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研究生:李清泉
研究生(外文):Ching-chuan Li
論文名稱:共同價值VCG拍賣與風險態度之實驗研究
指導教授:樊沁萍樊沁萍引用關係
指導教授(外文):Chinn-ping Fan
學位類別:碩士
校院名稱:東吳大學
系所名稱:經濟學系
學門:社會及行為科學學門
學類:經濟學類
論文種類:學術論文
論文出版年:2010
畢業學年度:98
語文別:中文
論文頁數:59
中文關鍵詞:VCG機制組合拍賣風險態度
外文關鍵詞:VCG mechanismpackage auctionsrisk attitude
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本文主要以實驗的方式分析兩種組合拍賣制度,VCG機制與首價組合密封標拍賣,且在投標者之評價結構屬於共同價值的假設下,實際舉行多場拍賣實驗,針對受詴者的數據進行分析贏家詛咒發生率、政府收入達成率、市場集中度是否有顯著差異。另外,本研究透過實際拍賣實驗結合風險態度問卷,探討在各項風險領域與投標者之出價行為之關聯。
實驗結果顯示,在標購利潤、政府收入與市場集中度上,CV-easy評價設計中,VCG拍賣機制皆顯著優於FPP拍賣機制,其他結果則無顯著差異。在風險領域與投標者之出價行為之關聯部分,當受詴者的財務風險態度值越小時,其出價的積極度會顯著提高;而健康風險對受詴者的出價積極程度則無顯著差異。
The major purpose of this paper attempts to analyze two auction mechanisms (namely VCG mechanism and the first-price package auction) by experiment,and assume bidder’s valuation derived from common valuation model, we conducted the experiments and analyze the data of subjects by occurrence of the winner’s curse, the government’s revenue ratio and concentration ratio of market. Furthermore, this paper also conducted by the questionnaires and the auction experiments to discuss the relation between the risk attitude and the bidding behavior.
Our experimental results show the bidding profit,government’s revenue ratio and concentration ratio of market is significant distinction between VCG mechanism and the first-price package auction under bidder’s valuation derived from CV-easy.The part of relation between the risk attitude and the bidding behavior, when the smaller of bidder’s financial risks value, the higher of bids. There is no significant distinction between health risks and them bids
第一章 緒論............................................................................................................ 1
第一節 研究背景............................................................................................ 1
第二節 研究動機與目的................................................................................ 1
第三節 研究架構............................................................................................ 3
第二章 文獻回顧.................................................................................................... 5
第一節 實驗經濟學........................................................................................ 5
第二節 拍賣型式............................................................................................ 6
第三節 評價結構與拍賣理論........................................................................ 7
第四節 VCG拍賣機制 .................................................................................. 9
第五節 風險態度.......................................................................................... 13
第三章 研究問題與方法...................................................................................... 15
第一節 拍賣與問卷實驗目的...................................................................... 15
第二節 拍賣實驗設計.................................................................................. 15
第三節 問卷實驗設計.................................................................................. 17
第四章 實驗結果與分析...................................................................................... 20
第一節 贏家詛咒發生率.............................................................................. 21
第二節 政府收入達成率.............................................................................. 24
第三節 市場集中度...................................................................................... 27
第四節 投標者出價行為.............................................................................. 29
第五節 問卷統計分析.................................................................................. 36
第六節 風險態度與出價積極程度分析...................................................... 38
第五章 結論.......................................................................................................... 42
第一節 研究結論.......................................................................................... 42
第二節 未來展望.......................................................................................... 43
參考文獻...................................................................................................................... 44
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1. 彭心儀、王郁琦、周韻采(2007) ,「規畫頻率拍賣與回收制度之研究」國家通訊傳播委員會委託研究報告。
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二、英文文獻
1. Abbinka,K., B. Irlenbuschb, P. Pezanis-Christouc, B. Rockenbachb, A. Sadriehd, and R. Seltene (2005), “An experimental test of design alternatives for the British 3G/UMTS auction”, European Economic Review, 49, 505-530.
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4. Clarke, E. H. (1971). Multipart pricing of public goods. Public Choice, 17–33.
5. Friedman, L. (1956), “Psychoanalysis and the Foundation of Ethics”, Journal of Philosophy, 53, 15-20.
6. Groves, T. (1973). Incentives in teams. Econometrica, 41, 617–631.
7. Kahneman, D. and Tversky, A.(1979), “Prospect Theory: An Analysis of Decision Under Risk”, Econometrica (pre-1986), 47,Iss.2, 263-291.
8. Kagel, J. H. And Jean-Francois Richard“Revenue Effects and Information
Processing in English Common Value Auction”, American Economic Review.3,443-460
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Riley, J. G., and W. F. Samuelson (1981), “Optimal auctions”, The
American Economic Review, 71, 381-392.
17. Vickrey, W. (1960), “Utility, Strategy, and Social Decision Rules”, Quarterly Journal of Economics, 74, 507-555.
18. Vickrey, W. (1961), “Counter Speculation, Auctions, and Competitive Sealed Tenders”, Journal of Finance, 16, 8-37.
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20. Weber ,E.U., Blais A. R. and Nancy E.B. (2002) “A Domain-Specific Risk Attitude Scale: Measuring Risk Perception and Risk Behavior”,Journal of Behavior Decision Making, 15,Iss.4, 263-290
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Economic Studies, 4, 511-518.
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