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Auction design in the presence of collusion

Pavlov, Gregory - In: Theoretical economics : TE ; an open access journal in … 3 (2008) 3, pp. 383-429

We study a problem of optimal auction design in the realistic case in which the players can collude both on the way … they play in the auction and on their participation decisions. Despite the fact that the principal's opportunities for …

Persistent link: https://www.econbiz.de/10011700241

Consistent and robust delimitation of price zones under uncertainty with an application to Central Western Europe

Felling, Tim; Weber, Christoph - 2017

New and alternative delimitations of price zones for Central Western Europe (CWE) might constitute a mid-term solution to cope with the increasing congestion in the electricity transmission grids. The significantly growing infeed from renewable energy sources puts more and more pressure on the...

Persistent link: https://www.econbiz.de/10011761658

A Graph Based Ant Algorithm for the Winner Determination Problem in Combinatorial Auctions

Ray, Abhishek - 2018

the number of bundles increases, it takes exponentially longer to solve for the winners in the auction. In such situations …

Persistent link: https://www.econbiz.de/10012915046

Dynamic Lot-Sizing in Sequential Online Retail Auctions

Chen, Xi; Ghate, Archis; Tripathi, Arvind - 2017

incorporates a random number of participating bidders in each auction, allows for any bid distribution, and is not restricted to … the single-auction expected revenue function. We show that a monotone staircase with unit jumps policy is optimal and … order condition is met in common online auction mechanisms …

Persistent link: https://www.econbiz.de/10014194295

Finding Maxmin Allocations in Cooperative and Competitive Fair Division

Dall'Aglio, Marco - 2012

We consider upper and lower bounds for maxmin allocations of a completely divisible good in both competitive and cooperative strategic contexts. We then derive a subgradient algorithm to compute the exact value up to any fixed degree of precision

Persistent link: https://www.econbiz.de/10013112094

Two prices fix all? : on the robustness of a German bidding zone split

Zinke, Jonas - 2023

As redispatch costs and their associated distributional impacts continue to rise, the discussion on reconfiguring bidding zones in European power markets persists. However, determining an appropriate bidding zone configuration is a non-trivial task, as it must prove beneficial under varying...

Persistent link: https://www.econbiz.de/10014485600

Does inside trading affect managers' decision-making? : a theoretical investigation

Cao, Ning; Li, Shanmin; Li, Yong - In: Journal of mathematical finance 5 (2015) 4, pp. 348-359

Persistent link: https://www.econbiz.de/10011438594

Existence of linear equilibria in the Kyle model with multiple informed traders

Nöldeke, Georg; Tröger, Thomas - 2001

We consider Kyle's market order model of insider trading with multiple informed traders and show: if a linear equilibrium exists for two different numbers of informed traders, asset payoff and noise trading are independent and have finite second moments, then these random variables are normally...

Persistent link: https://www.econbiz.de/10011538847

Insider trading and gender

Eckbo, B. Espen; Ødegaard, Bernt Arne - 2019

Using holdings-based performance measures, we test whether Norway's doubling of its female director network (through board gender-balancing) has increased female insider trading performance. We find that the gender-based insider performance has remained statistically indistinguishable from zero....

Persistent link: https://www.econbiz.de/10012174240

Do corporate insiders circumvent insider trading regulations? : The case of stock repurchases

Pettit, R. Richardson; Ma, Yulong; He, Jia - In: Review of quantitative finance and accounting 7 (1996) 1, pp. 81-96

Persistent link: https://www.econbiz.de/10001467534