Reserve price signaling

DOI10.1016/j.jet.2006.04.005zbMath1186.91105OpenAlexW2037566928MaRDI QIDQ996378

J. Martínez

Publication date: 14 September 2007

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

Full work available at URL: https://doi.org/10.1016/j.jet.2006.04.005

zbMATH Keywords

signalingauctionsreserve price

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Economics of information (91B44) Signaling and communication in game theory (91A28)

Related Items

Informed seller with taste heterogeneity ⋮ Corrigendum to ``Reserve price signaling ⋮ Entry in first-price auctions with signaling ⋮ On the informed seller problem: optimal information disclosure ⋮ Auctions with an asking price ⋮ Reserve price signaling in first-price auctions with an uncertain number of bidders ⋮ Separating equilibrium in quasi-linear signaling games ⋮ Auction and the informed seller problem ⋮ The shill bidding effect versus the linkage principle ⋮ Auctions with a buy price: the case of reference-dependent preferences

Cites Work

• Perfect sequential equilibrium
• Sequential bargaining under asymmetric information
• Auction and the informed seller problem
• Signaling Games and Stable Equilibria
• Incentive Compatibility in Signaling Games with a Continuum of Types
• Informational Equilibrium
• A Theory of Auctions and Competitive Bidding
• Optimal Auction Design
• The Principal-Agent Relationship with an Informed Principal, II: Common Values