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Computing price trends in sequential auctions

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Author Info
Olivier CHANEL (GREQAM-IDEP, Centre Nationale de la Recherche Scientifique)
StŽphanie VINCENT (Danish Transport Research Institute)

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Abstract

This paper compares various methods used for measuring price trends in sequential auctions and draws on index number theory. Data from wine auctions are used to show that different methods applied to the same data may lead to significantly diffŽrent conclusions. Moreover the same method can even lead to opposite results depending on the way pairs are selected within the set of similar objects sold sequentially. Finally, the number of identical objects being sold also influences the price trend.

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Publisher Info
Paper provided by Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) in its series Discussion Papers (REL - Recherches Economiques de Louvain) with number 2004043.

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Length: 18
Date of creation: 01 Dec 2004
Date of revision:
Handle: RePEc:ctl:louvre:2004043

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Related research
Keywords: Sequential auctions; Price aggregation; Price indices;

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Find related papers by JEL classification:
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods
C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
D44 - Microeconomics - - Market Structure and Pricing - - - Auctions

References listed on IDEAS
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  1. Diewert, W Erwin, 1998. "Index Number Issues in the Consumer Price Index," Journal of Economic Perspectives, American Economic Association, vol. 12(1), pages 47-58, Winter. [Downloadable!] (restricted)
  2. McAfee R. Preston & Vincent Daniel, 1993. "The Declining Price Anomaly," Journal of Economic Theory, Elsevier, vol. 60(1), pages 191-212, June. [Downloadable!] (restricted)
  3. 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)
  4. Alan Beggs & Kathryn Graddy, 1997. "Declining Values and the Afternoon Effect: Evidence from Art Auctions," RAND Journal of Economics, The RAND Corporation, vol. 28(3), pages 544-565, Autumn. [Downloadable!] (restricted)
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  5. Victor A. Ginsburgh, 1998. "Absentee Bidders and the Declining Price Anomaly in Wine Auctions," Journal of Political Economy, University of Chicago Press, vol. 106(6), pages 1302-1331, December. [Downloadable!] (restricted)
  6. Gerard J. van den Berg & Jan C. van Ours & Menno P. Pradhan, 2001. "The Declining Price Anomaly in Dutch Dutch Rose Auctions," American Economic Review, American Economic Association, vol. 91(4), pages 1055-1062, September. [Downloadable!] (restricted)
  7. Lusht, Kenneth M, 1994. "Order and Price in a Sequential Auction," The Journal of Real Estate Finance and Economics, Springer, vol. 8(3), pages 259-66, May.
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This page was last updated on 2009-12-6.


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