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Signal-Jamming in a Sequential Auction

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Author Info
Wei Ding () (Bonn Graduate School of Economics)
Elmar Wolfstetter () (Humboldt-University at Berlin)
Thomas D. Jeitschko () (Humboldt-University at Berlin)

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Abstract

In a recurring auction early bids may reveal bidders’ types, which in turn affects bidding in later auctions. Bidders take this into account and may bid in a way that conceals their private information until the last auction is played. The present paper analyzes the equilibrium of a sequence of first- price auctions assuming bidders have stable private values. We show that signal-jamming occurs and explore the dynamics of equilibrium prices.

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Publisher Info
Paper provided by SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich in its series Discussion Papers with number 261.

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Date of creation: Jul 2009
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Handle: RePEc:trf:wpaper:261

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Related research
Keywords: auctions; signaling; price competition;

Find related papers by JEL classification:
D44 - Microeconomics - - Market Structure and Pricing - - - Auctions
D02 - Microeconomics - - General - - - Institutions: Design, Formation, and Operations
D43 - Microeconomics - - Market Structure and Pricing - - - Oligopoly and Other Forms of Market Imperfection

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This page was last updated on 2009-10-23.


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