Equilibrium reserve prices in sequential ascending auctions

DOI10.1016/J.JET.2003.11.002zbMath1070.91015OpenAlexW1980222670MaRDI QIDQ1877158

Bernard Caillaud, Claudio Mezzetti

Publication date: 16 August 2004

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2003.11.002

zbMATH Keywords

ParticipationRatchet effectRepeated auctions

Mathematics Subject Classification ID

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

Related Items (14)

Dynamic price discrimination with customer recognition ⋮ Introduction to symposium on dynamic contracts and mechanism design ⋮ Optimal auction design under non-commitment ⋮ A note on the dynamics of incentive contracts ⋮ A note on sequential auctions with multi-unit demand ⋮ Sequential auctions with imperfect quantity commitment ⋮ Simultaneous vs. sequential auctions with risk averse bidders ⋮ Reserve prices in repeated auctions ⋮ Ordering sellers in sequential auctions ⋮ First-price equilibrium and revenue equivalence in a sequential procurement auction model ⋮ Signal jamming in a sequential auction ⋮ A comparative analysis of multi-unit sequential auction under optimal reserve ⋮ The shill bidding effect versus the linkage principle ⋮ Commitment in sequential auctioning: Advance listings and threshold prices

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• Collusion via Signalling in Simultaneous Ascending Bid Auctions with Heterogeneous Objects, with and without Complementarities
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• Sequential auctions of endogenously valued objects

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