I've found that when I trade with most of the vendors around the market place, and sell some junk that I've picked up I don't get any gold in return. yet the items are no longer in my inventory. I've been able to duplicate this in several new games, and with different characters initiating the trade.
That's not a bug, it's by design. You have to balance the trade, there's a button which adds the required amount of money if you buy oder sell items.
