Auctions with cross-shareholdings

Dasgupta, Sudipto and Tsui, Kevin (2004) Auctions with cross-shareholdings. Economic Theory, 24 (1). pp. 163-194. ISSN 0938-2259

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Abstract

We study the effect of cross-shareholding among two competing firms on their bidding behavior and the expected sales revenue for the seller in an auction environment. The bidders’ private signals are independent, and the model encompasses the private values model and a particular common value model as special cases. When cross-shareholding is symmetric, the bids decrease towards the collusive level as the degree of cross-shareholding increases. The Revenue Equivalence result no longer holds: the first-price auction generates higher expected revenue for the seller than the second-price auction.With asymmetric cross-shareholding, revenue comparisons are only possible in the common value setting. Expected revenue for the seller is again higher in the first-price than in the second price auction. Bidding behavior in the second-price auction is more sensitive to changes in cross-shareholding and the value environment than in the first-price auction.

Item Type:
Journal Article
Journal or Publication Title:
Economic Theory
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2000/2002
Subjects:
?? cross-shareholdingsauctionsbiddingrevenue equivalenceeconomics and econometrics ??
ID Code:
74563
Deposited By:
Deposited On:
07 Jul 2015 13:46
Refereed?:
Yes
Published?:
Published
Last Modified:
15 Jul 2024 15:17