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Auctions with selective entry and risk averse bidders : theory and evidence

Li, Tong; Lu, Jingfeng; Zhao, Li - In: The Rand journal of economics 46 (2015) 3, pp. 524-545

Persistent link: https://www.econbiz.de/10011372720

Identification and estimation in first-price auctions with risk-averse bidders and selective entry

Gentry, Matthew; Li, Tong; Lu, Jingfeng - 2015

We study identification and estimation in first-price auctions with risk-averse bidders and selective entry, building on a flexible entry and bidding framework we call the Affiliated Signal with Risk Aversion (AS-RA) model. This framework extends the AS model of Gentry and Li (2014) to...

Persistent link: https://www.econbiz.de/10010500672

Identification and inference in first-price auctions with risk averse bidders and selective entry

Chen, Xiaohong; Gentry, Matthew; Li, Tong; Lu, Jingfeng - 2020

Persistent link: https://www.econbiz.de/10012322359

Existence of monotone equilibrium in first price auctions with private risk aversion and private initial wealth

Gentry, Matthew; Li, Tong; Lu, Jingfeng - In: Games and economic behavior 94 (2015), pp. 214-221

Persistent link: https://www.econbiz.de/10011574893

Multi-prize contests with risk-averse players

Fu, Qiang; Wang, Xiruo; Wu, Zenan - In: Games and economic behavior 129 (2021), pp. 513-535

Persistent link: https://www.econbiz.de/10012819897

On equilibrium existence in generalized multi-prize nested lottery contests

Fu, Qiang; Wu, Zenan; Zhu, Yuxuan - In: Journal of economic theory 200 (2022), pp. 1-32

Persistent link: https://www.econbiz.de/10013192536

Estimating risk aversion from ascending and sealed-bid auctions : the case of timber auction data

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Persistent link: https://www.econbiz.de/10003790492

Identification and Inference in First-Price Auctions with Risk Averse Bidders and Selective Entry

Chen, Xiaohong - 2020

We study identification and inference in first-price auctions with risk averse bidders and selective entry, building on a flexible entry and bidding framework we call the Affiliated Signal with Risk Aversion (AS-RA) model. Assuming that the econometrician observes either exogenous variation in...

Persistent link: https://www.econbiz.de/10012824644

Identification and Inference in First-Price Auctions with Risk-Averse Bidders and Selective Entry

Gentry, Matthew L. - 2020

Persistent link: https://www.econbiz.de/10012856276

Multi-prize contests with expectation-based loss-averse players

Fu, Qiang; Wang, Xiruo; Zhu, Yuxuan - In: Economics letters 205 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10013202033