Stock auction bidding behavior and information asymmetries: An empirical analysis using the discriminatory auction model framework
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- Milgrom, Paul R & Weber, Robert J, 1982.
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- Spindt, Paul A. & Stolz, Richard W., 1989. "The expected stop-out price in a discriminating auction," Economics Letters, Elsevier, vol. 31(2), pages 133-137, December.
- Yu-Jane Liu & K. C. John Wei & Gwohorng Liaw, 2001. "On the Demand Elasticity of Initial Public Offerings: An Analysis of Discriminatory Auctions," International Review of Finance, International Review of Finance Ltd., vol. 2(3), pages 151-178.
- Pettway, Richard H. & Kaneko, Takashi, 1996. "The effects of removing price limits and introducing auctions upon short-term IPO returns: The case of Japanese IPOs," Pacific-Basin Finance Journal, Elsevier, vol. 4(2-3), pages 241-258, July.
- Bagwell, Laurie Simon, 1991. "Shareholder Heterogeneity: Evidence and Implications," American Economic Review, American Economic Association, vol. 81(2), pages 218-21, May.
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- Simon, David P., 1994. "Markups, quantity risk, and bidding strategies at treasury coupon auctions," Journal of Financial Economics, Elsevier, vol. 35(1), pages 43-62, February.
- Bagwell, Laurie Simon, 1992. " Dutch Auction Repurchases: An Analysis of Shareholder Heterogeneity," Journal of Finance, American Finance Association, vol. 47(1), pages 71-105, March.
- Kandel, Shmuel & Sarig, Oded & Wohl, Avi, 1999. "The Demand for Stocks: An Analysis of IPO Auctions," Review of Financial Studies, Society for Financial Studies, vol. 12(2), pages 227-47.
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