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Last minute bidding equilibrium in second price internet auctions

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Author Info
Nicola Dimitri ()
Abstract

In recent years internet auctions have attracted much attention. This paper discusses a possible explanation for empirical evidence, notably in fixed-end auctions such as eBay, showing a low number of offers early in the auction, with most of the bids concentrated towards the end of the auction. This “last minute bidding” (sniping) phenomenon was first investigated by Roth and Ockenfels (2002). Unlike standard auctions where each offer is processed by the auctioneer, due to system traffic and connection time in eBay close-end auctions very late bids may get lost and left unprocessed by the auction site. Based on this observation, in a simple two-player game theoretic model with private values, we analyze how the possibility that a bid might not be accepted by the system could affect bidders’ strategic decision to offer late. We find that late bidding, with no offer early in the auction, could be a Nash Equilibrium if players’ values for the object on sale are not too different, with the difference depending upon the relevant probabilities for last minute bids to be successfully placed.

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Paper provided by Department of Economic Policy, Finance and Development (DEPFID), University of Siena in its series Department of Economic Policy, Finance and Development (DEPFID) University of Siena with number 001.

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Date of creation: Dec 2007
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Handle: RePEc:usi:depfid:001

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Related research
Keywords: eBay auctions last minute bidding congestion.

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Find related papers by JEL classification:
C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
D44 - Microeconomics - - Market Structure and Pricing - - - Auctions

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  1. Dan Ariely & Axel Ockenfels & Alvin E. Roth, 2005. "An Experimental Analysis of Ending Rules in Internet Auctions," RAND Journal of Economics, The RAND Corporation, vol. 36(4), pages 890-907, Winter.
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  2. Alvin E. Roth & Axel Ockenfels, 2002. "Last-Minute Bidding and the Rules for Ending Second-Price Auctions: Evidence from eBay and Amazon Auctions on the Internet," American Economic Review, American Economic Association, vol. 92(4), pages 1093-1103, September. [Downloadable!] (restricted)
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  3. Patrick Bajari & Ali Hortacsu, 2004. "Economic Insights from Internet Auctions," Journal of Economic Literature, American Economic Association, vol. 42(2), pages 457-486, June. [Downloadable!] (restricted)
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