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Budget-constrained sequential auctions with incomplete information

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Author Info
Pitchik, Carolyn
Abstract

I study a budget-constrained, private-valuation, sealed-bid sequential auction with two incompletely-informed, risk-neutral bidders in which the valuations and income may be non-monotonic functions of a bidder's type. Multiple equilibrium symmetric bidding functions may exist that differ in allocation, efficiency and revenue. The sequence of sale affects the competition for a good and therefore also affects revenue and the prices of each good in a systematic way that depends on the relationship among the valuations and incomes of bidders. The sequence of sale may affect prices and revenue even when the number of bidders is large relative to the number of goods. If a particular good, say [alpha], is allocated to a strong bidder independent of the sequence of sale, then auction revenue and the price of good [alpha] are higher when good [alpha] is sold first.

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Publisher Info
Article provided by Elsevier in its journal Games and Economic Behavior.

Volume (Year): 66 (2009)
Issue (Month): 2 (July)
Pages: 928-949
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Handle: RePEc:eee:gamebe:v:66:y:2009:i:2:p:928-949

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Web page: http://www.elsevier.com/locate/inca/622836

For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).

Related research
Keywords: Sequential auctions Budget constraints Efficiency Revenue Price Sequence;

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This page was last updated on 2009-12-3.


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