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Synergies and price trends in sequential auctions

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Author Info
Flavio Menezes ()
Paulo Monteiro ()

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Abstract

In this paper we consider sequential second-price auctions where an individual's value for a bundle of objects is either greater than the sum of the values for the objects separately (positive synergy) or less than the sum (negative synergy). We show that the existence of positive synergies implies declining expected prices. When synergies are negative, expected prices are increasing. There are several corollaries. First, the seller is indifferent between selling the objects simultaneously as a bundle or sequentially when synergies are positive. Second, when synergies are negative, the expected revenue generated by the simultaneous auction can be larger or smaller than the expected revenue generated by the sequential auction. In addition, in the presence of positive synergies, an option to buy the additional object at the price of the first object is never exercised in the symmetric equilibrium and the seller's revenue is unchanged. Under negative synergies, in contrast, if there is an equilibrium where the option is never exercised, then equilibrium prices may either increase or decrease and, therefore, the net effect on the seller's revenue of the introduction of an option is ambiguous. Finally, we examine a special case with asymmetric players who have distinct synergies. In this example, even if one player has positive synergies and the other has negative synergies, it is still possible for expected prices to decline. Copyright Springer-Verlag Berlin/Heidelberg 2003

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Publisher Info
Article provided by Springer in its journal Review Economic Design.

Volume (Year): 8 (2003)
Issue (Month): 1 (August)
Pages: 85-98
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Handle: RePEc:spr:reecde:v:8:y:2003:i:1:p:85-98

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Related research
Keywords: Synergies; sequential auctions; increasing and decreasing expected prices;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Ashenfelter, Orley & Genesove, David, 1992. "Testing for Price Anomalies in Real-Estate Auctions," American Economic Review, American Economic Association, vol. 82(2), pages 501-05, May. [Downloadable!] (restricted)
    Other versions:
  2. Black, Jane & De Meza, David, 1992. "Systematic Price Differences between Successive Auctions Are No Anomaly," Journal of Economics & Management Strategy, Blackwell Publishing, vol. 1(4), pages 607-28, Winter.
  3. Branco, Fernando, 1997. "Sequential auctions with synergies: An example," Economics Letters, Elsevier, vol. 54(2), pages 159-163, February. [Downloadable!] (restricted)
  4. Fl. Menezes & P.K.Monteiro, 1994. "Sequential Asymmetric Auctions With Endogenous Participation," Microeconomics 9402001, EconWPA, revised 09 Jun 1994. [Downloadable!]
  5. Bernhardt, Dan & Scoones, David, 1994. "A Note on Sequential Auctions," American Economic Review, American Economic Association, vol. 84(3), pages 653-57, June. [Downloadable!] (restricted)
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  6. Ashenfelter, Orley, 1989. "How Auctions Work for Wine and Art," Journal of Economic Perspectives, American Economic Association, vol. 3(3), pages 23-36, Summer. [Downloadable!] (restricted)
  7. Chris Jones & Flavio Menezes & Francis Vella, 2004. "Auction Price Anomalies: Evidence from Wool Auctions in Australia," The Economic Record, The Economic Society of Australia, vol. 80(250), pages 271-288, 09. [Downloadable!] (restricted)
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  8. T. Jeitschko & E. Wolfstetter, . "Scale Economies and Dynamics of Recurring Auctions," Sonderforschungsbereich 373 1998-62, Humboldt Universitaet Berlin.
  9. Krishna, Vijay & Rosenthal, Robert W., 1996. "Simultaneous Auctions with Synergies," Games and Economic Behavior, Elsevier, vol. 17(1), pages 1-31, November. [Downloadable!] (restricted)
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  10. Vanderporten, Bruce, 1992. "Strategic behavior in pooled condominium auctions," Journal of Urban Economics, Elsevier, vol. 31(1), pages 123-137, January. [Downloadable!] (restricted)
  11. Vanderporten, Bruce, 1992. "Timing of Bids at Pooled Real Estate Auctions," The Journal of Real Estate Finance and Economics, Springer, vol. 5(3), pages 255-67, September.
  12. McAfee R. Preston & Vincent Daniel, 1993. "The Declining Price Anomaly," Journal of Economic Theory, Elsevier, vol. 60(1), pages 191-212, June. [Downloadable!] (restricted)
  13. Gandal, Neil, 1997. "Sequential Auctions of Interdependent Objects: Israeli Cable Television Licenses," Journal of Industrial Economics, Blackwell Publishing, vol. 45(3), pages 227-44, September. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Gerard Marty & Raphaele Preget, 2007. "A Socio-economic Analysis of French Public Timber Sales," Working Papers - Cahiers du LEF 2007-03, Laboratoire d'Economie Forestiere, AgroParisTech-INRA. [Downloadable!]
  2. Indranil Chakraborty, 2004. "Multi-Unit Auctions with Synergy," Economics Bulletin, Economics Bulletin, vol. 4(8), pages 1-14. [Downloadable!]
  3. Veronika Grimm, 2004. "On Procurement Auctions Of Complementary Goods," Working Papers. Serie AD 2004-02, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  4. Veronika Grimm, 2006. "Sequential versus Bundle Auctions for Recurring Procurement," Working Paper Series in Economics 27, University of Cologne, Department of Economics. [Downloadable!]
  5. Grigorieva, Elena & Herings, P. Jean-Jacques & Müller, Rudolf & Vermeulen, Dries, 2006. "Inefficiency of equilibria in query auctions with continuous valuations," Research Memoranda 017, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
  6. Stuart Kells, 2003. "Explaining The Breadth Of Expert Estimate Ranges In Auctions Of Rare Books," Department of Economics - Working Papers Series 873, The University of Melbourne. [Downloadable!]
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