Optimal equity auctions with heterogeneous bidders
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Publication:337790
DOI10.1016/J.JET.2016.08.005zbMATH Open1371.91069OpenAlexW2512859027MaRDI QIDQ337790FDOQ337790
Authors: Tingjun Liu 
Publication date: 3 November 2016
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2016.08.005
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Cites Work
- Envelope Theorems for Arbitrary Choice Sets
- Full Extraction of the Surplus in Bayesian and Dominant Strategy Auctions
- A Theory of Auctions and Competitive Bidding
- Mechanism Design with Interdependent Valuations: Efficiency
- On bidding with securities: risk aversion and positive dependence
- Optimal Auctions with Risk Averse Buyers
- Optimal Auction Design
- Dynamic Mechanism Design: A Myersonian Approach
- Auctions with cross-shareholdings
- Optimal Selling Strategies under Uncertainty for a Discriminating Monopolist when Demands are Interdependent
- Ex Post Information in Auctions
- Securities auctions under moral hazard: an experimental study
- High bids and broke winners
Cited In (7)
- Optimal profit sharing mechanisms with type-dependent outside options
- Optimal equity auction with interdependent valuations
- Optimal equity auctions with two-dimensional types
- Optimal auctions with asymmetric financial externalities
- The broker-optimal bilateral trading mechanisms with linear contracts
- Optimal revenue-sharing mechanisms with seller commitment to ex-post effort
- Costly auction entry, royalty payments, and the optimality of asymmetric designs
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