Asymptotic prices in uniform-price multi-unit auctions

B-Tier
Journal: Economic Theory
Year: 2005
Volume: 26
Issue: 4
Pages: 983-987

Authors (2)

Indranil Chakraborty (National University of Singapo...) Richard Engelbrecht-Wiggans (not in RePEc)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper considers a uniform-price auction in which each of n symmetric bidders can place, say, M bids. Each bidder has privately known, decreasing marginal values from an arbitrary M -dimensional distribution. We provide a quantile-type description of the asymptotic price that appropriately generalizes the characterization of the unit-demand asymptotic price. Specifically, the limiting price equals the $ (1-\alpha )$ -th quantile of the “average” of the marginal distributions if a fraction $\alpha $ of the demand is met asymptotically. The result also implies that the expected price in the limit as n becomes large depends only on the aggregate of the marginal distributions of each bidder’s marginal values (and not on the correlation between the marginal values). Copyright Springer-Verlag Berlin/Heidelberg 2005

Technical Details

RePEc Handle
repec:spr:joecth:v:26:y:2005:i:4:p:983-987
Journal Field
Theory
Author Count
2
Added to Database
2026-01-25