上海财经大学研究生部 授课教师:胡景北
2001-2002学年第二学期 助 教:许永国
硕士研究生课程“西方经济学专题”
“拍卖经济学”课程
主要参考文献
一般参考书
刘宁元,1998,拍卖法原理与实务,上海:上海人民出版社。
刘晓君等,2000,拍卖理论与实务,北京:机械工业出版社。
张维迎,1996,博弈论与信息经济学,上海:上海人民出版社。
Wolfstetter,E., 1999,Topics in Microeconomics:Industrial Organization,Auctions, and
Incentives,Cambridge, UK:CUP, Chap. 8.
专题文献
专题1. 拍卖与竞价过程的博弈分析
Vickrey,W. (1961),Counter-speculation,Auctions,and Competitive Sealed Tenders,Journal of Finance,16,8-37。
专题2. 最优拍卖机制与收入等价原理
Myerson,R. B. (1981),Optimal Auction Design,Mathematics of Operations Research,6,58-73。
专题3. 最优拍卖的简单经济学
Bulow,J.
专题4. 风险厌恶下的拍卖分析
Matthews,S. A. (1987),Comparing Auctions for Risk-Averse Buyers:A Buyers’s Point of View ,Econometrica,55,633-46。
专题5. 估值相关下的拍卖理论
Milgrom,P. R. and Werber,R. J. (1982),A Theory of Auctions and Competitive Bidding,Econometrica,50,1089-1122。
专题6. 共同价值拍卖
Bikhchandani,S. (1988),Reputation in Repeated Second-Price Auctions,Journal of Economic Theory,46,97-119。
专题7. 非对称性拍卖
Maskin,E. S. and Riley,J. G (1996),Asymmetric Auctions,Review of Economics Studies。
专题8. 报价人数内生决定下的拍卖问题
Levin,D. and Smith,J. L. (1994), Equilibrium in Auctions with Entry,American Economic Review,84,585-99。
Engelbrech-Wiggans,R. (1993),Optimal Auctions Revisited,Games and Economic Behavior,5,227-39。
专题9. 信息获取与竞争性报价
Milgrom,P. R. (1981), Rational Expectations,Information Acquisition and Competitive Bidding,Econometrica,49,921-43。
专题10. 多单位物品的最优拍卖机制
Maskin,E. S. and Riley,J. G. (1989),Optimal Multi-Unit Auctions,In Frank Hahn(ed.),The Economics of Missing market,Information,and Games,312-335,Oxford, UK:Oxford University Press/Clarendon Press。
专题11. 双边拍卖机制
Chatterjee,K. and Samuelson,W. (1983),Bargaining under Incomplete Information,Operations Research,31,835-51。
专题12. 拍卖理论的经验检验
Laffont,J-J. (1997),Game Theory and Empirical Economics:The Case of Auction Data,European Economic Review,41