Similar Search Results

Demand functions in Polish treasury auctions

Krawczyk, Michał - In: Bank i kredyt 40 (2009) 4, pp. 31-49

Persistent link: https://www.econbiz.de/10003886338

Benford's Law and psychological barriers in certain eBay auctions

Lu, Ocean Fan; Giles, David E. A. - In: Applied economics letters 17 (2010) 10/12, pp. 1005-1008

Persistent link: https://www.econbiz.de/10008698405

Generalised gamma bidding model

Skitmore, M. - In: Journal of the Operational Research Society : OR 65 (2014) 1, pp. 97-107

Persistent link: https://www.econbiz.de/10010251720

Heavy tailed distributions in closing auctions

Derksen, Mike; Kleijn, Bas; De Vilder, Robin - 2021

We study the tails of closing auction return distributions for a sample of liquidEuropean stocks. We use the stochastic … call auction model of Derksen et al. (2020a),to derive a relation between tail exponents of limit order placement … distributions andtail exponents of the resulting closing auction return distribution and we verify thisrelation empirically. Counter …

Persistent link: https://www.econbiz.de/10013242302

Nonparametric Estimation of First Price Auctions Via Density Quantile Function

Zhang, Yu Yvette - 2022

We propose a nonparametric estimator of bidders' value function based on a kernel estimator of the density quantile function of bids in first price auctions. This estimator provides certain advantage over the conventional approach that relies on the distribution/density ratio of the bids. We use...

Persistent link: https://www.econbiz.de/10013298212