Information, stochastic dominance and bidding: the case of treasury auctions

DOI10.1016/J.ECONLET.2017.02.004zbMath1396.91262OpenAlexW3125166852MaRDI QIDQ1672910

Frederik Lundtofte, Patrick L. Leoni

Publication date: 11 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2017.02.004

zbMATH Keywords

stochastic dominancecommon value auctionsinformativeness

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

• Information and the dispersion of posterior expectations
• Large common value auctions with risk averse bidders
• Delay and information aggregation in stopping games with private information
• Rational Expectations, Information Acquisition, and Competitive Bidding

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