Auctions with a buy price
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Publication:1003096
DOI10.1007/s00199-006-0182-7zbMath1155.91370OpenAlexW3124871509MaRDI QIDQ1003096
John Wooders, George Stanley S. Reynolds
Publication date: 26 February 2009
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-006-0182-7
Related Items (19)
The impact of the irrelevant: temporary buy-options and bidding behavior in auctions ⋮ Functional forms in studies of reputation in online auctions ⋮ The buy price in auctions with discrete type distributions ⋮ On efficient partnership dissolution under ex post individual rationality ⋮ Pre-auction offers in asymmetric first-price and second-price auctions ⋮ A note on buyers' behavior in auctions with an outside option ⋮ Introduction to the symposium ⋮ Comment on: ``Auctions with a buy price: the case of reference-dependent preferences ⋮ Revenue in first-price auctions with a buy-out price and risk-averse bidders ⋮ Analysis and design for multi-unit online auctions ⋮ Auctions with an asking price ⋮ Internet auctions with a temporary buyout option ⋮ An experimental study of auctions with a buy price under private and common values ⋮ Optimal sale across venues and auctions with a buy-now option ⋮ Learning and market clearing: theory and experiments ⋮ Prices versus auctions in large markets ⋮ Auctions with a buy price: the case of reference-dependent preferences ⋮ Competition in online markets with auctions and posted prices ⋮ Posted price selling and online auctions
Cites Work
- The role of varying risk attitudes in an auction with a buyout option
- Internet auctions with many traders
- The English auction is optimal among simple sequential auctions
- The impact of discounting on an auction with a buyout option: a theoretical analysis motivated by eBay's buy-it-now feature
- Comparing Auctions for Risk Averse Buyers: A Buyer's Point of View
- A Theory of Auctions and Competitive Bidding
- Optimal Auction Design
- Buy prices in online auctions: Irrationality on the internet?
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