Narrow search
Showing 1 - 10 of 30,107
Cover Image
Call Auction Markets with Risk-Averse Specialists
Vitale, Paolo - 2013
the transaction price according to semi-strong form efficiency. We see that Kyle's call auction market is no longer a …
Persistent link: https://www.econbiz.de/10013075204
Cover Image
Risk-averse insider trading in multi-asset sequential auction markets
Vitale, Paolo - In: Economics letters 117 (2012) 3, pp. 673-675
Persistent link: https://www.econbiz.de/10009679773
Cover Image
Insider trading in sequential auction markets with risk-aversion and time-discounting
Vitale, Paolo - In: The European journal of finance 23 (2017) 13/15, pp. 1267-1279
Persistent link: https://www.econbiz.de/10012014380
Cover Image
The unique-lowest sealed-bid auction
Houba, Harold; Laan, Dinard van der; Veldhuizen, Dirk - 2008
-bidders' auction is similar to the Hawk-Dove game, which motivates to study symmetric NEs: Properties and comparative statics are …
Persistent link: https://www.econbiz.de/10011374396
Cover Image
Bidding for conservation contracts
Di Corato, Luca; Dosi, Cesare; Moretto, Michele - 2014
Contracts providing payments for not developing natural areas, or for removing cropland from production, generally require long-term commitments. Landowners, however, can decide to prematurely terminate the contract when the opportunity cost of complying with conservation requirements increases....
Persistent link: https://www.econbiz.de/10010380650
Cover Image
Cost Uncertainty and Time Overruns in Public Procurement : A Scoring Auction for a Contract with Delay Penalties
Dosi, Cesare - 2017
Drawing on the real-options theory we analyse bidding behaviour in a sealed-bid-first-score procurement auction where …
Persistent link: https://www.econbiz.de/10012963948
Cover Image
Bidding in First Price Sealed Bid Auctions : A Computational Approach
Fagandini, Paulo - 2019
Computational methods are used to analyze bidding in first price sealed bid auctions for abroad range of realistic scenarios. Bidders valuations may have both common value and firm-specific components, and the accuracy of their estimates of the common value component may differ. In addition, we...
Persistent link: https://www.econbiz.de/10012897697
Cover Image
Postponing Auctioning Versus Cancellation of Allowances in the EU ETS
Mauer, Eva-Maria; Okullo, Samuel J; Pahle, Michael - 2021
Policy makers reformed the European Union (EU) Emission Trading System (ETS) to address low prices and price volatility. They reduced the cap and strengthened the Market Stability Reserve (MSR). The effectiveness of these reforms hinges on path dependency of emission and abatement technology....
Persistent link: https://www.econbiz.de/10013242709
Cover Image
Cost uncertainty and time overruns in public procurement : a scoring auction for a contract with delay penalties
Dosi, Cesare; Moretto, Michele - 2017
Drawing on the real-options theory we analyse bidding behaviour in a sealed-bid-first-score procurement auction where …
Persistent link: https://www.econbiz.de/10011599251
Cover Image
Auctioning the Digital Dividend : A Model for Spectrum Auctions
Daglish, Toby C.; Saglam, Yigit; Ho, Phuong - 2022
We model a spectrum auction where firms purchase units to participate in a constrained, multi-product, downstream … market. We use dynamic programming techniques to numerically solve for the optimal bidding strategy in a clock auction. Firms … cost firms may hold up the market, so the auction may be inefficient and generate zero revenue. An auction may be optimal …
Persistent link: https://www.econbiz.de/10014239518