Equilibrium price paths in sequential auctions with stochastic supply

DOI10.1016/S0165-1765(99)00066-XMaRDI QIDQ1960355zbMATH OpenOpenAlexWikidataFDO

Authors Thomas D. Jeitschko

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

zbMATH Keywords

cuctionsdeclining price anomalysequential auctions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cites work

• Bottom-fishing and declining prices in sequential auctions
• Sequential auctions of stochastically equivalent objects
• The declining price anomaly

Cited in

(21)

• Commitment in sequential auctioning: Advance listings and threshold prices
• Two ways to auction off an uncertain good
• Sequential auctions of heterogeneous objects
• A decision support framework for evaluating revenue performance in sequential purchase contexts
• Reserve prices in repeated auctions
• Equilibrium reserve prices in sequential ascending auctions
• Fat tails arise endogenously from supply/demand, with or without jump processes
• Sequential auctions with ambiguity
• First-price equilibrium and revenue equivalence in a sequential procurement auction model
• Auctions with online supply
• Information revelation in sequential auctions with uncertainties about future objects
• The price of stability of envy-free equilibria in multi-buyer sequential auctions
• Uninformed bidding in sequential auctions
• Second chance offers in auctions
• Efficiency levels in sequential auctions with dynamic arrivals
• Loss aversion in sequential auctions
• Sequentially mixed search and equilibrium price dispersion
• Sequential auctions with imperfect quantity commitment
• Mimic martingales in sequential auctions
• Declining prices in sequential auctions with complete revelation of bids
• Signal jamming in a sequential auction

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