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Incentive Efficiency of Double Auctions
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Cited by:
- Matros, Alexander & Zapechelnyuk, Andriy, 2011.
"Optimal mechanisms for an auction mediator,"
International Journal of Industrial Organization, Elsevier, vol. 29(4), pages 426-431, July.
- Alexander Matros & Andriy Zapechelnyuk, 2006. "Optimal Mechanisms for an Auction Mediator," Levine's Bibliography 321307000000000113, UCLA Department of Economics.
- Alexander Matros & Andriy Zapechelnyuk, 2010. "Optimal Mechanisms for an Auction Mediator," Working Papers 670, Queen Mary University of London, School of Economics and Finance.
- Alexander Matros & Andriy Zapechelnyuk, 2006. "Optimal Mechanisms for an Auction Mediator," Discussion Paper Series dp424, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
- Cramton, Peter & Gibbons, Robert & Klemperer, Paul, 1987.
"Dissolving a Partnership Efficiently,"
Econometrica, Econometric Society, vol. 55(3), pages 615-632, May.
- Peter Cramton & Robert Gibbons & Paul Klemperer, 1985. "Dissolving a Partnership Efficiently," Working papers 406, Massachusetts Institute of Technology (MIT), Department of Economics.
- Peter Cramton & Robert Gibbons & Paul Klemperer, 1987. "Dissolving a Partnership Efficiently," Papers of Peter Cramton 87econ, University of Maryland, Department of Economics - Peter Cramton, revised 09 Jun 1998.
- Scott Fay & Robert Zeithammer, 2017. "Bidding for Bidders? How the Format for Soliciting Supplier Participation in NYOP Auctions Impacts Channel Profit," Management Science, INFORMS, vol. 63(12), pages 4324-4344, December.
- Serkan Kucuksenel, 2012. "Interim efficient auctions with interdependent valuations," Journal of Economics, Springer, vol. 106(1), pages 83-93, May.
- Peters, Michael & Severinov, Sergei, 1997.
"Competition among Sellers Who Offer Auctions Instead of Prices,"
Journal of Economic Theory, Elsevier, vol. 75(1), pages 141-179, July.
- Michael Peters & Sergei Severinov, 1995. "Competition Among Sellers who offer Auctions Instead of Prices," Working Papers peters-95-02, University of Toronto, Department of Economics.
- Colin Camerer, 2010. "Do biases in probability judgement matter in markets: experimental evidence," Levine's Working Paper Archive 268, David K. Levine.
- Chakraborty, Archishman & Pagano, Michael S. & Schwartz, Robert A., 2012. "Order revelation at market openings," Journal of Financial Markets, Elsevier, vol. 15(2), pages 127-150.
- Hitoshi Matsushima, 2005.
"On Detail‐Free Mechanism Design And Rationality,"
The Japanese Economic Review, Japanese Economic Association, vol. 56(1), pages 41-54, March.
- Hitoshi Matsushima, 2004. "On Detail-Free Mechanism Design and Rationality," CARF F-Series CARF-F-010, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Hitoshi Matsushima, 2004. "On Detail-Free Mechanism Design and Rationality," CIRJE F-Series CIRJE-F-287, CIRJE, Faculty of Economics, University of Tokyo.
- Alexander Matros & Andriy Zapechelnyuk, 2008.
"Optimal fees in internet auctions,"
Review of Economic Design, Springer;Society for Economic Design, vol. 12(3), pages 155-163, September.
- Alexander Matros & Andriy Zapechelnyuk, 2008. "Optimal Fees in Internet Auctions," Discussion Papers 3, Kyiv School of Economics.
- Fudenberg, Drew & Mobius, Markus & Szeidl, Adam, 2007.
"Existence of equilibrium in large double auctions,"
Journal of Economic Theory, Elsevier, vol. 133(1), pages 550-567, March.
- Drew Fudenberg & Markus M. Mobius & Adam Szeidl, 2004. "Existence of Equilibrium in Large Double Auctions," Harvard Institute of Economic Research Working Papers 2033, Harvard - Institute of Economic Research.
- Fudenberg, Drew & Mobius, Markus & Szeidl, Adam, 2010. "Existence of Equilibrium in Large Double Auctions," Staff General Research Papers Archive 32111, Iowa State University, Department of Economics.
- Fudenberg, Drew & Mobius, Markus & Szeidl, Adam, 2007. "Existence of Equilibrium in Large Double Auctions," Scholarly Articles 3043420, Harvard University Department of Economics.
