前其他学者研究的最新 成果这部分包含研究背景，研究意义，研究方法，国外文献综述，国内文献综述，创 新与不足第二部分是网络交易的特点分析这一部分将网络交易与传统的基于有形市 场的交易进行对比，得出网络交易的特点本文阐述了网络交易市场中不对称信息产生 的根源， 并指出网上店铺信息不对称和商品信息不对称这两种网络交易市场中信息不对 称的表现形式第三部分对网络交易市场中存在的逆向选择问题进行研究，建立博弈论 模型，分析了逆向选择产生的原因和作用结果，以及为了保证网络交易市场运行防止陷 入逆向选择问题，当前我们普遍所采取的外部措施和其效果最后部分本文试图找出市 场自身的约束机制， 建立不完全信息条件下的博弈模型——KMRW 声望模型， 找到促使卖 家诚信交易的市场自发力量在存在理性卖家和非理性卖家的网络交易市场中，理性卖 家为了获取长期的利益，也有激励去冒充非理性卖家，这说明即使在有限次的重复交易 中， 在一定条件下欺诈的卖家也会诚信交易 KMRW 声望模型的分析结果改变以往仅仅重 II 视市场外部约束力量的观点， 对我国网络交易市场的健康发展提出了新的提示——重视 市场的自身因素。

关键词：网络交易，不对称信息，KMRW 声望模型 III ABSTRACT With the development of Internet, there appears to be a new exchange model internet exchange. This exchange model broke the limit of time and region of the traditional exchange, to adapt to the trend of coordinate development of the different regional economy, to promote the goods circulating in a cross virtual market, to rise up the efficiency of goods exchange. Since 2003, the internet exchange market has entered to a boom period. By the end of June 2010, the numbers of internet exchange participants have rose up to 142 millions，and its utilization ratio has rose up to 33.8 per cent by 5.7 per cent, and the amplitude of the participants has reached 31.4 per cent. With the new exchange model been introduced into our live, the problems caused by asymmetric information were got the increasing attention by people. In process of internet exchange, the two parties – buyers and sellers – have located in different space and time, which lead to the problems of asymmetric information. Adverse selection and risk of honesty become the focus to which people pay attention. Nowadays, we have carried out a series of controls against these problems, for example: the classification of honesty, reserves system, and real name system. Although these regulations could play a role of guaranteeing the health and high speed development of the internet exchange market, we used to neglecting the abilities of the market owns. This paper Analyzed the internet market exchange with our country’s characteristic. Then using the information economics model of game theory, this paper established KMRW reputation model of internet exchange market in the condition of incomplete information to research the effect of asymmetric information. The research of this paper contributed to promote the development of our country’s internet exchange market. IV First sector is the introduction, which introduced the background of internet exchange market and the latest research results of academician else. This sector contained the research background, the research method, and the summaries of foreign documents, the summaries of domestic documents, creation and deficiency. Second sector analyzed the characteristic of internet exchange market. After comparing the internet exchange with traditional exchange which dependent on real market, it turn out the characteristic of internet exchange. This paper found out the reasons of asymmetric information, and pointed out two manifestations of asymmetric information of both online store and goods in the internet exchange market. Third sector researched the adverse selection in the internet exchange market, to establish game models, to analyze the reasons and effects of adverse selection, and to analyze the measures which we carried out prevent the internet exchange market from adverse selection and its effects. The last sector of this paper tried to turn out the regulative system of the market itself, to establish the game model in the condition of the incomplete information – the KMRW reputation model, and found out the initiative force of the market that could limit the actions of sellers. In the internet exchange market which included rational sellers and irrational sellers, the rational seller have incentive to disguise themselves as the irrational sellers for a long-run profits. Even if in a finitely repeated game, the speculative sellers also played an honest role. The results of KMRW reputation model changed the opinions that only emphasized on the external force, and supported the new notion – emphasizing on the factors of market itself. KEY WORDS: internet exchange, asymmetric information, KMRW reputation model 导 言 1 第一章 导 言 互联网的发明对生活的方方面面产生了深远的影响， 作为世界第一的人口大国—— 中国，自从 1994 年 4 月 20 日互联网正式接入以来，16 年的时间，互联网在中国出现 了爆炸式地发展，将中国社会全面地带入了网络时代。

根据中国互联网络信息中心 (CNNIC)2010。