Signal jamming in a sequential auction

DOI10.1016/J.ECONLET.2010.04.008MaRDI QIDQ991346zbMATH OpenOpenAlexWikidataFDO

Authors Wei Ding, Thomas D. Jeitschko, Elmar G. Wolfstetter

Publication date 7 September 2010

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://epub.ub.uni-muenchen.de/13291/1/261_01.pdf

zbMATH Keywords

price competitionsignalingauctions

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Signaling and communication in game theory (91A28)

Recommendations

• Bidding for the future: Signaling in auctions with an aftermarket
• Research note-strategic bid-shading and sequential auctioning with learning from past prices
• A model of sequential auctions
• Budget-constrained sequential auctions with incomplete information
• Uninformed bidding in sequential auctions

Cites work

• Bottom-fishing and declining prices in sequential auctions
• Equilibrium price paths in sequential auctions with stochastic supply
• Equilibrium reserve prices in sequential ascending auctions
• First-price auctions when the ranking of valuations is common knowledge
• He who must not be named
• Partial pooling at the reserve price in auctions with resale opportunities
• The declining price anomaly
• The ratchet effect and bargaining power in a two-stage model of competitive bidding

Cited in

(5)

• Signal-jamming in the frequency domain
• Uninformed bidding in sequential auctions
• Information disclosure by a seller in sequential first-price auctions
• Collusive communication schemes in a first-price auction
• Duopoly signal jamming

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