Bid signaling in first-price royalty auction

DOI10.1016/J.ECONLET.2022.110526MaRDI QIDQ2158659zbMATH OpenOpenAlexFDO

Authors Dazhong Wang, Xinyi Xu, Xianjie Zeng

Publication date 26 July 2022

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2022.110526

zbMATH Keywords

reserve priceroyalty auctionroyalty rate impactsignaling premium

Mathematics Subject Classification ID

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

Recommendations

• Comparisons of standard royalty auctions with seller post-auction effort
• Reserve price signaling in first-price auctions with an uncertain number of bidders
• How bidder's number affects optimal reserve price in first-price auctions under risk aversion
• Reserve price signaling
• Entry in first-price auctions with signaling

Cites work

• Auctions with a profit sharing contract
• Bidding for the future: Signaling in auctions with an aftermarket
• Costly auction entry, royalty payments, and the optimality of asymmetric designs
• Envelope Theorems for Arbitrary Choice Sets
• Equilibrium Selection in Signaling Games
• Log-concave probability and its applications
• Reputational bidding
• Securities auctions under moral hazard: an experimental study
• Strategic stability and uniqueness in signaling games

Cited in

(1)

• Comparisons of standard royalty auctions with seller post-auction effort

This page was built for publication: Bid signaling in first-price royalty auction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2158659)