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Buy-it-now or Take-a-chance: Price Discrimination through Randomized Auctions / L. Elisa Celis, Gregory Lewis, Markus M. Mobius, Hamid Nazerzadeh.

NBER Working papers Available online

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Format:
Book
Author/Creator:
Celis, L. Elisa.
Contributor:
National Bureau of Economic Research.
Lewis, Gregory.
Mobius, Markus M.
Nazerzadeh, Hamid.
Series:
Working Paper Series (National Bureau of Economic Research) no. w18590.
NBER working paper series no. w18590
Language:
English
Physical Description:
1 online resource: illustrations (black and white);
Place of Publication:
Cambridge, Mass. National Bureau of Economic Research 2012.
Summary:
Increasingly detailed consumer information makes sophisticated price discrimination possible. At fine levels of aggregation, demand may not obey standard regularity conditions. We propose a new randomized sales mechanism for such environments. Bidders can "buy-it-now" at a posted price, or "take-a-chance" in an auction where the top d > 1 bidders are equally likely to win. The randomized allocation incentivizes high valuation bidders to buy-it-now. We analyze equilibrium behavior, and apply our analysis to advertiser bidding data from Microsoft Advertising Exchange. In counterfactual simulations, our mechanism increases revenue by 4.4% and consumer surplus by 14.5% compared to an optimal second-price auction.
Notes:
Print version record
December 2012.

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