Auction design for complex, interconnected, and fast-paced markets

复杂、相互关联、快节奏市场的拍卖设计

• 批准号: 20K01557
• 负责人: マルシャレツ ダニエル
• 金额: $ 2.75万
• 依托单位: International Christian University (2021-2022)The University of Tokyo (2020)
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Scientific Research (C)
• 财政年份: 2020
• 资助国家: 日本
• 起止时间: 2020-04-01 至 2025-03-31
• 项目状态: 未结题
• 来源: https://kaken.nii.ac.jp/en/grant/KAKENHI-PROJECT-20K01557/
• 关键词: Anglo-Dutch Auction; Treasury bills; Econometrics; Microeconomics; Auctions; Fisheries; Government debt; Allocation of quota; Collusion; auctions; experimental economics; complements; market design; econometrics

This has been a productive year for this project. One of my papers on Anglo-Dutch Auctions got published as the leading article in the December issue of the Japapanese Economic Review. My paper on Philippine treasury-bill auctions was invited for a resubmission to a top field journal in economics and finance, and I also presented my work at numerous conferences. In parallel, our work on collusion (on the Epic Fail) paper has yielded new and unexpected results: we have obtained a formula which allows us to link some structural parameters from our theoretical model, to easily observable market data (such as market shares). With this expansion, our paper is likely to have much wider applicability and interest across a variety of economic settings.

今年是这个项目富有成效的一年。我的一篇关于英荷拍卖的论文在《日本经济评论》12月号上作为头条文章发表。我关于菲律宾国债拍卖的论文被邀请重新提交给一家顶级经济学和金融学期刊，我也在许多会议上介绍了我的工作。与此同时，我们关于共谋的工作（关于Epic Fail）论文已经产生了新的和意想不到的结果：我们已经获得了一个公式，它允许我们将理论模型中的一些结构参数与易于观察的市场数据（如市场份额）联系起来。随着这种扩展，我们的论文可能会在各种经济环境中具有更广泛的适用性和兴趣。

项目成果

Sanna Laksa/P/f Vardin/Faroe Islands(その他の国・地域)

Sanna Laksa/P/f Vardin/法罗群岛（其他国家/地区）

Auction performance, strategic supply management, and bidder behavior in Treasury Bill auctions: Evidence from the Philippines

国库券拍卖中的拍卖绩效、战略供应管理和投标人行为：来自菲律宾的证据

• 发表时间: 2020
• 期刊: CIRJE Discussion Paper Series
• 作者: Eduardo Marino;and Daniel Marszalec
• 通讯作者: and Daniel Marszalec

Strategic supply management, auction performance, and bidder behavior in Treasury Bill auctions: Evidence from the Philippines

国库券拍卖中的战略供应管理、拍卖绩效和投标人行为：来自菲律宾的证据

• 发表时间: 2022
• 作者: Eduardo Marino;and Daniel Marszalec;Chia-Hui Chen;Daniel Marszalec;Ryuichi Nakagawa;Chia-Hui Chen;Daniel Marszalec;Chia-Hui Chen;Ryuichi Nakagawa;Chia-Hui Chen;Chia-Hui Chen;Daniel Marszalec;Chia-Hui Chen;Daniel Marszalec
• 通讯作者: Daniel Marszalec

Auctions for resources, and the dangers of uniform-pricing

资源拍卖以及统一定价的危险

• 发表时间: 2021
• 作者: Daniel Marszalec;Daniel Marszalec
• 通讯作者: Daniel Marszalec

Alexander Teytelboym/University of Oxford(英国)

Alexander Teytelboym/牛津大学（英国）