This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Auctions design with private costs of valuation discovery

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Lu, Jingfeng

Additional information is available for the following registered author(s):

Abstract

This paper extends the pre-bid R&D and auctions design literature to an independent private value setting where each bidder incurs a private-information valuation discovery cost upon entry. The seller commits to a mechanism before the bidders' entry decisions. The main findings are as follows. Firstly, a second-price auction with no entry fee and a reserve price equal to seller's valuation is ex ante efficient. Secondly, a second price auction with the same reserve price and appropriate ex ante entry fees is revenue-maximizing. Every bidder's ex ante entry fee equals the hazard rate of his entry cost distribution, evaluated at the desired entry-threshold for him. Thirdly, the revenue-maximizing entry differs from the ex ante efficient entry. Fourthly, even for the symmetric setting, the ex ante efficient/revenue-maximizing entry could be asymmetric. Lastly, for the symmetric setting, when the cumulative distribution function of the entry costs changes rather slowly with respect to its argument, the efficient entry must be symmetric across bidders and it is the unique entry equilibrium of the efficient auction. If the hazard rate of the entry cost distribution is additionally increasing, then the revenue-maximizing entry must also be symmetric and it is the unique entry equilibrium of the revenue-maximizing auction. These results mean that large dispersion in the entry costs restores the symmetry in the efficient/revenue-maximizing entry.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://mpra.ub.uni-muenchen.de/943/
File Format:
File Function:
Download Restriction: no

Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 943.

Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Length:
Date of creation: Oct 2006
Date of revision:
Handle: RePEc:pra:mprapa:943

Contact details of provider:
Postal: Schackstr. 4, D-80539 Munich, Germany
Phone: +49-(0)89-2180-2219
Fax: +49-(0)89-2180-3900
Web page: http://mpra.ub.uni-muenchen.de
More information through EDIRC

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

Related research
Keywords: Auctions Design Endogenous Participation Valuation Discovery Cost.

Find related papers by JEL classification:
D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information
D44 - Microeconomics - - Market Structure and Pricing - - - Auctions

This paper has been announced in the following NEP Reports:

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. French, Kenneth R & McCormick, Robert E, 1984. "Sealed Bids, Sunk Costs, and the Process of Competition," Journal of Business, University of Chicago Press, vol. 57(4), pages 417-41, October. [Downloadable!] (restricted)
  2. Tan, Guofu & Yilankaya, Okan, 2004. "Equilibria in Second Price Auctions with Participation Costs," Micro Theory Working Papers tan-04-01-24-10-08-06, Microeconomics.ca Website, revised 09 Jun 2006. [Downloadable!]
    Other versions:
  3. Green, Jerry & Laffont, Jean-Jacques, 1984. "Participation constraints in the vickrey auction," Economics Letters, Elsevier, vol. 16(1-2), pages 31-36. [Downloadable!] (restricted)
Full references

Statistics
Access and download statistics

Did you know? You can use convenient plug-ins to search directly IDEAS from your browser.

This page was last updated on 2008-11-18.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.