异质竞标者网上拍卖最优机制设计——以“立即买”+拍卖为例  

Optimal Mechanism Design for Online Auction with Heterogeneous Bidders:Based on eBay Auction versus Buy-it-now Option

作　　者：孟昕 李玲玉 窦一杰[1] 张彤 MENG Xin;LI Lingyu;DOU Yijie;ZHANG Tong(Dongbei University of Finance and Economics,Dalian 116025,China;South China Agriculture University,Guangzhou 510642,China)

机构地区：[1]东北财经大学产业组织与企业组织研究中心,辽宁大连116025 [2]华南农业大学国家农业制度与发展研究院,广东广州510642

出　　处：《产业组织评论》2019年第4期22-43,共22页Industrial Organization Review

基　　金：国家自然科学基金面上项目(71872031);教育部人文社会科学研究规划基金项目(15XJA790006);辽宁省教育厅人文社科重点项目(LN2017ZD006);辽宁省教育厅科学研究智库项目(LN2019X02);广东省基础与应用基础研究基金项目(2020A1515010456).

摘　　要：本文以易趣网上售价方式"立即买"和拍卖的创新价格交易模式为例,以网上拍卖特有的不确定性为背景,对这一新型网络拍卖模式进行理论和模拟分析。基于网上拍卖中买家参与人数的不确定性,理论上推导出卖家设置最优"立即买"的价格策略与竞价拍卖模式中最优底价策略,以及如何在这两种模式中通过设置最优"立即买"价格(卖家心理价位的最高价)和最优底价(卖家心理价位的最低价)获得最高的拍卖收益,进而实现最有效的资源配置。研究发现,"立即买"价格始终要高于最优底价,同时,通过计算机数值模拟分析发现,当"立即买"价格和竞标拍卖的最优底价差距不大时,买家更愿意选择固定价格的"立即买",反之选择竞价拍卖;而对于卖方来说,以"立即买"成交的期望收益不总是大于以竞价拍卖成交的期望收益,这将取决于卖家将拍品出售给哪一类竞标者。This study explores a new kind of online auction design theoretically,auction versus buy-it-now option,which is used by eBay in reality.Based on uncertainty in the number of bidders taking part into online auctions,this paper first derives how the sellers set the optimal prices for‘Buy-it-now’and the optimal reserve prices for auction option,moreover,compare with and balance between these two different options to achieve the maximum revenue and efficient allocation.The study shows that the optimal price of‘Buy-it-now’is always higher than the optimal reserve prices.By simulations,the results show that when the difference between the low bound and high bound of sellers'reserve piece is not high enough,bidders will choose‘Buy-it-now’,otherwise auctions;For the seller,the expected revenue of‘Buy-it-now’is not always greater than that from auction,which will depend on which type of bidders the seller will sell the item to.

关 键 词：“立即买”和拍卖 模拟 拍卖收益和效率 

分 类 号：F724.6[经济管理—产业经济] F724.59