- Galit Ashkenazi-Golan & Yevgeny Tsodikovich & Yannick Viossat, 2023.
"I want to tell you? Maximizing revenue in first-price two-stage auctions,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 76(4), pages 1329-1362, November.
- Galit Ashkenazi-Golan & Yevgeny Tsodikovich & Yannick Viossat, 2020. "I Want to Tell You? Maximizing Revenue in First-Price Two-Stage Auctions," AMSE Working Papers 2044, Aix-Marseille School of Economics, France.
- Galit Ashkenazi-Golan & Yevgeny Tsodikovich & Yannick Viossat, 2023. "I want to tell you? Maximizing revenue in first-price two-stage auctions," Post-Print hal-04099021, HAL.
- Galit Ashkenazi-Golan & Yevgeny Tsodikovich & Yannick Viossat, 2021. "I Want to Tell You? Maximizing Revenue in First-Price Two-Stage Auctions," Papers 2104.09942, arXiv.org.
- Galit Ashkenazi-Golan & Yevgeny Tsodikovich & Yannick Viossat, 2020. "I Want to Tell You? Maximizing Revenue in First-Price Two-Stage Auctions," Working Papers halshs-03078811, HAL.
- Hu Lu & Jacques Robert, 2000. "Optimal Trading Mechanisms with Ex Ante Unidentified Traders," Econometric Society World Congress 2000 Contributed Papers 1612, Econometric Society.
- Sayee Srinivasan, 2002. "Trading Portfolios Electronically – An Experimental Approach," Netnomics, Springer, vol. 4(1), pages 39-71, March.
- Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2010.
"The relative contributions of private information sharing and public information releases to information aggregation,"
Journal of Economic Theory, Elsevier, vol. 145(4), pages 1574-1601, July.
- Darrell DUFFIE & Semyon MALAMUD & Gustavo MANSO, 2009. "The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation," Swiss Finance Institute Research Paper Series 09-33, Swiss Finance Institute.
- Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2009. "The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation," Research Papers 2023, Stanford University, Graduate School of Business.
- Takuro Yamashita & Shuguang Zhu, 2022.
"On the Foundations of Ex Post Incentive-Compatible Mechanisms,"
American Economic Journal: Microeconomics, American Economic Association, vol. 14(4), pages 494-514, November.
- Yamashita, Takuro & Zhu, Shuguang, 2018. "On the Foundations of Ex Post Incentive Compatible Mechanisms," TSE Working Papers 18-938, Toulouse School of Economics (TSE), revised Jan 2021.
- Takuro Yamashita & Shuguang Zhu, 2022. "On the foundations of ex post incentive compatible mechanisms," Post-Print hal-03863573, HAL.
- Neeman, Zvika, 2003. "The effectiveness of English auctions," Games and Economic Behavior, Elsevier, vol. 43(2), pages 214-238, May.
- Amnon Rapoport & Terry Daniel & Darryl Seale, 1998. "Reinforcement-Based Adaptive Learning in Asymmetric Two-Person Bargaining with Incomplete Information," Experimental Economics, Springer;Economic Science Association, vol. 1(3), pages 221-253, December.
- Matthews, Steven A. & Postlewaite, Andrew, 1989.
"Pre-play communication in two-person sealed-bid double auctions,"
Journal of Economic Theory, Elsevier, vol. 48(1), pages 238-263, June.
- Steven A. Matthews & Andrew Postlewaite, 1987. "Pre-Play Communication in Two-Person Sealed-Bid Double Auctions," Discussion Papers 744R, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Rustichini, Aldo & Satterthwaite, Mark A & Williams, Steven R, 1994.
"Convergence to Efficiency in a Simple Market with Incomplete Information,"
Econometrica, Econometric Society, vol. 62(5), pages 1041-1063, September.
- Aldo Rustichini, 1992. "Convergence to Efficiency in a Simple Market with Incomplete Information," Discussion Papers 995, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Yoon, Kiho, 2001. "The Modified Vickrey Double Auction," Journal of Economic Theory, Elsevier, vol. 101(2), pages 572-584, December.
- Nielsen, Kurt, 2005. "Auctioning Payment Entitlements," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24566, European Association of Agricultural Economists.
- Schellhorn, Henry, 2009. "A double-sided multiunit combinatorial auction for substitutes: Theory and algorithms," European Journal of Operational Research, Elsevier, vol. 197(2), pages 799-808, September.
- Enache, Andreea & Florens, Jean-Pierre, 2020. "Quantile Analysis of "Hazard-Rate" Game Models," TSE Working Papers 20-1117, Toulouse School of Economics (TSE).
