The asymptotics of price and strategy in the buyer’s bid double auction
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- Type
- article
- Published
- 2014-08-29
- Cited by
- 0
- References
- 36
- Access
- Open access
- OpenAlex
- https://openalex.org/W19935353
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:44900844
Keywords
Proxy bid, Vickrey auction, English auction, Unique bid auction, Revenue equivalence
References
- Finite Mixture Models
- Information and Learning in Markets: The Impact of Market Microstructure
- Convergence to Efficiency in a Simple Market with Incomplete Information
- The Esseen inequality for sums of a random number of differently distributed random variables
- Existence and Convergence of Equilibria in the Buyer's Bid Double Auction
- Efficient and Durable Decision Rules with Incomplete Information
- Informed Speculation with Imperfect Competition
- The Optimality of a Simple Market Mechanism
- Large auctions with risk-averse bidders
- Optimal Statistical Decisions
- Information, Trade, and Common Knowledge
- Ex ante incentive efficient trading mechanisms without the private valuation restriction
- PRICE FORMATION IN SINGLE CALL MARKETS
- Toward a Strategic Foundation for Rational Expectations Equilibrium
- Optimal Auction Design
- The Rate of Convergence to Efficiency in the Buyer's Bid Double Auction as the Market Becomes Large
- Distribution of quantiles in samples from a bivariate population
- The evolution of cooperation
- Efficient Mechanisms for Bilateral Trading
- Bargaining under Incomplete Information
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