Auction timing and market thickness
From MaRDI portal
Publication:6148583
DOI10.1016/J.GEB.2023.11.006zbMATH Open1530.91212OpenAlexW4388915311MaRDI QIDQ6148583FDOQ6148583
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
Recommendations
Auctions, bargaining, bidding and selling, and other market models (91B26) Stopping times; optimal stopping problems; gambling theory (60G40)
Cites Work
- A Theory of Auctions and Competitive Bidding
- Information Acquisition in Auctions
- Title not available (Why is that?)
- Standard Auctions with Financially Constrained Bidders
- Optimal Auction Design
- A note on expected rent in auction theory
- Advertising a second-price auction
- Dynamic Mechanism Design for Online Commerce
- A Note on Probability Distributions with Increasing Generalized Failure Rates
- Technical Note—New Results Concerning Probability Distributions with Increasing Generalized Failure Rates
- Optimal dynamic auctions and simple index rules
- Optimal dynamic mechanism design with deadlines
- Optimal advertising of auctions
- Relationships Among Three Assumptions in Revenue Management
- Competing auctions with endogenous quantities
- Inequalities for Linear Combinations of Order Statistics from Restricted Families
- Mean sample spacings, sample size and variability in an auction-theoretic framework.
- What is the optimal trading frequency in financial markets?
- Revenue submodularity
- Optimal market thickness
- Performance bounds for optimal sales mechanisms beyond the monotone hazard rate condition
This page was built for publication: Auction timing and market thickness
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6148583)