- Peter J. Hammond, 2017.
"Designing a strategyproof spot market mechanism with many traders: twenty-two steps to Walrasian equilibrium,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(1), pages 1-50, January.
- Hammond, Peter J., 2016. "Designing a Strategy-Proof Spot Market Mechanism with Many Traders : Twenty-Two Steps to Walrasian Equilibrium," The Warwick Economics Research Paper Series (TWERPS) 1108, University of Warwick, Department of Economics.
- Hammond, Peter J., 2016. "Designing a Strategy-Proof Spot Market Mechanism with Many Traders : Twenty-Two Steps to Walrasian Equilibrium," CRETA Online Discussion Paper Series 16, Centre for Research in Economic Theory and its Applications CRETA.
- Hammond, Peter, 2016. "Designing a Strategy-Proof Spot Market Mechanism with Many Traders: Twenty-Two Steps to Walrasian Equilibrium," Economic Research Papers 269717, University of Warwick - Department of Economics.
- Bichler, Martin & Kohring, Nils & Oberlechner, Matthias & Pieroth, Fabian R., 2023. "Learning equilibrium in bilateral bargaining games," European Journal of Operational Research, Elsevier, vol. 311(2), pages 660-678.
- Zacharias, Eleftherios & Williams, Steven R., 2001. "Ex Post Efficiency in the Buyer's Bid Double Auction When Demand Can Be Arbitrarily Larger Than Supply," Journal of Economic Theory, Elsevier, vol. 97(1), pages 175-190, March.
- Xavier Vives, 2011.
"A Large-Market Rational Expectations Equilibrium Model,"
CESifo Working Paper Series
3485, CESifo.
- Vives, Xavier, 2011. "A large-market rational expectations equilibrium model," IESE Research Papers D/924, IESE Business School.
- Vives, Xavier, 2011. "A Large-Market Rational Expectations Equilibrium Model," CEPR Discussion Papers 8426, C.E.P.R. Discussion Papers.
- Alexander Matros, 2006. "Optimal Mechanisms for an Auction Mediator," Working Paper 202, Department of Economics, University of Pittsburgh, revised Jan 2006.
- Jin Yeub Kim, 2022. "Neutral public good mechanisms," PLOS ONE, Public Library of Science, vol. 17(4), pages 1-16, April.
- Grüner, Hans Peter & Engelmann, Dirk, 2013.
"Tailored Bayesian Mechanisms: Experimental Evidence from Two-Stage Voting Games,"
CEPR Discussion Papers
9544, C.E.P.R. Discussion Papers.
- Dirk Engelmann & Hans Peter Grüner, 2017. "Tailored Bayesian Mechanisms: Experimental Evidence from Two-Stage Voting Games," CESifo Working Paper Series 6405, CESifo.
- Engelmann, Dirk & Grüner, Hans Peter, 2014. "Tailored Bayesian Mechanisms: Experimental Evidence from Two-Stage Voting Games," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100600, Verein für Socialpolitik / German Economic Association.
- Enache, Andreea & Florens, Jean-Pierre, 2024. "Quantile analysis of “hazard-rate” game models," Journal of Econometrics, Elsevier, vol. 238(2).
- Kiho Yoon, 2021. "Robust double auction mechanisms," Papers 2102.00669, arXiv.org, revised May 2022.
- Morone, Andrea & Nuzzo, Simone, 2015.
"Market Efficiency, Trading Institutions and Information Mirages: evidence from an experimental asset market,"
MPRA Paper
67448, University Library of Munich, Germany.
- Andrea Morone & Simone Nuzzo, 2016. "Market efficiency, trading institutions and information mirages: Evidence from an experimental asset market," Working Papers 2016/12, Economics Department, Universitat Jaume I, Castellón (Spain).
- Andrea Morone & Simone Nuzzo, 2016. "Market Efficiency, Trading Institutions and Information Mirages: Evidence from an Experimental Asset Market," EERI Research Paper Series EERI RP 2016/17, Economics and Econometrics Research Institute (EERI), Brussels.
- Xuanming Su, 2010. "Optimal Pricing with Speculators and Strategic Consumers," Management Science, INFORMS, vol. 56(1), pages 25-40, January.
- Saul Lach & Zvika Neeman & Mark Schankerman, 2021.
"Government Financing of R&D: A Mechanism Design Approach,"
American Economic Journal: Microeconomics, American Economic Association, vol. 13(3), pages 238-272, August.
