Auction market theory of heterogeneous bidders
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Publication:373779
DOI10.1016/0165-1765(82)90038-6zbMATH Open1273.91210OpenAlexW2057085101MaRDI QIDQ373779FDOQ373779
Authors: James C. Cox, Vernon L. Smith, James M. Walker 
Publication date: 25 October 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(82)90038-6
Cites Work
Cited In (19)
- Adversarial Risk Analysis for Auctions Using Mirror Equilibrium and Bayes Nash Equilibrium
- Adversarial risk analysis for auctions using non-strategic play and level-k thinking: A general case of n bidders with regret
- How bidder's number affects optimal reserve price in first-price auctions under risk aversion
- Equilibria of the sealed-bid mechanism for bargaining with incomplete information
- Risk aversion and optimal reserve prices in first- and second-price auctions
- Small- and large-stakes risk aversion: Implications of concavity calibration for decision theory
- Varying the number of bidders in the first-price sealed-bid auction: experimental evidence for the one-shot game
- Competitive bidding with entry costs
- Adversarial risk analysis for first‐price sealed‐bid auctions
- Inducing risk-neutral preferences: Further analysis of the data
- A bidding game with heterogeneous players
- Existence of monotone equilibrium in first price auctions with private risk aversion and private initial wealth
- Behavioral mechanism design: evidence from the modified first-price auctions
- Individual behavior of first-price auctions: the importance of information feedback in computerized experimental markets
- Premium auctions and risk preferences: an experimental study
- Ambiguity aversion in first-price sealed-bid auctions
- Premium auctions and risk preferences
- Numerical Solution of Asymmetric Auctions
- Tests of a heterogeneous bidders theory of first price auctions
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