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Equilibrium Selection with Risk Dominance in a Multiple-unit Unit Price Auction

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Author Info
Boom, Anette (Department of Economics, Copenhagen Business School)

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Abstract

This paper uses an adapted version of the linear tracing procedure, suggested by Harsanyi and Selten (1988), in order to discriminate between two types of multiple Nash equilibria. Equilibria of the same type are pay-off equivalent in the analysed multiple-unit unit price auction where two sellers compete in order to serve a fixed demand. The equilibria where the firm with the larger capacity bids the maximum price, serves the residual demand and is undercut by the low capacity firm that sells its total capacity risk dominate the equilibria where the roles are interchanged.

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File URL: http://openarchive.cbs.dk/cbsweb/handle/10398/7664
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Publisher Info
Paper provided by Copenhagen Business School, Department of Economics in its series Working Papers with number 02-2008.

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Length: 12 pages
Date of creation: 01 Jan 2008
Date of revision:
Handle: RePEc:hhs:cbsnow:2008_002

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Postal: Department of Economics, Copenhagen Business School, Solbjerg Plads 3 C, 5. sal, DK-2000 Frederiksberg, Denmark
Phone: 38 15 25 75
Fax: 38 15 26 65
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Web page: http://www.cbs.dk/departments/econ/
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Related research
Keywords: na;

Find related papers by JEL classification:
G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)

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