- Schankerman, Mark & Lach, Saul & Neeman, Zvika, 2017. "Government Financing of R&D: A Mechanism Design Approach," CEPR Discussion Papers 12199, C.E.P.R. Discussion Papers.
- Lach, Saul & Neeman, Zvika & Schankerman, Mark, 2021. "Government financing of R&D: a mechanism design approach," LSE Research Online Documents on Economics 105873, London School of Economics and Political Science, LSE Library.
- Saul Lach & Zvika Neeman & Mark Schankerman, 2020. "Government financing of R&D: A mechanism design approach," STICERD - Economics of Industry Papers 55, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Henry Schellhorn, 2004. "A Double-Sided Multiunit Combinatorial Auction for Substitutes: Theory and Algorithms," FAME Research Paper Series rp123, International Center for Financial Asset Management and Engineering.
- Ohad Kadan, 2004. "Equilibrium in the Two Player, k-Double Auction with Affiliate Private Values," Working Papers 2004.12, Fondazione Eni Enrico Mattei.
- Giuseppe Lopomo & Leslie M. Marx & David McAdams & Brian Murray, 2011. "Carbon Allowance Auction Design: An Assessment of Options for the United States," Review of Environmental Economics and Policy, Association of Environmental and Resource Economists, vol. 5(1), pages 25-43, Winter.
- Hu Lu & Jacques Robert, 1997. "Optimal Trading Mechanisms with Ex Ante Unidentified Traders," CIRANO Working Papers 97s-29, CIRANO.
- Xiaojing Xu & Jinpeng Ma & Xiaoping Xie, 2017. "Convergence of Markovian price processes in a financial market transaction model," Operational Research, Springer, vol. 17(1), pages 239-273, April.
- David McAdams & Giuseppe Lopomo & Leslie Marx & Brian Murray, "undated". "Carbon Allowance Auction Design: An Assessment of Options for the U.S," Working Papers 10-64, Duke University, Department of Economics.
- Giuseppe Attanasi & Samuele Centorrino & Elena Manzoni, 2020.
"Zero-Intelligence vs. Human Agents: An Experimental Analysis of the Efficiency of Double Auctions and Over-the-Counter Markets of Varying Sizes,"
Working Papers
05/2020, University of Verona, Department of Economics.
- Giuseppe Attanasi & Samuele Centorrino & Elena Manzoni, 2020. "Zero-Intelligence vs. Human Agents: An Experimental Analysis of the Efficiency of Double Auctions and Over-the-Counter Markets of Varying Sizes," Department of Economics Working Papers 20-04, Stony Brook University, Department of Economics.
- Giuseppe Attanasi & Samuele Centorrino & Elena Manzoni, 2020. "Zero-Intelligence vs. Human Agents: An Experimental Analysis of the Efficiency of Double Auctions and Over-the-Counter Markets of Varying Sizes," GREDEG Working Papers 2020-10, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Michael Peters, 1995. "A Competitive Distribution of Auctions," Working Papers peters-95-03, University of Toronto, Department of Economics.
- Epstein, Larry G. & Peters, Michael, 1999.
"A Revelation Principle for Competing Mechanisms,"
Journal of Economic Theory, Elsevier, vol. 88(1), pages 119-160, September.
- Larry Epstein & Michael Peters, 1996. "A Revelation Principle For Competing Mechanisms," Working Papers peters-96-02, University of Toronto, Department of Economics.
- Schottmüller, Christoph, 2023. "Optimal information structures in bilateral trade," Theoretical Economics, Econometric Society, vol. 18(1), January.
- Jinpeng Ma & Qiongling Li, 2016. "Convergence of price processes under two dynamic double auctions," The Journal of Mechanism and Institution Design, Society for the Promotion of Mechanism and Institution Design, University of York, vol. 1(1), pages 1-44, December.
- Ledyard, John O. & Palfrey, Thomas R., 2007.
"A general characterization of interim efficient mechanisms for independent linear environments,"
Journal of Economic Theory, Elsevier, vol. 133(1), pages 441-466, March.
- Ledyard, John & Palfrey, Thomas, 2003. "A general characterization of interim efficient mechanisms for independent linear environments," Working Papers 1186, California Institute of Technology, Division of the Humanities and Social Sciences.
- Mark A. Satterthwaite & Steven R. Williams, 1991. "The Double Auction Market: Institutions," Discussion Papers 971, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Peters, Michael & Severinov, Sergei, 2006.
"Internet auctions with many traders,"
Journal of Economic Theory, Elsevier, vol. 130(1), pages 220-245, September.
