Equilibrium price paths in sequential auctions with stochastic supply
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Publication:1960355
DOI10.1016/S0165-1765(99)00066-XzbMath1016.91039OpenAlexW3125696735WikidataQ57443311 ScholiaQ57443311MaRDI QIDQ1960355
Publication date: 12 January 2000
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00066-x
Applications of statistics to economics (62P20) Auctions, bargaining, bidding and selling, and other market models (91B26)
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Equilibrium reserve prices in sequential ascending auctions ⋮ Fat tails arise endogenously from supply/demand, with or without jump processes ⋮ Two ways to auction off an uncertain good ⋮ Information revelation in sequential auctions with uncertainties about future objects ⋮ Sequential auctions of heterogeneous objects ⋮ Second chance offers in auctions ⋮ Loss aversion in sequential auctions ⋮ A decision support framework for evaluating revenue performance in sequential purchase contexts ⋮ Uninformed bidding in sequential auctions ⋮ Sequential auctions with imperfect quantity commitment ⋮ Sequential auctions with ambiguity ⋮ Reserve prices in repeated auctions ⋮ First-price equilibrium and revenue equivalence in a sequential procurement auction model ⋮ Declining prices in sequential auctions with complete revelation of bids ⋮ Signal jamming in a sequential auction ⋮ Commitment in sequential auctioning: Advance listings and threshold prices ⋮ Auctions with online supply
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