請用此 Handle URI 來引用此文件：
http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/30850完整後設資料紀錄
| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 黃貞穎 | |
| dc.contributor.author | Ling Tseng | en |
| dc.contributor.author | 曾羚 | zh_TW |
| dc.date.accessioned | 2021-06-13T02:18:07Z | - |
| dc.date.available | 2007-03-01 | |
| dc.date.copyright | 2007-02-13 | |
| dc.date.issued | 2007 | |
| dc.date.submitted | 2007-01-31 | |
| dc.identifier.citation | Reference
Ashenfelter O.C., 1989, “How auctions work for wine and art”, Journal of Economic Perspectives, 3, 23-36 Ashenfelter O.C. and D. Genesove, 1990, “Testing for price anomalies in real-estate auctions”, American Economic Review, Papers and Proceedings, 82(2), 501-505 Beggs A. and K. Graddy, 1998, “Declining values and the afternoon effect: evidence from the art auctions”, RAND Journal of Economics, 28(3), 544-565 Berhardt D. and D. Scoones, 1994, “A note in sequential auctions”, American Economic Review, 84, 653-657 Donald S.G., H.J. Paarsh, and J. Robert, ,“An empirical model of multi-unit, sequential, ascending-price auctions,” Gale I.L. and D.B. Hausch, 1994, “Bottom-fishing and declining prices in sequential auctions”, Game and Economic Behavior, 7, 318-331 Gerard J. Berg, Jan C. Ours, and Menno P. Pradhan, 2001, “The declining price anomaly in Dutch rose auctions”, The American Economic Review, 91(4), 1055-1061 Jeitschko T.D., 1999, “Equilibrium price paths in sequential auctions with stochastic supply”, Economics Letters, 64, 67-72 Katzman B.E., 1999, “A two stage sequential auction with Multi-unit Demands”, Journal of Economic Theory, 86(1), 77-99 McAfee R.P. and D. Vincent, 1993, “The declining price anomaly”, Journal of Economic Theory, 60, 191-212 Milgorm P.R. and R.J. Weber, 1982, “A theory of auctions and competitive bidding: Part 2”, mimeo, Northwestern University. Published in “The Economic Theory of Auctions”, P. Klemperer (ED.), Edward Elgar Publishing, 2002. Neugebauer T. and R. Selten, 2006, “Individual behavior of first-price auctions: the importance of information feedback in computerized experimental markets”, Games & Economic Behavior, 54: 183-204 Neugebauer T. and P. Pezanis-Christou, Forthcoming, “Bidding behavior at sequential first-price auctions with(out) supply uncertainty: a laboratory analysis”, Journal of Economic Behavior & Organization Vijay Krishna, 2002, “Auction Theory”, Academic Press | |
| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/30850 | - |
| dc.description.abstract | Neugebauer and Pezanis-Christou (2005)以供給不確定性的模型，解釋連續性拍賣進行時，成交價格逐漸下滑的反常現象。本文將此模型的限制放寬，假設投標人對於會發生下一回合拍賣的預期機率，可隨者連續性拍賣的進行而變動，並且以台北漁市場的連續性英式拍賣資料，進行實證研究。結果發現成交價格逐漸下滑的現象確實普遍存在，而且當供給不確定性的程度增加時，大部分研究結果顯示價格下滑幅度亦會增加，為理論模型提供支持的證據。 | zh_TW |
| dc.description.abstract | In this study, the restrictions of Neugebauer and Pezanis-Christou (2005)’s model have been relaxed. Following the assumption and modification, information feedback at the end of each stage is taken into account, and a buyer is allowed to adjust his expectation of the probability that one more auction will occur as auction is proceeding. . The data from Taipei Fish Market is used to validate the theoretical prediction, and the price decline is observed in the empirical results. The effect of supply uncertainty is also found on price decline. Theses results mainly support the theoretical prediction and provide valuable insights of buyers’ behavior in sequential auction with supply uncertainty. | en |
| dc.description.provenance | Made available in DSpace on 2021-06-13T02:18:07Z (GMT). No. of bitstreams: 1 ntu-96-R92323026-1.pdf: 895051 bytes, checksum: 4e413e307a3daa2fd111243e0c150277 (MD5) Previous issue date: 2007 | en |
| dc.description.tableofcontents | Index
口試委員會審定書… i Acknowledge…ii 中文摘要…iii Summary…iv Chapter 1. Introduction…1 1.1 Motives…1 1.2 Literature Review…4 Chapter 2. Theoretical Framework…6 2.1 Sequential First Price Auction with Supply Uncertainty.…7 2.2 Sequential Second Price Auction with Supply Uncertainty…10 Chapter 3. The Data…11 Chapter 4. Empirical Results…14 4.1 Price Changes…14 4.2 Supply Uncertainty…25 Chapter 5. Conclusion…32 Reference…34 Appendix…36 | |
| dc.language.iso | en | |
| dc.subject | 實證研究 | zh_TW |
| dc.subject | 拍賣 | zh_TW |
| dc.subject | 連續性拍賣 | zh_TW |
| dc.subject | 英式拍賣 | zh_TW |
| dc.subject | 價格下滑 | zh_TW |
| dc.subject | 供給不確定性 | zh_TW |
| dc.title | 連續性英式拍賣成交價格是否會下滑?
－台北漁市場的實證研究 | zh_TW |
| dc.title | Does Price Decline in Sequential English Auction?
－ The Empirical Result of the Taipei Fish Market | en |
| dc.type | Thesis | |
| dc.date.schoolyear | 95-1 | |
| dc.description.degree | 碩士 | |
| dc.contributor.coadvisor | 張興華 | |
| dc.contributor.oralexamcommittee | 駱明慶 | |
| dc.subject.keyword | 拍賣, 連續性拍賣, 英式拍賣, 價格下滑, 供給不確定性, 實證研究, | zh_TW |
| dc.subject.keyword | Auction, Sequential Auction, Sequential English Auction, Price Decline Anomaly, Supply Uncertainty, Empirical Result, | en |
| dc.relation.page | 43 | |
| dc.rights.note | 有償授權 | |
| dc.date.accepted | 2007-02-02 | |
| dc.contributor.author-college | 社會科學院 | zh_TW |
| dc.contributor.author-dept | 經濟學研究所 | zh_TW |
| 顯示於系所單位： | 經濟學系 | |
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