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Option Values in Sequential Markets

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Author Info
von der Fehr, N.-H. M.
Riis, C.

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Abstract

We consider competitive behaviour in sequential markets when current success or failure may affect the probability of future market opportunities. The analysis is conducted in a set up which may be interpreted as two private-value, sealed-bid, second-price sequential auctions. We demonstrate that whether agents price higher or lower than in the corresponding static context depends on the relative magnitudes of the 'winner's option value' and the 'loser's option value' of participating in the later market.

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Publisher Info
Paper provided by Oslo University, Department of Economics in its series Memorandum with number 07/1998.

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Length: 28 pages
Date of creation: 1998
Date of revision:
Handle: RePEc:hhs:osloec:1998_007

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Postal: Department of Economics, University of Oslo, P.O Box 1095 Blindern, N-0317 Oslo, Norway
Phone: 22 85 51 27
Fax: 22 85 50 35
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Web page: http://www.oekonomi.uio.no/indexe.html
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Related research
Keywords: AUCTIONS;

Find related papers by JEL classification:
D43 - Microeconomics - - Market Structure and Pricing - - - Oligopoly and Other Forms of Market Imperfection
D44 - Microeconomics - - Market Structure and Pricing - - - Auctions
D92 - Microeconomics - - Intertemporal Choice and Growth - - - Intertemporal Firm Choice and Growth, Investment, or Financing

Cited by:
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  1. Sebastien Lecocq & Thierry Magnac & Marie-Claude Pichery & Michael Visser, 2004. "The impact of information on wine auction prices: results of an experiment," Research Unit Working Papers 0401, Laboratoire d'Economie Appliquee, INRA. [Downloadable!]
    Other versions:
  2. Veronika Grimm, 2007. "Sequential versus Bundle Auctions for Recurring Procurement," Journal of Economics, Springer, vol. 90(1), pages 1-27, January. [Downloadable!] (restricted)
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This page was last updated on 2009-11-26.


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