- Michael Peters & Sergei Severinov, 2001. "Internet Auctions with Many Traders," Working Papers peters-01-01, University of Toronto, Department of Economics.
- Peters,M. & Severinov,S., 2001. "Internet auctions with many traders," Working papers 11, Wisconsin Madison - Social Systems.
- Peters, Michael & Severinov, Sergei, 2005. "Internet Auctions with Many Traders," Microeconomics.ca working papers peters-05-03-30-03-06-03, Vancouver School of Economics, revised 23 Jan 2006.
- Bradford, Richard M., 1996. "Pricing, routing, and incentive compatibility in multiserver queues," European Journal of Operational Research, Elsevier, vol. 89(2), pages 226-236, March.
- Mark A. Satterthwaite & Steven R. Williams, 1987. "Bilateral Trade With The Sealed Bid K-Double Action: Existence And Efficiency," Discussion Papers 723R, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Roger B. Myerson, 1988. "Mechanism Design," Discussion Papers 796, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Kadan, Ohad, 2006. "So who gains from a small tick size?," Journal of Financial Intermediation, Elsevier, vol. 15(1), pages 32-66, January.
- Kadan, Ohad, 2007. "Equilibrium in the two-player, k-double auction with affiliated private values," Journal of Economic Theory, Elsevier, vol. 135(1), pages 495-513, July.
- Bård Harstad, 2007. "Harmonization and Side Payments in Political Cooperation," American Economic Review, American Economic Association, vol. 97(3), pages 871-889, June.
- Baliga Sandeep & Vohra Rakesh, 2003.
"Market Research and Market Design,"
The B.E. Journal of Theoretical Economics, De Gruyter, vol. 3(1), pages 1-27, August.
- Sandeep Baliga & Rakesh Vohra, 2010. "Market Research and Market Design," Levine's Working Paper Archive 506439000000000336, David K. Levine.
- Ashkenazi-Golan, Galit & Tsodikovich, Yevgeny & Viossat, Yannick, 2023. "I want to tell you? Maximizing revenue in first-price two-stage auctions," LSE Research Online Documents on Economics 118706, London School of Economics and Political Science, LSE Library.
- Pérez-Nievas, Mikel, 2000. "Interim efficient allocation mechanisms," UC3M Working papers. Economics 7220, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Thomas A. Gresik & Mark A. Satterthwaite, 1985.
"The Rate At Which a Simple Market Becomes Efficient as the Number of Traders Increases: An Asymptotic Result for Optimal Trading Mechanisms,"
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- Thomas A. Gresik & Mark A. Satterthwaite, 1985. "The Rate at Which a Simple Market Becomes Efficient as the Number of Traders Increases: An Asymptotic Result for Optimal Trading Mechanisms," Discussion Papers 641, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Yoon, Kiho, 2008. "The participatory Vickrey-Clarke-Groves mechanism," Journal of Mathematical Economics, Elsevier, vol. 44(3-4), pages 324-336, February.
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"The ex ante incentive compatible core of the assignment game,"
Mathematical Social Sciences, Elsevier, vol. 47(2), pages 135-151, March.
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- Minehart, Deborah & Neeman, Zvika, 2002. "Effective Siting of Waste Treatment Facilities," Journal of Environmental Economics and Management, Elsevier, vol. 43(2), pages 303-324, March.
- Satterthwaite, Mark A. & Williams, Steven R. & Zachariadis, Konstantinos E., 2022. "Price discovery using a double auction," Games and Economic Behavior, Elsevier, vol. 131(C), pages 57-83.
- Pavlo Prokopovych & Nicholas C. Yannelis, 2022. "On nondegenerate equilibria of double auctions with several buyers and a price floor," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 625-654, April.
- Committee, Nobel Prize, 2020. "Improvements to auction theory and inventions of new auction formats," Nobel Prize in Economics documents 2020-2, Nobel Prize Committee.
- Korpela, Ville & Lombardi, Michele, 2020. "Closure under interim utility equivalence implies two-agent Bayesian implementation," Games and Economic Behavior, Elsevier, vol. 121(C), pages 108-116.
- Joel I. Singer, 2002. "Double Auctions Across a Constrained Transmission Line," Operations Research, INFORMS, vol. 50(3), pages 449-461, June.
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- Lu, Hu & Robert, Jacques, 2001. "Optimal Trading Mechanisms with Ex Ante Unidentified Traders," Journal of Economic Theory, Elsevier, vol. 97(1), pages 50-80, March.
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