Auction timing and market thickness

DOI10.1016/J.GEB.2023.11.006MaRDI QIDQ6148583zbMATH OpenOpenAlexFDO

Authors Isaías N. Chaves, Shota Ichihashi

Publication date 11 January 2024

Published in Games and Economic Behavior (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.geb.2023.11.006

zbMATH Keywords

order statisticsoptimal stoppingmarket designmonopolyauctions

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cites work

• scientific article; zbMATH DE number 3348831 (Why is no real title available?)
• A Note on Probability Distributions with Increasing Generalized Failure Rates
• A Theory of Auctions and Competitive Bidding
• A note on expected rent in auction theory
• Advertising a second-price auction
• Competing auctions with endogenous quantities
• Dynamic Mechanism Design for Online Commerce
• Inequalities for Linear Combinations of Order Statistics from Restricted Families
• Information Acquisition in Auctions
• Mean sample spacings, sample size and variability in an auction-theoretic framework.
• Optimal Auction Design
• Optimal advertising of auctions
• Optimal dynamic auctions and simple index rules
• Optimal dynamic mechanism design with deadlines
• Optimal market thickness
• Performance bounds for optimal sales mechanisms beyond the monotone hazard rate condition
• Relationships Among Three Assumptions in Revenue Management
• Revenue submodularity
• Standard Auctions with Financially Constrained Bidders
• Technical Note—New Results Concerning Probability Distributions with Increasing Generalized Failure Rates
• What is the optimal trading frequency in financial markets?

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