Loss aversion in sequential auctions
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Publication:6076901
DOI10.3982/TE4096OpenAlexW4381426210MaRDI QIDQ6076901FDOQ6076901
Publication date: 17 October 2023
Published in: Theoretical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/te4096
Recommendations
- Auctions with loss‐averse bidders
- Loss aversion and competition in Vickrey auctions: money ain't no good
- Sequential auctions, price trends, and risk preferences
- Simultaneous vs. sequential auctions with risk averse bidders
- English versus Vickrey auctions with loss-averse bidders
- Sequential auctions and externalities
- Dutch vs. first-price auctions with expectations-based loss-averse bidders
- Sequentially optimal auctions
- Alternating offers bargaining with loss aversion
Cites Work
- Prospect Theory: An Analysis of Decision under Risk
- A Model of Reference-Dependent Preferences*
- Multi-dimensional reference-dependent preferences in sealed-bid auctions -- how (most) laboratory experiments differ from the field
- Quantal response equilibrium and overbidding in private-value auctions
- The declining price anomaly
- Sequential second-price auctions with private budgets
- Equilibrium price paths in sequential auctions with stochastic supply
- Fear of losing in a clock auction
- Synergies and price trends in sequential auctions
- Sequential auctions, price trends, and risk preferences
- On some myths about sequenced common-value auctions
- Sequential auctions of endogenously valued objects
- Bottom-fishing and declining prices in sequential auctions
- Sequential auctions with ambiguity
- Auction fever: rising revenue in second-price auction formats
- Dutch vs. first-price auctions with expectations-based loss-averse bidders
- English versus Vickrey auctions with loss-averse bidders
Cited In (3)
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