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順序拍賣的價格下滑異象 – 以台北花卉批發市場為例的實證分析
Thesis

順序拍賣的價格下滑異象 – 以台北花卉批發市場為例的實證分析

申維綱
Masters, 國立清華大學, 經濟學系
2009

Abstract

拍賣 順序拍賣 順序荷蘭式拍賣 價格下滑 Auction Sequential Auction Sequential Dutch Auction Price Decline Anomaly
In the literatures of sequential auction, the basic model expects that the auction prices in every round are the same, but the expectation of the basic model is not supported by empirical studies, which usually find price declines. In this paper, we analyze the data on sequential Dutch auctions from Taipei Flowers Auction to examine whether the prices decline or not. We find that there is a substantial price decline, and the magnitude of price decline becomes small successively. Our finding makes some difference to Van Den Berg et al. (2001). They observe the declining price in Aalsmeer Flower Auction, but the magnitude of price decline becomes large successively. With regard to the reason of declining price, our theoretical model is based on McAfee and Daniel Vincent (1993) which applies to risk averse bidders; In addition, we take the effect of festival into account. To see whether the festival could strengthen the effect of risk aversion, and further influence the magnitude of price decline. However, we discover that festival has no impact on the magnitude of price decline actually in Taipei Flowers Auction.

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