Audrey Hu

University of Amsterdam - Faculty of Economics and Business (FEB)

Roetersstraat 11

Amsterdam, 1018 WB

Netherlands

SCHOLARLY PAPERS

4

DOWNLOADS

99

SSRN CITATIONS

4

CROSSREF CITATIONS

7

Scholarly Papers (4)

1.

How Risk Sharing May Enhance Efficiency in English Auctions

Tinbergen Institute Discussion Paper 14-015/I
Number of pages: 47 Posted: 28 Jan 2014
Audrey Hu, T. J. S. Offerman and Liang Zou
University of Amsterdam - Faculty of Economics and Business (FEB), University of Amsterdam - Faculty of Economics and Business (FEB) and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 29 (568,698)
Citation 4

Abstract:

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Risk sharing, Pareto efficiency, Premium auction, English auction, Reserve price, Ensuing risk, Heterogeneous risk preferences

2.

Sequential Auctions, Price Trends, and Risk Preferences

Tinbergen Institute Discussion Paper 14-139/I
Number of pages: 34 Posted: 21 Oct 2014
Audrey Hu and Liang Zou
University of Amsterdam - Faculty of Economics and Business (FEB) and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 26 (587,282)
Citation 2

Abstract:

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sequential auction, background risk, risk preferences, declining prices, log-submodularity

3.

Sequential Auctions with Generalized Interdependent Values

Tinbergen Institute Discussion Paper 2016-016/I
Number of pages: 32 Posted: 14 Mar 2016
Audrey Hu and Liang Zou
University of Amsterdam - Faculty of Economics and Business (FEB) and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 23 (606,907)
Citation 1

Abstract:

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Sequential auction, generalized interdependent values, declining price anomaly, informational externalities, revenue equivalence

4.

English Auctions with Ensuing Risks and Heterogeneous Bidders

PIER Working Paper No. 15-010
Number of pages: 32 Posted: 28 Feb 2015
Audrey Hu, Steven A. Matthews and Liang Zou
University of Amsterdam - Faculty of Economics and Business (FEB), University of Pennsylvania - Department of Economics and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 21 (620,394)
Citation 5

Abstract:

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English auction, ensuing risk, heterogeneous risk preferences, interdependent values, ex post equilibrium, ex post efficiency